# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001532203-26-000081
**Filing Date:** 2026-6
**Character Count:** 3132646
**Document Hash:** a3c253d77f796206a7ce20ce45e654a2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001532203-26-000081.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001532203-26-000081

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 261128234

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

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

## Series and Classes Contracts Data

### Vanguard Total International Bond II Index Fund (Series ID: S000067956)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000217896 | Investor Shares      | VTIIX           |
| C000217897 | Institutional Shares | VTILX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

- **b. EDGAR series identifier (if any):** S000067956

- **c. LEI of Series:** 549300ROYBGCYUJI4283

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $149047508397.91

**Total Liabilities:** $3269357003.98

**Net Assets:** $145778151393.93

**Cash Not Reported:** $903621761.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -30417.98668578 | **1-Year:** -3417008.11991327 | **5-Year:** -10449893.10710695 | **10-Year:** -10547027.10086569 | **30-Year:** -3816722.62122193

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

- **3-Month:** -140.26407511 | **1-Year:** -15557.27143547 | **5-Year:** -34329.43228718 | **10-Year:** -16070.72481447 | **30-Year:** -2874.50226326

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000217896 | 1.47%                | -2.38%               | 0.34%                |
| Class ID C000217897 | 1.45%                | -2.29%               | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $51820332.69             | $1202059940.35                             |
| Month 2  | $-90685496.17            | $-7077410989.41                            |
| Month 3  | $35673975.81             | $2404224728.63                             |

### Schedule of Portfolio Investments

| Name                                                                             | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |       Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4271507.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4345737.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-743406.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2327371.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-245473.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5386356.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7454995.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1175216.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $200450.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1692435.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9605170.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7572994.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3148442.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8668520.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8778245.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8723520.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8558520.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8888245.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8943520.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9230467.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10498920.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10265170.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10210720.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9090060.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8986265.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9934070.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8217105.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2182889.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2068582.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2110193.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1515945.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1515945.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1515945.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1515945.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10259120.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10204120.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7582246.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11035720.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11035720.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10867970.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2948518.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2932088.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10866320.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10859720.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10916920.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11413020.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-52624.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3216711.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-52624.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10123102.26  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10054514.37  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10464752.33  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1001828.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9947289.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2418245.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1498896.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1498896.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1498896.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1498896.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2133378.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8819419.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13112117.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13195318.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $373861.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14382723.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $373174.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9322947.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14215219.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14215219.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9295648.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9022913.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1852242.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3332609.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2317209.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11817270.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12202270.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12367820.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11432270.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3490121.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4212662.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-395565.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12280658.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4303138.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12203920.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3549943.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12445958.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12831658.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12556158.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12777109.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12501058.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12501058.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3450758.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12281099.42  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12557811.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12557536.12  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12944613.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12724213.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-525111.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7854343.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12054801.81  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12080448.28  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4532562.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1479300.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1761116.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2030746.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2030746.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HKD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $38579.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13447290.92  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9643027.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9678024.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1292233.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1292233.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1292233.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1292233.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $178831.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9594315.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10676570.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7939127.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11116570.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10415632.11  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7832934.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10674370.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7728288.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2288806.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10071570.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10033680.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1741171.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8079951.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8009196.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9793120.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10731020.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10676570.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7569636.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $180745.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10861833.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-21612365.24  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7935989.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10785470.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-22541289.28  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9792836.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8710234.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11005258.92  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-18730.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1452086.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-153454680.67 | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-800089.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-101291371.83 | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11331035.66  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-33991966.22  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10647.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-17157309.16  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2273789.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9610427.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2562380.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-35121153.79  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $361606.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9790792.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-25264963.82  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-64885735.86  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23807892.69  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-101187328.86 | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $4320257.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5918090.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2858639.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1440085.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $15495407.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $604607.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-64894938.98  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2414266.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-140605701.15 | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-87676645.80  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-34515782.99  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-78934585.30  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2231619.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-19220855.30  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23807108.63  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3843378.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10474699.13  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $5396136.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5760363.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11044.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $222616.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $627527.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $635975.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1370610.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $327204.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1159102.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $239278.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-648956.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-24850772.11  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-33730057.85  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-648.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23810188.79  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CHF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7506304.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-33276139.66  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13488281.59  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-42536040.59  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14526156.31  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2344871.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SGD/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2344871.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13789847.62  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14145420.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-116723.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-110659.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8444887.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13817070.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3911440.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3911440.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4621800.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13508029.99  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13508029.99  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11879338.39  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-398624.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-776319.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6706563.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3669085.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13815970.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13815970.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-541410.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4387685.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4103394.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13980970.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-6611322.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-589511.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3883354.34   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11294620.83  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13869960.25  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9404928.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4098360.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14034870.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4380945.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13952920.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14419320.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13979320.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-14089320.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13537670.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3299959.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12877670.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1885279.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8950224.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3597467.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9681530.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11666570.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11776020.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12327670.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12602670.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-5983264.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11336020.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11776295.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11886570.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11995470.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23226750.28  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | DKK/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3423049.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11336020.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11281020.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8449262.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-7868511.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-57055903.10  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8252529.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9509905.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9651989.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $82786.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4956981.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1447291.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-351785.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-292365.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-15940752.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-15669852.01  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-27947475.35  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-4435030.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-28010814.66  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $544176.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1180151.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1180151.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $544176.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1180151.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $544176.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1180151.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $544176.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-267113.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-570928.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-380496.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-515694.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-926387.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-8150450.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-30418.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31176.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31176.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31176.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31176.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31641.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31176.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $31176.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NOK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13013492.90  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $338427.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3891913.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-13927620.67  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-61732.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-263485.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1156995.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125452.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1156995.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125452.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1156995.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125452.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1156995.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125452.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1211206.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-169463.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-489560.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1610.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-565660.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-248502.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-32340.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-40298.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $470.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-428717.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-235969.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NZD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-33944.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-713852.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-157045.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-144371.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1262410.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20260501           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-189010.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $140061.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $45230.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $41866.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-661465.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-54628.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $41022.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ILS/USD FWD 20260504           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-398140.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $120817.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $14308.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2378327.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2386427.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23533.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-100660.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1004378.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $434167.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1036703.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1309727.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2160139.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2168581.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-942179.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $947823.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $709673.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-701829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-316829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $324123.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9529264.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9582393.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9598979.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9651717.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-61976.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $68170.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-592331.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $611794.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-538489.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $562927.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1200977.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1086380.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1176087.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1745841.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1720905.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1463094.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $542971.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-515514.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-253376.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $260670.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $516623.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-509329.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-289329.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $295523.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $764673.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-756829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $544673.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $544673.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-536829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-536829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $378573.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-371829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $269673.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-261829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $269673.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-261829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $379123.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-371829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-9267067.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $9215332.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-426829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $434673.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $158023.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-151829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $709123.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-701829.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-179538.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $196000.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1407442.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1516786.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1251075.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $656310.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10525532.94  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10468934.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1666029.69   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1408022.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-56190.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $76581.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-56190.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $76581.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $76581.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-56190.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-56190.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $76581.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1883170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1887976.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10627764.34  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $340627.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-358341.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10920233.07   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-10974303.13  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $10573145.25   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11266886.08   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11321105.40  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $69897.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-78780.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $166611.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-147139.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2209726.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2213170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1828170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1824726.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1716926.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1718170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1883170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1882476.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $410034.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-412813.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2488170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2489126.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $308679.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-305265.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $405899.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-408666.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2488576.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1721717.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RON/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1758109.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2488170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $330725.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-327678.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2323170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2323026.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2158170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $11266886.08   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-11321801.36  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2162426.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-3045176.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $3038170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $159496.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-157925.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-245770.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1409025.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MYR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1516786.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $367325.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-373191.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $888381.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CNY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1145508.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-320967.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $337105.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-320967.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-320967.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $337105.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-320967.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $337105.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $337105.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-130330.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $121735.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $59393.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THB/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-650645.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1718170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1726826.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260604           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-888177.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | KRW/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $880327.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1852733.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1860289.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1777426.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1773170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-276945.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $278933.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2161326.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2158170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2079376.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2075670.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-867391.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1883170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1828170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1830501.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $592999.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-595447.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1968826.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1965670.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1938170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1773170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1778251.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1887151.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SEK/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $864570.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2243001.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2236820.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1943251.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1718170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1722976.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $310131.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-308222.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1889076.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1883170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $1828170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-1833526.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12097084.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $226888.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-225875.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12154647.72  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $333374.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEN/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-352563.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-2441826.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $2433170.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $45508.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CLP/USD FWD 20260506           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-45078.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260507           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $12787014.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20260602           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-12846257.89  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23458.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $274686.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125105.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-119513.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-262381.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $274686.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23458.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125105.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-262381.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-119513.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23458.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $274686.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125105.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-262381.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-119513.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-23458.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $125105.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $274686.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-119513.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-262381.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $106310.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-93362.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $106310.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $106310.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-93362.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260505           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $106310.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-93362.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IDR/USD FWD 20260603           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |             1 | NC      | $-93362.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      42969000 | PA      | $54072980.80   | 0.04%             | 2037-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      13303000 | PA      | $15424810.41   | 0.01%             | 2062-01-26      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      24502000 | PA      | $26645557.99   | 0.02%             | 2044-06-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |       1860000 | PA      | $2067012.13    | 0.00%             | 2034-05-23      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      38873000 | PA      | $30884285.36   | 0.02%             | 2047-02-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      22687000 | PA      | $15354518.94   | 0.01%             | 2117-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      37190000 | PA      | $42204739.84   | 0.03%             | 2028-02-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |        743000 | PA      | $820298.27     | 0.00%             | 2029-02-20      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       7400000 | PA      | $7189115.85    | 0.00%             | 2034-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: ZR4572056<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      17500000 | PA      | $18590938.49   | 0.01%             | 2029-09-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     113063000 | PA      | $119407225.99  | 0.08%             | 2030-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      50376000 | PA      | $30256486.26   | 0.02%             | 2051-03-20      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      68567000 | PA      | $48081598.50   | 0.03%             | 2040-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       2500000 | PA      | $2535541.63    | 0.00%             | 2031-01-27      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     136491000 | PA      | $139743631.04  | 0.10%             | 2031-02-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      75013000 | PA      | $30290252.63   | 0.02%             | 2071-04-20      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |        800000 | PA      | $848369.11     | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      54294000 | PA      | $46515470.71   | 0.03%             | 2036-10-20      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       8000000 | PA      | $9059143.73    | 0.01%             | 2032-11-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      17760000 | PA      | $19519722.90   | 0.01%             | 2028-10-20      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG                           | HYPO NOE GRUPPE                | CUSIP: N/A<br>LEI: 5493007BWYDPQZLZ0Y27       | Long             | DBT              | CORP              | AT        |      20800000 | PA      | $23460922.98   | 0.02%             | 2029-05-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      32000000 | PA      | $33461267.10   | 0.02%             | 2032-02-20      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      30615000 | PA      | $25330302.04   | 0.02%             | 2049-05-23      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      58779000 | PA      | $68323255.15   | 0.05%             | 2033-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      69025000 | PA      | $71234765.98   | 0.05%             | 2053-10-20      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       5000000 | PA      | $6018303.65    | 0.00%             | 2030-05-30      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Oberoesterreich AG                                          | RAIFF LB OBEROST               | CUSIP: N/A<br>LEI: I6SS27Q1Q3385V753S50       | Long             | DBT              | CORP              | AT        |       8000000 | PA      | $9471210.26    | 0.01%             | 2027-12-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     135000000 | PA      | $162314999.95  | 0.11%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     130000000 | PA      | $150006875.24  | 0.10%             | 2034-02-20      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      33757000 | PA      | $38262618.93   | 0.03%             | 2039-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |      20000000 | PA      | $23107347.87   | 0.02%             | 2032-08-27      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |     225585000 | PA      | $262293822.92  | 0.18%             | 2029-10-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                        | KOMMUNALKREDIT                 | CUSIP: N/A<br>LEI: 549300IEVCBWVV97WC81       | Long             | DBT              | CORP              | AT        |      26100000 | PA      | $30248238.60   | 0.02%             | 2030-04-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       9200000 | PA      | $10577503.06   | 0.01%             | 2035-05-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       7000000 | PA      | $8057001.70    | 0.01%             | 2035-11-26      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      55306200 | PA      | $64118149.11   | 0.04%             | 2032-09-20      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      89216600 | PA      | $103734518.13  | 0.07%             | 2036-02-20      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                              | REP OF AUSTRIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      12000000 | PA      | $13862636.98   | 0.01%             | 2056-03-20      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |       5000000 | PA      | $5714553.73    | 0.00%             | 2027-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank Austria AG                                                        | UNICREDIT BK AUS               | CUSIP: N/A<br>LEI: D1HEB8VEU6D9M8ZUXG17       | Long             | DBT              | CORP              | AT        |       2400000 | PA      | $2798155.12    | 0.00%             | 2027-09-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisen-Landesbank Steiermark AG                                              | RAIFF LB STEIER                | CUSIP: N/A<br>LEI: 529900UNUKYZ9HND3309       | Long             | DBT              | CORP              | AT        |       2500000 | PA      | $2557770.85    | 0.00%             | 2033-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     217425000 | PA      | $143931644.81  | 0.10%             | 2030-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      70669000 | PA      | $37955101.70   | 0.03%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      52889000 | PA      | $35032380.34   | 0.02%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     219052000 | PA      | $134634188.01  | 0.09%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      84782000 | PA      | $47294333.55   | 0.03%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      14200000 | PA      | $9305975.93    | 0.01%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     190458000 | PA      | $111803618.47  | 0.08%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      31540000 | PA      | $19410370.67   | 0.01%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |       1130000 | PA      | $728182.23     | 0.00%             | 2030-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      64875000 | PA      | $35154199.15   | 0.02%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      22321000 | PA      | $15184092.52   | 0.01%             | 2027-11-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     192581000 | PA      | $117398076.94  | 0.08%             | 2030-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      85351000 | PA      | $30658908.02   | 0.02%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     216185000 | PA      | $127326604.67  | 0.09%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     162599000 | PA      | $96984479.31   | 0.07%             | 2032-11-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     149170000 | PA      | $94669577.39   | 0.06%             | 2033-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     177500000 | PA      | $117886741.58  | 0.08%             | 2034-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     143000000 | PA      | $92472509.71   | 0.06%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      55500000 | PA      | $36226639.70   | 0.02%             | 2054-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     125000000 | PA      | $84844625.75   | 0.06%             | 2035-12-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     105000000 | PA      | $71128531.63   | 0.05%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      80000000 | PA      | $53944726.54   | 0.04%             | 2036-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      95000000 | PA      | $66535572.38   | 0.05%             | 2037-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       4065000 | PA      | $3133438.56    | 0.00%             | 2033-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      30000000 | PA      | $19322774.54   | 0.01%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      35964000 | PA      | $24728590.43   | 0.02%             | 2028-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      17647000 | PA      | $12316477.42   | 0.01%             | 2028-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     124730000 | PA      | $87925326.58   | 0.06%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     158718000 | PA      | $95674461.02   | 0.07%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      53137000 | PA      | $31404195.20   | 0.02%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     189680000 | PA      | $132562884.23  | 0.09%             | 2027-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     151607000 | PA      | $103941877.51  | 0.07%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      80516000 | PA      | $40844179.04   | 0.03%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     235332000 | PA      | $161507808.50  | 0.11%             | 2028-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     260415000 | PA      | $175596731.05  | 0.12%             | 2029-11-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      44701000 | PA      | $31063909.97   | 0.02%             | 2028-07-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |        320000 | PA      | $227665.20     | 0.00%             | 2027-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       3820000 | PA      | $2699423.21    | 0.00%             | 2027-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       5491000 | PA      | $3870554.01    | 0.00%             | 2027-07-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |        390000 | PA      | $277315.65     | 0.00%             | 2027-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       9300000 | PA      | $6556696.68    | 0.00%             | 2027-09-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |        784000 | PA      | $553338.16     | 0.00%             | 2027-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |        589000 | PA      | $413613.16     | 0.00%             | 2027-10-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |       1762000 | PA      | $1129815.10    | 0.00%             | 2032-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       1419000 | PA      | $1004636.08    | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Technology Sydney                                                  | UNI OF TECH/SYD                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |         80000 | PA      | $56518.91      | 0.00%             | 2027-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       1103000 | PA      | $772524.21     | 0.00%             | 2028-02-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       7000000 | PA      | $4987671.79    | 0.00%             | 2027-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      30000000 | PA      | $20892584.15   | 0.01%             | 2028-02-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: N/A<br>LEI: 549300CRGMZK3K53BF92       | Long             | DBT              | CORP              | US        |       1210000 | PA      | $857747.34     | 0.00%             | 2027-09-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       2140000 | PA      | $1491816.43    | 0.00%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |        110000 | PA      | $76586.50      | 0.00%             | 2028-04-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      61883000 | PA      | $41892222.76   | 0.03%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fonterra Co-operative Group Ltd                                                  | FONTERRA CO-OP                 | CUSIP: N/A<br>LEI: 549300NCQQ9E4O5JX172       | Long             | DBT              | CORP              | NZ        |        200000 | PA      | $140946.35     | 0.00%             | 2027-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       2440000 | PA      | $1723863.68    | 0.00%             | 2027-11-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      12696000 | PA      | $8790990.88    | 0.01%             | 2028-07-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       3920000 | PA      | $2719077.39    | 0.00%             | 2028-07-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       1970000 | PA      | $1369009.20    | 0.00%             | 2028-07-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |        127000 | PA      | $87927.11      | 0.00%             | 2028-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | EMIRATES NBD                   | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |       1530000 | PA      | $1078828.97    | 0.00%             | 2028-02-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       1280000 | PA      | $887523.06     | 0.00%             | 2028-08-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      21969000 | PA      | $15241633.63   | 0.01%             | 2028-08-14      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       1390000 | PA      | $972585.50     | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       6500000 | PA      | $4189307.41    | 0.00%             | 2033-08-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9640000 | PA      | $6775830.68    | 0.00%             | 2028-04-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      11476000 | PA      | $7859708.93    | 0.01%             | 2029-05-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      10790000 | PA      | $7380557.78    | 0.01%             | 2029-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       4500000 | PA      | $3060278.62    | 0.00%             | 2029-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      42336000 | PA      | $28807715.81   | 0.02%             | 2029-06-26      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       5060000 | PA      | $3566952.37    | 0.00%             | 2028-09-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $6823673.40    | 0.00%             | 2029-04-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      12690000 | PA      | $8671216.32    | 0.01%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |       2130000 | PA      | $1450659.60    | 0.00%             | 2029-05-21      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $1380178.76    | 0.00%             | 2029-03-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       1435000 | PA      | $959360.86     | 0.00%             | 2029-03-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $683675.27     | 0.00%             | 2029-06-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                 | PACIFIC NTNL FIN               | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3278613.52    | 0.00%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |        890000 | PA      | $580982.06     | 0.00%             | 2029-11-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       5500000 | PA      | $2853360.73    | 0.00%             | 2039-11-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |       5260000 | PA      | $3428989.38    | 0.00%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       4500000 | PA      | $2814817.01    | 0.00%             | 2030-05-27      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| DEXUS Finance Pty Ltd                                                            | DEXUS FINANCE                  | CUSIP: N/A<br>LEI: 254900Q8HV90024Z7W84       | Long             | DBT              | CORP              | AU        |       2780000 | PA      | $1712466.07    | 0.00%             | 2032-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       6322000 | PA      | $3243061.72    | 0.00%             | 2035-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      17167000 | PA      | $7566299.15    | 0.01%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       7248000 | PA      | $3215908.15    | 0.00%             | 2041-11-20      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |       5660000 | PA      | $3648763.90    | 0.00%             | 2030-05-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                    | BRISBANE AIRPORT               | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |       3000000 | PA      | $2043338.70    | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                            | OPTUS FINANCE                  | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |      10200000 | PA      | $6436540.48    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       4550000 | PA      | $2601593.95    | 0.00%             | 2032-06-29      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $6016810.12    | 0.00%             | 2031-02-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GTA Finance Co Pty Ltd                                                           | GTA FINANCE                    | CUSIP: N/A<br>LEI: 213800FMNBVIYOR3SP94       | Long             | DBT              | CORP              | AU        |       1190000 | PA      | $817473.89     | 0.00%             | 2027-08-26      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |        640000 | PA      | $397683.11     | 0.00%             | 2030-08-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |       6470000 | PA      | $4528885.88    | 0.00%             | 2030-09-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty Ltd                                                    | SGSP AUSTRALIA                 | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |       2000000 | PA      | $1322096.06    | 0.00%             | 2028-09-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                         | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $1564408.54    | 0.00%             | 2030-09-23      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                         | LONSDALE FINANCE               | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |        510000 | PA      | $349760.20     | 0.00%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CPIF Finance Pty Ltd                                                             | CPIF FINANCE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       3800000 | PA      | $2357249.99    | 0.00%             | 2030-10-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Lendlease Finance Ltd                                                            | LENDLEASE FIN                  | CUSIP: N/A<br>LEI: 5493002EE2IQRQ3JUP44       | Long             | DBT              | CORP              | AU        |       2070000 | PA      | $1437574.19    | 0.00%             | 2027-10-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      17000000 | PA      | $11235234.07   | 0.01%             | 2028-05-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |       8520000 | PA      | $5313041.05    | 0.00%             | 2030-12-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                         | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |       2260000 | PA      | $1480883.35    | 0.00%             | 2028-12-14      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5490000 | PA      | $3314174.49    | 0.00%             | 2031-01-27      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       8535000 | PA      | $5726877.86    | 0.00%             | 2028-03-02      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |        600000 | PA      | $408018.23     | 0.00%             | 2028-03-23      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                    | WESTCONNEX FINAN               | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |       1140000 | PA      | $718368.87     | 0.00%             | 2031-03-31      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NSW Electricity Networks Finance Pty Ltd                                         | NSW ELECTRICITY                | CUSIP: N/A<br>LEI: 5493009VPYKFFK7UXM97       | Long             | DBT              | CORP              | AU        |        760000 | PA      | $502145.68     | 0.00%             | 2029-04-23      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Transurban Queensland Finance Pty Ltd                                            | TRANSURBAN QLD                 | CUSIP: N/A<br>LEI: 549300RSN9SFNT54IZ82       | Long             | DBT              | CORP              | AU        |        740000 | PA      | $465685.43     | 0.00%             | 2031-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |       2250000 | PA      | $1512220.76    | 0.00%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |        350000 | PA      | $236313.28     | 0.00%             | 2028-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       1265000 | PA      | $678504.69     | 0.00%             | 2036-06-30      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                   | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |        500000 | PA      | $334226.72     | 0.00%             | 2028-06-23      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                   | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |       5380000 | PA      | $3310713.46    | 0.00%             | 2031-06-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $1737395.29    | 0.00%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ElectraNet Pty Ltd                                                               | ELECTRANET PTY                 | CUSIP: N/A<br>LEI: 254900N5QT0J6DLN1Z66       | Long             | DBT              | CORP              | AU        |       1400000 | PA      | $931167.49     | 0.00%             | 2028-12-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                 | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      12290000 | PA      | $8336771.30    | 0.01%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      12020000 | PA      | $8207853.48    | 0.01%             | 2027-11-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      58000000 | PA      | $33231920.29   | 0.02%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                         | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |       2200000 | PA      | $1517758.54    | 0.00%             | 2027-11-18      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                            | OPTUS FINANCE                  | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |        500000 | PA      | $333947.09     | 0.00%             | 2028-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $6067626.36    | 0.00%             | 2032-07-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      10280000 | PA      | $7421153.68    | 0.01%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $4300742.77    | 0.00%             | 2027-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       1700000 | PA      | $1244465.33    | 0.00%             | 2032-10-26      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       5864000 | PA      | $4227181.61    | 0.00%             | 2027-11-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      15000000 | PA      | $10977060.23   | 0.01%             | 2032-11-09      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      35000000 | PA      | $25084067.86   | 0.02%             | 2027-11-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      30000000 | PA      | $21397120.92   | 0.01%             | 2028-01-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $7141245.59    | 0.00%             | 2027-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3583840.00    | 0.00%             | 2028-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      12500000 | PA      | $8751571.29    | 0.01%             | 2033-01-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      53000000 | PA      | $35089629.91   | 0.02%             | 2035-08-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $3534807.43    | 0.00%             | 2029-02-08      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $7079913.75    | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      12000000 | PA      | $8569021.26    | 0.01%             | 2028-02-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |      20000000 | PA      | $14216834.60   | 0.01%             | 2028-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       6500000 | PA      | $4476667.60    | 0.00%             | 2033-03-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       6980000 | PA      | $5150591.09    | 0.00%             | 2038-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       7000000 | PA      | $4697160.08    | 0.00%             | 2033-04-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $7074695.55    | 0.00%             | 2028-05-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              | NUSS              | SE        |      11000000 | PA      | $7764553.04    | 0.01%             | 2028-05-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       5900000 | PA      | $4306357.11    | 0.00%             | 2033-06-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                    | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |       1650000 | PA      | $1202099.52    | 0.00%             | 2030-06-28      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      21760000 | PA      | $15528959.06   | 0.01%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      14320000 | PA      | $10389645.40   | 0.01%             | 2028-08-23      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      32336000 | PA      | $23085948.69   | 0.02%             | 2028-09-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      25900000 | PA      | $18506163.80   | 0.01%             | 2028-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                    | WESTCONNEX FINAN               | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |       7000000 | PA      | $5071792.64    | 0.00%             | 2030-10-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       5544000 | PA      | $3938890.10    | 0.00%             | 2034-04-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3590210.48    | 0.00%             | 2031-04-18      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Contact Energy Ltd                                                               | CONTACT ENERGY                 | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | DBT              | CORP              | NZ        |       7900000 | PA      | $5792559.82    | 0.00%             | 2030-11-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Housing Australia                                                                | HOUSING AU                     | CUSIP: N/A<br>LEI: 254900BEME245Y10BH15       | Long             | DBT              | NUSS              | AU        |       3580000 | PA      | $2591566.79    | 0.00%             | 2038-11-08      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                     | COLES GRP TREASU               | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |       2000000 | PA      | $1442487.00    | 0.00%             | 2031-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Australian Energy Market Operator Ltd                                            | AUSTRALIAN ENERG               | CUSIP: N/A<br>LEI: 9845004BEAF1136E8651       | Long             | DBT              | CORP              | AU        |       2840000 | PA      | $2040502.94    | 0.00%             | 2028-12-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      16790000 | PA      | $11880026.36   | 0.01%             | 2029-01-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      16000000 | PA      | $11370637.41   | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      25000000 | PA      | $17718247.50   | 0.01%             | 2029-07-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       9600000 | PA      | $6850780.51    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |      30000000 | PA      | $21190131.64   | 0.01%             | 2029-08-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      10630000 | PA      | $7572843.27    | 0.01%             | 2029-02-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      12000000 | PA      | $8528632.92    | 0.01%             | 2029-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $14154685.62   | 0.01%             | 2029-02-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/Australia                                               | RABOBANK UA/AU                 | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       8300000 | PA      | $5923061.08    | 0.00%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      17000000 | PA      | $12037891.19   | 0.01%             | 2034-03-04      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3551106.38    | 0.00%             | 2031-09-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $3573721.10    | 0.00%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |       8000000 | PA      | $5572473.71    | 0.00%             | 2034-03-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       7284000 | PA      | $5135013.25    | 0.00%             | 2029-03-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp                                                              | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $1400638.02    | 0.00%             | 2034-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      20000000 | PA      | $14130646.48   | 0.01%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                           | VICINITY CNTRS T               | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |       1100000 | PA      | $793829.08     | 0.00%             | 2034-04-24      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |       9500000 | PA      | $6669974.15    | 0.00%             | 2034-05-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       9000000 | PA      | $6389249.99    | 0.00%             | 2034-05-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      78900000 | PA      | $56378828.22   | 0.04%             | 2029-05-14      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |       9000000 | PA      | $6321276.90    | 0.00%             | 2034-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |       7500000 | PA      | $5271310.17    | 0.00%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Qic Finance Town Centre Fund Pty Ltd                                             | QIC TOWN CTR FND               | CUSIP: N/A<br>LEI: 984500C3EE6BABA96413       | Long             | DBT              | CORP              | AU        |       5400000 | PA      | $3860746.23    | 0.00%             | 2031-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       7400000 | PA      | $5266952.27    | 0.00%             | 2029-06-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       2910000 | PA      | $2079920.55    | 0.00%             | 2035-05-28      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |       3700000 | PA      | $2623128.28    | 0.00%             | 2039-07-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              | NUSS              | CA        |       5000000 | PA      | $3377815.82    | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd                                                        | ORIGIN ENER FIN                | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6915551.28    | 0.00%             | 2031-09-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $7092911.73    | 0.00%             | 2039-11-27      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $3508766.11    | 0.00%             | 2034-11-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | SCENTRE GRP TRST               | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |       6500000 | PA      | $4574810.24    | 0.00%             | 2034-11-27      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $7022740.35    | 0.00%             | 2030-01-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $14111611.00   | 0.01%             | 2030-01-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7018401.21    | 0.00%             | 2035-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $10558512.51   | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |      15000000 | PA      | $10418953.77   | 0.01%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp                                                              | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300VIRTXBZ81J0S95       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $6945530.01    | 0.00%             | 2035-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Norfina Ltd                                                                      | NORFINA LTD                    | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |      14050000 | PA      | $9780575.64    | 0.01%             | 2030-05-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      12070000 | PA      | $8438877.25    | 0.01%             | 2040-05-29      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      12000000 | PA      | $8298415.32    | 0.01%             | 2040-06-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      25000000 | PA      | $17212318.71   | 0.01%             | 2035-06-04      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6881078.63    | 0.00%             | 2040-07-30      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      11500000 | PA      | $7982382.75    | 0.01%             | 2045-08-14      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       2430000 | PA      | $1705425.83    | 0.00%             | 2045-08-28      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada/Toronto                                                     | ROYAL BK CAN TO                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       3020000 | PA      | $2083997.96    | 0.00%             | 2031-09-09      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       5770000 | PA      | $3988288.67    | 0.00%             | 2030-09-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                            | SCENTRE GRP TRST               | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |      15000000 | PA      | $10072279.40   | 0.01%             | 2035-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              | NUSS              | SE        |       7800000 | PA      | $5350457.95    | 0.00%             | 2031-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ampol Ltd                                                                        | AMPOL LTD                      | CUSIP: N/A<br>LEI: 5493009TD1CGVRZ27U11       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $4072177.02    | 0.00%             | 2055-10-30      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                         | GAIF BOND ISSUER               | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |      15000000 | PA      | $10324636.34   | 0.01%             | 2031-11-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      20000000 | PA      | $13853121.52   | 0.01%             | 2035-11-14      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Export Finance & Insurance Corp                                                  | EXPORT FIN & INS               | CUSIP: N/A<br>LEI: 213800XAAULSUYWPBB61       | Long             | DBT              | NUSS              | AU        |      29700000 | PA      | $20653325.07   | 0.01%             | 2030-11-18      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      15000000 | PA      | $10317156.77   | 0.01%             | 2035-11-21      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Tabcorp Finance Pty Ltd                                                          | TABCORP FINANCE                | CUSIP: N/A<br>LEI: 213800DP7KVM374ANX97       | Long             | DBT              | CORP              | AU        |       4000000 | PA      | $2800878.63    | 0.00%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6995691.10    | 0.00%             | 2035-12-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $6993078.40    | 0.00%             | 2035-12-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      48000000 | PA      | $33942510.83   | 0.02%             | 2031-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      12500000 | PA      | $8797174.74    | 0.01%             | 2031-06-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $10588098.14   | 0.01%             | 2031-07-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      95982000 | PA      | $64854576.87   | 0.04%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      79667900 | PA      | $55399367.41   | 0.04%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |       4897100 | PA      | $3434708.26    | 0.00%             | 2027-10-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      87902500 | PA      | $58938307.13   | 0.04%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       8749000 | PA      | $4860816.12    | 0.00%             | 2047-02-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      64134100 | PA      | $45342762.76   | 0.03%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      18463400 | PA      | $12580089.04   | 0.01%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       1100000 | PA      | $770032.23     | 0.00%             | 2028-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |        500000 | PA      | $277266.60     | 0.00%             | 2042-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       2157700 | PA      | $1253855.18    | 0.00%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |        735000 | PA      | $514255.16     | 0.00%             | 2028-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       7900000 | PA      | $5082768.72    | 0.00%             | 2033-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |        110000 | PA      | $76240.37      | 0.00%             | 2028-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      24607400 | PA      | $17093653.88   | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       6100000 | PA      | $4123699.43    | 0.00%             | 2030-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      32949000 | PA      | $22485994.92   | 0.02%             | 2029-08-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       9794000 | PA      | $6725275.38    | 0.00%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      37989000 | PA      | $25016590.06   | 0.02%             | 2030-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      22990700 | PA      | $15470314.47   | 0.01%             | 2029-07-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |       4650000 | PA      | $3084666.89    | 0.00%             | 2029-05-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |     100691000 | PA      | $62893125.94   | 0.04%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       5000000 | PA      | $3291159.73    | 0.00%             | 2029-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      24628700 | PA      | $13599446.53   | 0.01%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      64678000 | PA      | $39256966.53   | 0.03%             | 2031-08-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      14360000 | PA      | $8609133.18    | 0.01%             | 2031-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |        265000 | PA      | $170602.32     | 0.00%             | 2030-01-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      30665000 | PA      | $18076616.63   | 0.01%             | 2032-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       7600000 | PA      | $4686679.52    | 0.00%             | 2031-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      86212000 | PA      | $50338464.23   | 0.03%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |       7346000 | PA      | $3403442.79    | 0.00%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      24500000 | PA      | $11103574.59   | 0.01%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      40131000 | PA      | $24302983.54   | 0.02%             | 2031-10-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |       1006400 | PA      | $459639.29     | 0.00%             | 2041-07-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |       5000000 | PA      | $2147341.40    | 0.00%             | 2042-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |       8602900 | PA      | $3962726.82    | 0.00%             | 2040-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      17516000 | PA      | $8526212.52    | 0.01%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |         88700 | PA      | $33810.82      | 0.00%             | 2050-08-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      54099000 | PA      | $32268220.87   | 0.02%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      38516000 | PA      | $23454958.32   | 0.02%             | 2030-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      15000000 | PA      | $9022178.43    | 0.01%             | 2031-03-10      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      54230800 | PA      | $31870161.14   | 0.02%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      99631000 | PA      | $57269198.68   | 0.04%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      35000000 | PA      | $19099837.29   | 0.01%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      36400000 | PA      | $22473206.98   | 0.02%             | 2030-10-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      28158000 | PA      | $17185888.75   | 0.01%             | 2032-01-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      99516000 | PA      | $57837095.61   | 0.04%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |        390000 | PA      | $246211.23     | 0.00%             | 2030-05-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      66000000 | PA      | $36371391.48   | 0.02%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      10700000 | PA      | $6280565.71    | 0.00%             | 2032-03-02      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      63116000 | PA      | $33347342.02   | 0.02%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      15000000 | PA      | $9147354.72    | 0.01%             | 2032-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      45000000 | PA      | $30710602.71   | 0.02%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |     100000000 | PA      | $66500070.20   | 0.05%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      86000000 | PA      | $55576375.84   | 0.04%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      25500000 | PA      | $16961470.53   | 0.01%             | 2034-10-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |       5000000 | PA      | $3524305.52    | 0.00%             | 2031-01-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      62000000 | PA      | $43142936.03   | 0.03%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |      17500000 | PA      | $12193210.69   | 0.01%             | 2036-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      15000000 | PA      | $10151661.47   | 0.01%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      29000000 | PA      | $19653441.25   | 0.01%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corp                                                 | NORTH'N TER TRSY               | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              | NUSS              | AU        |       1800000 | PA      | $1203415.24    | 0.00%             | 2038-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      45000000 | PA      | $29882107.80   | 0.02%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      50000000 | PA      | $34969214.93   | 0.02%             | 2029-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australian Capital Territory                                                     | AUSTRALIAN CPTL                | CUSIP: N/A<br>LEI: 549300DFQM5A0MPGF178       | Long             | DBT              | NUSS              | AU        |      12000000 | PA      | $8235361.50    | 0.01%             | 2036-10-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      20000000 | PA      | $13870937.41   | 0.01%             | 2032-07-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                  | SO AUST GOV FIN                | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |      20000000 | PA      | $13977402.20   | 0.01%             | 2031-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      20000000 | PA      | $13463714.87   | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tasmanian Public Finance Corp                                                    | TASMANIAN PUBFIN               | CUSIP: N/A<br>LEI: 254900YGZAI23JWAJW51       | Long             | DBT              | NUSS              | AU        |      15000000 | PA      | $10343685.14   | 0.01%             | 2036-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      28000000 | PA      | $19192463.56   | 0.01%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                        | TREAS CORP VICT                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |      50000000 | PA      | $34278343.54   | 0.02%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      10455000 | PA      | $7113131.93    | 0.00%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Western Australian Treasury Corp                                                 | WEST AUST T CORP               | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |      25000000 | PA      | $16978270.10   | 0.01%             | 2037-10-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                    | NEW S WALES TREA               | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |      55000000 | PA      | $37321886.49   | 0.03%             | 2039-02-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |     229969000 | PA      | $158939865.22  | 0.11%             | 2029-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      83531000 | PA      | $53558424.48   | 0.04%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIAN GOVT.               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AU        |      50000000 | PA      | $34363135.67   | 0.02%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      47352000 | PA      | $58375567.25   | 0.04%             | 2028-03-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      23496206 | PA      | $30760328.52   | 0.02%             | 2035-03-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      36938000 | PA      | $45417513.68   | 0.03%             | 2032-03-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      44522000 | PA      | $49585630.74   | 0.03%             | 2045-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      30258253 | PA      | $34576470.20   | 0.02%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      34229000 | PA      | $36315590.15   | 0.02%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      33609203 | PA      | $32261829.93   | 0.02%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      15980000 | PA      | $11934251.99   | 0.01%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      42130000 | PA      | $28928222.04   | 0.02%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     190380000 | PA      | $218974191.49  | 0.15%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      54556942 | PA      | $41000930.45   | 0.03%             | 2057-06-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      25000000 | PA      | $23386824.37   | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      55498000 | PA      | $62541650.00   | 0.04%             | 2028-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      42936000 | PA      | $44323312.09   | 0.03%             | 2033-04-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      74719000 | PA      | $82686616.25   | 0.06%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      62154000 | PA      | $44775305.58   | 0.03%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      49856000 | PA      | $52152923.21   | 0.04%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      40560304 | PA      | $29513624.81   | 0.02%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      39652000 | PA      | $44749696.11   | 0.03%             | 2027-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      69188356 | PA      | $68785808.90   | 0.05%             | 2031-10-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      21294000 | PA      | $7565821.23    | 0.01%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     140047370 | PA      | $138920209.93  | 0.10%             | 2032-06-22      | Fixed         | 0.35%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      22578699 | PA      | $14167415.95   | 0.01%             | 2053-06-22      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     103238421 | PA      | $107968319.54  | 0.07%             | 2039-04-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      87488456 | PA      | $100996495.02  | 0.07%             | 2033-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      22162242 | PA      | $21594862.62   | 0.01%             | 2054-06-22      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     108531000 | PA      | $117258732.08  | 0.08%             | 2043-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      51734910 | PA      | $58175672.32   | 0.04%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      76724107 | PA      | $77040929.15   | 0.05%             | 2055-06-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     118293000 | PA      | $138035813.38  | 0.09%             | 2029-10-22      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     186909577 | PA      | $212331374.86  | 0.15%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      96726862 | PA      | $105460482.21  | 0.07%             | 2042-06-22      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      85000000 | PA      | $98170444.45   | 0.07%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      10629000 | PA      | $12245964.80   | 0.01%             | 2036-06-22      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |      57793050 | PA      | $67218878.50   | 0.05%             | 2056-06-22      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       5200000 | PA      | $4649393.56    | 0.00%             | 2036-10-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       1500000 | PA      | $1344002.59    | 0.00%             | 2038-07-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       3200000 | PA      | $2458777.69    | 0.00%             | 2044-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       6400000 | PA      | $6745148.40    | 0.00%             | 2030-04-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       1700000 | PA      | $1467423.80    | 0.00%             | 2042-06-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |        100000 | PA      | $117649.06     | 0.00%             | 2028-04-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |        100000 | PA      | $116433.15     | 0.00%             | 2029-04-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: EK2459296<br>LEI: 549300WSQWO0M3PK2J78 | Long             | DBT              | CORP              | BE        |       4300000 | PA      | $4976786.35    | 0.00%             | 2029-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KBC Bank NV                                                                      | KBC BANK NV                    | CUSIP: N/A<br>LEI: 6B2PBRV1FCJDMR45RZ53       | Long             | DBT              | CORP              | BE        |       3700000 | PA      | $4207241.79    | 0.00%             | 2027-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Fortis SA                                                            | BNP PARIBAS FORT               | CUSIP: N/A<br>LEI: KGCEPHLVVKVRZYO1T647       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5640758.74    | 0.00%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Elia Group SA/NV                                                                 | ELIA SYSTEM OP                 | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | DBT              | CORP              | BE        |       1300000 | PA      | $1462304.13    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                      | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       5200000 | PA      | $6023224.04    | 0.00%             | 2049-07-02      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: BG0704620<br>LEI: JLS56RAMYQZECFUF2G44 | Long             | DBT              | CORP              | BE        |      15000000 | PA      | $15710610.26   | 0.01%             | 2030-02-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       3000000 | PA      | $2300428.62    | 0.00%             | 2040-06-22      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       8100000 | PA      | $4632394.83    | 0.00%             | 2051-01-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       4300000 | PA      | $4893060.19    | 0.00%             | 2027-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       4500000 | PA      | $2210824.51    | 0.00%             | 2051-01-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       3300000 | PA      | $3361550.80    | 0.00%             | 2030-12-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      17000000 | PA      | $18955128.79   | 0.01%             | 2029-01-14      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                      | GRP BRUXELLES                  | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5011710.68    | 0.00%             | 2031-01-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       7000000 | PA      | $5617605.92    | 0.00%             | 2037-06-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       2800000 | PA      | $1249034.71    | 0.00%             | 2071-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                 | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |      14100000 | PA      | $12492838.33   | 0.01%             | 2035-06-11      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       3900000 | PA      | $4306993.44    | 0.00%             | 2028-06-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |       2800000 | PA      | $2782521.26    | 0.00%             | 2031-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      12000000 | PA      | $11981369.95   | 0.01%             | 2031-10-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                    | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |       5500000 | PA      | $4779208.44    | 0.00%             | 2036-11-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       8500000 | PA      | $8504270.74    | 0.01%             | 2031-11-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                     | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |       2100000 | PA      | $2371255.29    | 0.00%             | 2028-01-24      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      15800000 | PA      | $17758989.86   | 0.01%             | 2029-05-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       2000000 | PA      | $2381114.57    | 0.00%             | 2032-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $4102190.13    | 0.00%             | 2028-09-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      14000000 | PA      | $14460433.80   | 0.01%             | 2043-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       4000000 | PA      | $4793647.74    | 0.00%             | 2033-04-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      15000000 | PA      | $15555598.72   | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      12700000 | PA      | $14743292.59   | 0.01%             | 2033-04-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      15000000 | PA      | $18091817.55   | 0.01%             | 2030-04-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                        | CRELAN SA                      | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |       7700000 | PA      | $9624351.59    | 0.01%             | 2030-02-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                                                      | GRP BRUXELLES                  | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5922966.33    | 0.00%             | 2033-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLUVIUS System Operator CV                                                       | FLUVIUS                        | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5902112.92    | 0.00%             | 2033-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      19800000 | PA      | $22542433.49   | 0.02%             | 2042-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crelan SA                                                                        | CRELAN SA                      | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |      29000000 | PA      | $36161287.28   | 0.02%             | 2032-01-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |       4500000 | PA      | $5437920.09    | 0.00%             | 2035-04-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |       3300000 | PA      | $3850092.31    | 0.00%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       2300000 | PA      | $2779953.92    | 0.00%             | 2035-06-11      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      17800000 | PA      | $20225292.64   | 0.01%             | 2034-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |       9700000 | PA      | $10174386.89   | 0.01%             | 2045-06-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Proximus SADP                                                                    | PROXIMUS SADP                  | CUSIP: N/A<br>LEI: 549300CWRXC5EP004533       | Long             | DBT              | CORP              | BE        |       6500000 | PA      | $7505934.85    | 0.01%             | 2034-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: N/A<br>LEI: 529900HPQFHMCG25MZ72       | Long             | DBT              | NUSS              | BE        |      12000000 | PA      | $12263455.72   | 0.01%             | 2054-06-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Communaute Francaise de Belgique                                                 | COMM FRANC BELG                | CUSIP: N/A<br>LEI: 529900LT593XA93OL092       | Long             | DBT              | NUSS              | BE        |      13500000 | PA      | $15018327.95   | 0.01%             | 2040-06-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      10000000 | PA      | $11082545.13   | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      10600000 | PA      | $11846757.10   | 0.01%             | 2040-06-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ING Belgium SA                                                                   | ING BELGIUM SA                 | CUSIP: N/A<br>LEI: JLS56RAMYQZECFUF2G44       | Long             | DBT              | CORP              | BE        |      15000000 | PA      | $17128591.51   | 0.01%             | 2032-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      10000000 | PA      | $11354227.43   | 0.01%             | 2050-06-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                     | KBC GROUP NV                   | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      10000000 | PA      | $11517005.60   | 0.01%             | 2033-01-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ministeries Van de Vlaamse Gemeenschap                                           | FLEMISH COMMUNIT               | CUSIP: N/A<br>LEI: 9676003JDGYZ0V9FF348       | Long             | DBT              | NUSS              | BE        |      45100000 | PA      | $51153215.53   | 0.04%             | 2036-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       2501000 | PA      | $2876449.84    | 0.00%             | 2033-01-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |        439000 | PA      | $482816.48     | 0.00%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AG Insurance SA                                                                  | AG INSURANCE                   | CUSIP: N/A<br>LEI: G05OZ4J4E05KDATL0J93       | Long             | DBT              | CORP              | BE        |       1300000 | PA      | $1527868.58    | 0.00%             | 2047-06-30      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      21508000 | PA      | $24786395.92   | 0.02%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      11255000 | PA      | $12033170.00   | 0.01%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       8362000 | PA      | $9615058.03    | 0.01%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      16142000 | PA      | $17473126.80   | 0.01%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Region Wallonne Belgium                                                          | REGION WALLONNE                | CUSIP: ZS3077402<br>LEI: 529900HPQFHMCG25MZ72 | Long             | DBT              | NUSS              | BE        |      13400000 | PA      | $13062327.61   | 0.01%             | 2034-05-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      13940000 | PA      | $16146903.13   | 0.01%             | 2027-12-02      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      14513000 | PA      | $16528478.02   | 0.01%             | 2032-04-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      14198000 | PA      | $15698954.48   | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |      21700000 | PA      | $23115924.85   | 0.02%             | 2030-04-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                      | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $3186822.97    | 0.00%             | 2051-11-24      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Cofinimmo SA                                                                     | COFINIMMO                      | CUSIP: N/A<br>LEI: 549300TM914CSF6KI389       | Long             | DBT              | CORP              | BE        |       1800000 | PA      | $1859592.84    | 0.00%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |       8700000 | PA      | $9684453.34    | 0.01%             | 2028-02-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |       3100000 | PA      | $3421950.04    | 0.00%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aliaxis Holdings SA                                                              | ALIAXIS HLDG SA                | CUSIP: N/A<br>LEI: 549300SJMVZUK46L0E37       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5511222.44    | 0.00%             | 2028-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |       1100000 | PA      | $1208307.74    | 0.00%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      10000000 | PA      | $11311609.86   | 0.01%             | 2029-02-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Euroclear Holding NV                                                             | EUROCLEAR                      | CUSIP: N/A<br>LEI: 549300IQZVZ949N37S44       | Long             | DBT              | CORP              | BE        |       2000000 | PA      | $2186654.66    | 0.00%             | 2030-04-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Euroclear Holding NV                                                             | EUROCLEAR                      | CUSIP: AR8873333<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |       3000000 | PA      | $3454035.89    | 0.00%             | 2048-04-11      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Euroclear Bank SA                                                                | EUROCLEAR BANK                 | CUSIP: N/A<br>LEI: 549300OZ46BRLZ8Y6F65       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5907917.79    | 0.00%             | 2027-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      13500000 | PA      | $16228698.73   | 0.01%             | 2033-04-19      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       7700000 | PA      | $9041068.07    | 0.01%             | 2033-01-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |       5000000 | PA      | $5897103.20    | 0.00%             | 2028-06-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA                                                     | ELIA TRANS BE                  | CUSIP: N/A<br>LEI: 549300A3EZXECDLW2V25       | Long             | DBT              | CORP              | BE        |       6000000 | PA      | $6915703.78    | 0.00%             | 2036-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |       8000000 | PA      | $9214234.49    | 0.01%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                 | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      14500000 | PA      | $15912863.49   | 0.01%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Solvay SA                                                                        | SOLVAY SA                      | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | DBT              | CORP              | BE        |       2000000 | PA      | $2374079.48    | 0.00%             | 2031-10-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lonza Finance International NV                                                   | LONZA FINANCE IN               | CUSIP: N/A<br>LEI: 549300AS6XQBD4ETT379       | Long             | DBT              | CORP              | BE        |       7000000 | PA      | $8094755.43    | 0.01%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                  | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |      20000000 | PA      | $22953949.51   | 0.02%             | 2032-02-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                      | BARRY CALLE SVCS               | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |       7000000 | PA      | $8276943.42    | 0.01%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |       6000000 | PA      | $7010932.78    | 0.00%             | 2031-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                      | AGEAS                          | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | DBT              | CORP              | BE        |       2100000 | PA      | $2485763.35    | 0.00%             | 2056-05-02      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Shurgard Luxembourg Sarl                                                         | SHURGARD LUX                   | CUSIP: N/A<br>LEI: 54930064DJ4U15OBV665       | Long             | DBT              | CORP              | LU        |       4100000 | PA      | $4661755.38    | 0.00%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Belfius Bank SA                                                                  | BELFIUS BANK SA                | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |      14300000 | PA      | $16655059.25   | 0.01%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                           | VGP NV                         | CUSIP: N/A<br>LEI: 315700NENYPIXFR94T49       | Long             | DBT              | CORP              | BE        |       2800000 | PA      | $3223898.28    | 0.00%             | 2032-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $8112361.35    | 0.01%             | 2033-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $1422541.02    | 0.00%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNL2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      10350000 | PA      | $7506592.47    | 0.01%             | 2036-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RNM0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      10700000 | PA      | $7691687.93    | 0.01%             | 2056-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                                | ARC RESOURCES LT               | CUSIP: 00208DAB7<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |       2147000 | PA      | $1559472.94    | 0.00%             | 2031-03-10      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                                | ARC RESOURCES LT               | CUSIP: 00208DAC5<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |       4350000 | PA      | $3213009.89    | 0.00%             | 2028-06-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ARC Resources Ltd                                                                | ARC RESOURCES LT               | CUSIP: 00208DAF8<br>LEI: 5493000OCGNQZEVTDT08 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3626886.66    | 0.00%             | 2033-02-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AE3<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       1777000 | PA      | $1379768.98    | 0.00%             | 2035-09-17      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AF0<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       1054000 | PA      | $849523.07     | 0.00%             | 2037-10-16      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AG8<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $1031224.96    | 0.00%             | 2040-04-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AL7<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       4078000 | PA      | $2230898.82    | 0.00%             | 2050-04-21      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Aeroports de Montreal                                                            | AEROPORTS DE MON               | CUSIP: 007863AM5<br>LEI: 549300KK0OFPB3OVOT20 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1465303.86    | 0.00%             | 2051-04-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAB7<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $716263.68     | 0.00%             | 2028-06-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAC5<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |        924000 | PA      | $681348.15     | 0.00%             | 2027-06-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAD3<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |       5486000 | PA      | $3941874.05    | 0.00%             | 2029-06-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| AIMCo Realty Investors LP                                                        | AIMCO REALTY INV               | CUSIP: 00889YAF8<br>LEI: 549300171YGHCAQDND83 | Long             | DBT              | CORP              | CA        |        680000 | PA      | $516074.27     | 0.00%             | 2030-02-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                           | SUMISHO AIR LEAS               | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      11924000 | PA      | $9042739.89    | 0.01%             | 2028-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                             | ALBERTA POWER                  | CUSIP: 013047AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3939148 | PA      | $2532549.81    | 0.00%             | 2053-12-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Alberta Powerline LP                                                             | ALBERTA POWER                  | CUSIP: 013047AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        795483 | PA      | $510933.12     | 0.00%             | 2054-03-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       9950000 | PA      | $7409536.13    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DK0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      10342000 | PA      | $6622926.65    | 0.00%             | 2043-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DS3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      29216000 | PA      | $17628166.76   | 0.01%             | 2046-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DW4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      23104000 | PA      | $16957322.27   | 0.01%             | 2027-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051DY0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      38985000 | PA      | $22208201.96   | 0.02%             | 2048-12-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      17079000 | PA      | $12515984.33   | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      39726000 | PA      | $22602437.23   | 0.02%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      35396000 | PA      | $24846832.41   | 0.02%             | 2030-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      16391000 | PA      | $11088650.57   | 0.01%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EQ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      15071000 | PA      | $8234111.61    | 0.01%             | 2052-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ER4<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      32000000 | PA      | $24276109.10   | 0.02%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      15000000 | PA      | $10667680.64   | 0.01%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EU7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       8000000 | PA      | $6043748.37    | 0.00%             | 2029-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      22800000 | PA      | $16815259.75   | 0.01%             | 2035-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EX1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       4200000 | PA      | $3029312.96    | 0.00%             | 2032-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EZ6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       3000000 | PA      | $2158209.08    | 0.00%             | 2036-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZCV1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       7122000 | PA      | $5176089.34    | 0.00%             | 2029-09-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZDC2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       7402000 | PA      | $5501424.04    | 0.00%             | 2033-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 01306ZDF5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       4554000 | PA      | $3360697.78    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AC9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |        900000 | PA      | $600993.74     | 0.00%             | 2042-07-30      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AG0<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       5415000 | PA      | $3959187.21    | 0.00%             | 2027-05-17      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AK1<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       1193000 | PA      | $703533.27     | 0.00%             | 2049-04-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AL9<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       4600000 | PA      | $3135477.31    | 0.00%             | 2031-02-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AM7<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |        900000 | PA      | $690171.69     | 0.00%             | 2052-11-14      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Alectra Inc                                                                      | ALECTRA INC                    | CUSIP: 014443AQ8<br>LEI: 5493008DXEYO6JTJEB46 | Long             | DBT              | CORP              | CA        |       1425000 | PA      | $1058555.90    | 0.00%             | 2034-10-30      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: 01626PAS5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4701908.49    | 0.00%             | 2030-09-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: 01626PAT3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3766830.71    | 0.00%             | 2029-01-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                   | ALLIED PROP REIT               | CUSIP: 019456AJ1<br>LEI: 549300AMZMPKVHA0MY77 | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $4654888.43    | 0.00%             | 2032-02-06      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TriSummit Utilities Inc                                                          | ALTAGAS CANADA                 | CUSIP: 02091ZAA6<br>LEI: 5493002OUQ05FKTI7O39 | Long             | DBT              | CORP              | CA        |       1335000 | PA      | $996179.20     | 0.00%             | 2028-12-05      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAD8<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       2501000 | PA      | $1868586.06    | 0.00%             | 2040-11-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAE6<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1177000 | PA      | $838049.04     | 0.00%             | 2041-11-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAH9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $477809.64     | 0.00%             | 2053-07-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAK2<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $1098306.53    | 0.00%             | 2043-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAP1<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1089000 | PA      | $726416.51     | 0.00%             | 2044-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAQ9<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1537000 | PA      | $1025127.35    | 0.00%             | 2045-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 02135ZAS5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       2232000 | PA      | $1398964.07    | 0.00%             | 2046-12-03      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 021374AD5<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       4550000 | PA      | $3485042.08    | 0.00%             | 2032-11-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 021374AE3<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1591535.47    | 0.00%             | 2055-10-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AltaLink LP                                                                      | ALTALINK LP                    | CUSIP: 021374AF0<br>LEI: 549300FMC7ABSCYLX778 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1071848.42    | 0.00%             | 2054-05-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZAW3<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2180000 | PA      | $1558624.49    | 0.00%             | 2028-05-30      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBH5<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1884383.63    | 0.00%             | 2029-01-08      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBJ1<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1923287.81    | 0.00%             | 2034-03-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd                                                                      | ALTAGAS LTD                    | CUSIP: 02138ZBK8<br>LEI: 549300D7A8QA85Z2MH11 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1514974.05    | 0.00%             | 2054-03-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 03524BAH9<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |       3613000 | PA      | $2402844.89    | 0.00%             | 2047-05-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FD0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       2600000 | PA      | $1855161.78    | 0.00%             | 2028-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FX6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       5500000 | PA      | $4070496.82    | 0.00%             | 2028-05-24      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GC1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |       5500000 | PA      | $4096451.91    | 0.00%             | 2027-04-19      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Athabasca Indigenous Midstream LP                                                | ATHABASCA MID LP               | CUSIP: 04682BAA0<br>LEI: 254900DBGQ581W2ALB89 | Long             | DBT              | CORP              | CA        |        382790 | PA      | $299703.85     | 0.00%             | 2042-02-05      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04686PAE7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      11000000 | PA      | $8013290.46    | 0.01%             | 2030-05-23      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04686PAG2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       2750000 | PA      | $1949238.30    | 0.00%             | 2035-09-19      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BPC Generation Infrastructure Trust                                              | BPC GENERATION                 | CUSIP: 05617NAA1<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |       8170000 | PA      | $5962103.74    | 0.00%             | 2030-09-29      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BPC Generation Infrastructure Trust                                              | BPC GENERATION                 | CUSIP: 05617NAB9<br>LEI: 549300QG6RFGSPHODT95 | Long             | DBT              | CORP              | CA        |       2950000 | PA      | $2147756.80    | 0.00%             | 2032-09-29      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368BTX6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      12411000 | PA      | $9116216.88    | 0.01%             | 2028-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368D3U6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3718362.72    | 0.00%             | 2027-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368DW26<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      35356000 | PA      | $26136146.37   | 0.02%             | 2027-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LB88<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       8000000 | PA      | $6022499.06    | 0.00%             | 2028-12-18      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LEY8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      34186000 | PA      | $25643036.01   | 0.02%             | 2027-12-07      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LNK8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       4514000 | PA      | $3419883.96    | 0.00%             | 2028-05-29      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368MJ21<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $6511957.67    | 0.00%             | 2032-03-03      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368MRF3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      16825000 | PA      | $12340297.40   | 0.01%             | 2031-06-03      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06369ZCJ1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       3050000 | PA      | $2356815.51    | 0.00%             | 2033-09-07      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06369ZCL6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4416800.82    | 0.00%             | 2035-03-05      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06415GDJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      12070000 | PA      | $8933858.84    | 0.01%             | 2032-05-03      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064164QM1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $756432.07     | 0.00%             | 2029-02-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MQT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      11435000 | PA      | $8663447.61    | 0.01%             | 2034-08-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MX74<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      25000000 | PA      | $18490666.99   | 0.01%             | 2028-11-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418MZ49<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      11000000 | PA      | $8159463.69    | 0.01%             | 2035-11-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418Y4L9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      16370000 | PA      | $11894296.06   | 0.01%             | 2032-01-30      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418YXB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $732752.83     | 0.00%             | 2031-06-27      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BCI QuadReal Realty / BCI Quadreal Realty Trust                                  | BCI QUADREAL/TR                | CUSIP: 07337EAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      19366000 | PA      | $13232891.09   | 0.01%             | 2030-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZAL8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $2074241.05    | 0.00%             | 2031-04-02      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBL7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $326431.30     | 0.00%             | 2037-02-26      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBX1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       3066000 | PA      | $2018957.67    | 0.00%             | 2047-02-27      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZBY9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      16000000 | PA      | $11802932.68   | 0.01%             | 2027-09-29      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCA0<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      20771000 | PA      | $15355054.46   | 0.01%             | 2028-08-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCF9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2166892.92    | 0.00%             | 2027-08-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCK8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      20749000 | PA      | $16551709.56   | 0.01%             | 2032-11-10      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCL6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       9400000 | PA      | $7081910.24    | 0.00%             | 2030-02-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCP7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      15153000 | PA      | $11422035.45   | 0.01%             | 2053-08-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCR3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      14115000 | PA      | $10797731.32   | 0.01%             | 2034-08-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCU6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       5996000 | PA      | $4398161.67    | 0.00%             | 2036-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCV4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3585015.28    | 0.00%             | 2055-08-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 07813ZCW2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1087610.93    | 0.00%             | 2033-03-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                  | BROOKFIELD ASSET               | CUSIP: 10549PAJ0<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1605847.39    | 0.00%             | 2035-06-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bridging North America GP                                                        | BRIDGING NA GP                 | CUSIP: 108780AB3<br>LEI: 5493009WN5XYV6UQLC09 | Long             | DBT              | CORP              | CA        |        613227 | PA      | $383373.67     | 0.00%             | 2053-08-31      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                              | BRITISH COL FER                | CUSIP: 110574AD2<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |       1550000 | PA      | $1175722.05    | 0.00%             | 2037-03-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                              | BRITISH COL FER                | CUSIP: 110574AH3<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |       2746000 | PA      | $1999347.77    | 0.00%             | 2043-10-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| British Columbia Ferry Services Inc                                              | BRITISH COL FER                | CUSIP: 110574AJ9<br>LEI: 549300GCCHUAZ2PJN216 | Long             | DBT              | CORP              | CA        |        500000 | PA      | $345123.86     | 0.00%             | 2044-04-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                      | BC INV MAN                     | CUSIP: 110610AA0<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      16000000 | PA      | $12635791.36   | 0.01%             | 2033-06-02      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                      | BC INV MAN                     | CUSIP: 110610AC6<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      22500000 | PA      | $16579628.59   | 0.01%             | 2030-06-02      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| British Columbia Investment Management Corp                                      | BC INV MAN                     | CUSIP: 110610AD4<br>LEI: 549300C74Y46JUAO4N13 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7382598.00    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 1107098Y1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      18568000 | PA      | $13264213.16   | 0.01%             | 2042-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AG7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      22419000 | PA      | $11602358.58   | 0.01%             | 2052-06-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      14000000 | PA      | $10541190.41   | 0.01%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      30000000 | PA      | $22153233.70   | 0.02%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AS1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      37705000 | PA      | $27194399.89   | 0.02%             | 2057-06-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       6649000 | PA      | $5255166.27    | 0.00%             | 2029-06-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EX6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $6138898.10    | 0.00%             | 2031-06-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       7059000 | PA      | $5419540.95    | 0.00%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FQ0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       1471000 | PA      | $1099992.65    | 0.00%             | 2048-06-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      19323000 | PA      | $15016670.26   | 0.01%             | 2040-06-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GC0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       5075000 | PA      | $3076102.33    | 0.00%             | 2044-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GH9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      11974000 | PA      | $8782959.63    | 0.01%             | 2028-12-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      29510000 | PA      | $16156179.17   | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      19775000 | PA      | $13951866.30   | 0.01%             | 2030-06-18      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GM8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      22208000 | PA      | $15118691.73   | 0.01%             | 2053-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GN6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |       3400000 | PA      | $2480792.03    | 0.00%             | 2033-06-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      34740000 | PA      | $24448220.97   | 0.02%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709GR7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      14700000 | PA      | $10647607.11   | 0.01%             | 2036-06-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAG3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      25863000 | PA      | $13972042.35   | 0.01%             | 2048-06-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAL2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |        234000 | PA      | $171742.03     | 0.00%             | 2027-06-18      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                        | BROOKFIELD FIN 2               | CUSIP: 11271ZAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4100000 | PA      | $3198555.68    | 0.00%             | 2032-12-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance II Inc                                                        | BROOKFIELD FIN 2               | CUSIP: 11271ZAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2576098.17    | 0.00%             | 2055-12-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAM0<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2750000 | PA      | $2050125.56    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAN8<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2695000 | PA      | $1955737.51    | 0.00%             | 2030-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAP3<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       1910000 | PA      | $1203097.38    | 0.00%             | 2049-11-05      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAQ1<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       3104000 | PA      | $1653772.17    | 0.00%             | 2050-08-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAS7<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1553342.66    | 0.00%             | 2033-10-28      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Brookfield Renewable Partners ULC                                                | BROOKFIELD RENEW               | CUSIP: 11282ZAT5<br>LEI: 549300459XW8D7IBW569 | Long             | DBT              | CORP              | CA        |       2355000 | PA      | $1713646.48    | 0.00%             | 2054-01-10      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAE7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       2082000 | PA      | $1549344.74    | 0.00%             | 2028-09-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAG2<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       2681000 | PA      | $1822333.15    | 0.00%             | 2032-09-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAH0<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       5148000 | PA      | $4013349.87    | 0.00%             | 2034-04-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAJ6<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |        770000 | PA      | $595317.73     | 0.00%             | 2052-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAM9<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |       4700000 | PA      | $3690276.96    | 0.00%             | 2030-07-27      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                            | BROOKFLD INF ULC               | CUSIP: 11291ZAN7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |        975000 | PA      | $771091.53     | 0.00%             | 2053-07-27      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AG9<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       4855000 | PA      | $3538236.15    | 0.00%             | 2033-06-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AH7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2085582.07    | 0.00%             | 2049-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AJ3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       2459000 | PA      | $1821133.21    | 0.00%             | 2030-06-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       1087000 | PA      | $782366.96     | 0.00%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AL8<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1500871.65    | 0.00%             | 2027-12-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AM6<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $767007.03     | 0.00%             | 2032-12-21      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Bruce Power LP                                                                   | BRUCE POWER LP                 | CUSIP: 116705AS3<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |       7500000 | PA      | $5441475.14    | 0.00%             | 2035-12-21      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                               | CCL INDS INC                   | CUSIP: 124900AC5<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |        795000 | PA      | $586278.25     | 0.00%             | 2028-04-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAG9<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |       6900000 | PA      | $4905168.78    | 0.00%             | 2028-09-18      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAF8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      10697000 | PA      | $7864326.35    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAV3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      13600000 | PA      | $10055644.86   | 0.01%             | 2028-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      31000000 | PA      | $24350688.85   | 0.02%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAX9<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $5211311.52    | 0.00%             | 2029-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      33500000 | PA      | $25665276.44   | 0.02%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CBA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       7030000 | PA      | $5175007.43    | 0.00%             | 2030-12-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593CBB6<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       6500000 | PA      | $4827266.50    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      30700000 | PA      | $23099223.78   | 0.02%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSS FSCC Partnership                                                             | CSS FSCC PART                  | CUSIP: 12644MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |          6267 | PA      | $5117.04       | 0.00%             | 2042-07-31      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                  | CT REIT                        | CUSIP: 126462AE0<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |        654000 | PA      | $481635.68     | 0.00%             | 2027-06-16      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CT Real Estate Investment Trust                                                  | CT REIT                        | CUSIP: 126462AH3<br>LEI: 549300QXEHJXT6D53X16 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1438380.54    | 0.00%             | 2029-02-05      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZAM5<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1550000 | PA      | $1187852.75    | 0.00%             | 2036-11-20      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZAW3<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       2381000 | PA      | $1711983.44    | 0.00%             | 2041-10-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBA0<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $246967.87     | 0.00%             | 2052-11-14      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBB8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |      10971000 | PA      | $8002477.67    | 0.01%             | 2043-09-09      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBE2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       7145000 | PA      | $4789505.98    | 0.00%             | 2044-09-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBG7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $964313.79     | 0.00%             | 2045-07-27      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBJ1<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1535000 | PA      | $968265.37     | 0.00%             | 2046-11-19      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBK8<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1333000 | PA      | $807092.42     | 0.00%             | 2047-11-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBL6<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       2177000 | PA      | $1394052.01    | 0.00%             | 2048-11-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBM4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       7204000 | PA      | $3873574.39    | 0.00%             | 2049-09-07      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 12657ZBP7<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1677000 | PA      | $920031.32     | 0.00%             | 2051-09-05      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Canada Ltd                                                | CNH INDUSTRIAL                 | CUSIP: 12658MAD3<br>LEI: 549300H27PZRX3M53H19 | Long             | DBT              | CORP              | CA        |       1326000 | PA      | $981443.54     | 0.00%             | 2028-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                    | CALGARY AIRPORT                | CUSIP: 12959CAA7<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       3019000 | PA      | $1994234.92    | 0.00%             | 2036-10-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                    | CALGARY AIRPORT                | CUSIP: 12959CAB5<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       6148000 | PA      | $4012884.04    | 0.00%             | 2038-10-07      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Calgary Airport Authority/The                                                    | CALGARY AIRPORT                | CUSIP: 12959CAC3<br>LEI: 254900Q63DTCVHIU0H11 | Long             | DBT              | CORP              | CA        |       3450000 | PA      | $2202101.21    | 0.00%             | 2041-10-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                                                      | CAMECO CORP                    | CUSIP: 13321LAL2<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | DBT              | CORP              | CA        |       1578000 | PA      | $1154116.45    | 0.00%             | 2027-10-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      29780000 | PA      | $16814467.41   | 0.01%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      68612000 | PA      | $42013829.70   | 0.03%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      31915000 | PA      | $23049812.55   | 0.02%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087H23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      24967000 | PA      | $18026175.84   | 0.01%             | 2028-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     161413000 | PA      | $82031682.49   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087K37<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     127269000 | PA      | $86967521.65   | 0.06%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      41417000 | PA      | $27033310.55   | 0.02%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     165765000 | PA      | $112264292.86  | 0.08%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     121968000 | PA      | $56935095.20   | 0.04%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     165135000 | PA      | $110679753.67  | 0.08%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     122988000 | PA      | $84035250.78   | 0.06%             | 2032-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      27982000 | PA      | $20027976.16   | 0.01%             | 2029-12-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087N83<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      73910000 | PA      | $54339730.03   | 0.04%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      59180000 | PA      | $41395907.88   | 0.03%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P57<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      12923000 | PA      | $9605850.89    | 0.01%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     122090000 | PA      | $71390036.64   | 0.05%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      67277000 | PA      | $47583969.37   | 0.03%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      91280000 | PA      | $67581881.50   | 0.05%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      63905000 | PA      | $46529939.25   | 0.03%             | 2033-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     167075000 | PA      | $126149970.45  | 0.09%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     153087000 | PA      | $109136949.05  | 0.07%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      25500000 | PA      | $18859997.87   | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     192062000 | PA      | $143258117.55  | 0.10%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     158339000 | PA      | $114559219.44  | 0.08%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     159300000 | PA      | $115703928.58  | 0.08%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     201570000 | PA      | $145330152.18  | 0.10%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     130363000 | PA      | $88526453.25   | 0.06%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      84660000 | PA      | $62326725.03   | 0.04%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T38<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     261250000 | PA      | $188982924.42  | 0.13%             | 2030-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T46<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     138000000 | PA      | $101189329.26  | 0.07%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T53<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     200971000 | PA      | $144305344.97  | 0.10%             | 2035-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T61<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     138060000 | PA      | $101067603.84  | 0.07%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T79<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     183575000 | PA      | $132431019.87  | 0.09%             | 2031-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087T95<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     100000000 | PA      | $72770854.35   | 0.05%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087U28<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     101238000 | PA      | $72367972.17   | 0.05%             | 2036-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087U36<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      22000000 | PA      | $15753825.30   | 0.01%             | 2036-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087U44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     198000000 | PA      | $144449479.88  | 0.10%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087VW1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       2497000 | PA      | $1940688.40    | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087WL4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      18276000 | PA      | $14517513.39   | 0.01%             | 2029-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      35982000 | PA      | $30416327.50   | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087XW9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      46339000 | PA      | $38361111.83   | 0.03%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      48565000 | PA      | $36829839.00   | 0.03%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                         | CANADA-GOV'T                   | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      42005000 | PA      | $29582457.66   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PFX6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      41785000 | PA      | $30606535.05   | 0.02%             | 2027-06-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGF4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      10250000 | PA      | $7463020.97    | 0.01%             | 2028-03-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGL1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      15450000 | PA      | $11306069.67   | 0.01%             | 2028-03-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PGS6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      43580000 | PA      | $31726352.29   | 0.02%             | 2028-12-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHD8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      18540000 | PA      | $13196266.58   | 0.01%             | 2029-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHM8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      16505000 | PA      | $11469342.54   | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHS5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      16490000 | PA      | $11108242.34   | 0.01%             | 2031-03-15      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHU0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       7190000 | PA      | $4960717.30    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHW6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       9370000 | PA      | $6268773.16    | 0.00%             | 2031-12-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PHZ9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       8640000 | PA      | $5958114.99    | 0.00%             | 2031-12-15      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJB0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |       6455000 | PA      | $4523773.39    | 0.00%             | 2031-12-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJC8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      28330000 | PA      | $20953736.45   | 0.01%             | 2032-09-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJE4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      12050000 | PA      | $8967365.43    | 0.01%             | 2027-06-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJF1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      53050000 | PA      | $39463169.95   | 0.03%             | 2027-12-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJK0<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      35700000 | PA      | $26449469.93   | 0.02%             | 2033-06-15      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJL8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      28100000 | PA      | $20722719.28   | 0.01%             | 2028-06-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJP9<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      28325000 | PA      | $21650161.15   | 0.01%             | 2033-06-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJQ7<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      43500000 | PA      | $32955383.52   | 0.02%             | 2028-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJS3<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      68075000 | PA      | $52267602.61   | 0.04%             | 2034-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJT1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      25360000 | PA      | $18981930.59   | 0.01%             | 2029-06-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJW4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      38500000 | PA      | $27961243.24   | 0.02%             | 2034-12-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PJX2<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      88000000 | PA      | $64177515.37   | 0.04%             | 2029-12-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKB8<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |        920000 | PA      | $664628.29     | 0.00%             | 2035-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKC6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      60000000 | PA      | $43554297.49   | 0.03%             | 2030-06-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKD4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      34740000 | PA      | $25292354.25   | 0.02%             | 2035-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKH5<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      58750000 | PA      | $42460188.74   | 0.03%             | 2030-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKJ1<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      54000000 | PA      | $38834215.19   | 0.03%             | 2036-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No 1                                                        | CAN HOUSING TRUS               | CUSIP: 13509PKM4<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |      61300000 | PA      | $44839545.38   | 0.03%             | 2031-06-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Canada Post Corp                                                                 | CANADA POST CORP               | CUSIP: 13521JAB7<br>LEI: 549300O6E8FEF6XJHA57 | Long             | DBT              | NUSS              | CA        |       1789000 | PA      | $1331272.96    | 0.00%             | 2040-07-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607H5C2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       5800000 | PA      | $4363327.17    | 0.00%             | 2027-10-07      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HV66<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $4869683.62    | 0.00%             | 2027-06-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607L4C4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      24340000 | PA      | $17957202.11   | 0.01%             | 2028-12-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LF99<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1472579.82    | 0.00%             | 2030-12-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607P5X8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      62700000 | PA      | $46248532.73   | 0.03%             | 2031-06-20      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CG5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1300877.68    | 0.00%             | 2045-09-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CQ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       3200000 | PA      | $1931459.31    | 0.00%             | 2048-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CR1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1347000 | PA      | $988232.62     | 0.00%             | 2028-07-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CS9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |        225000 | PA      | $164133.60     | 0.00%             | 2029-02-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CT7<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1048000 | PA      | $630206.18     | 0.00%             | 2049-02-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CX8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1339000 | PA      | $724268.05     | 0.00%             | 2050-02-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DE9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3755913.06    | 0.00%             | 2033-05-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DF6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $750107.04     | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DG4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       3675000 | PA      | $2591205.48    | 0.00%             | 2053-05-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DL3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      26300000 | PA      | $19945557.16   | 0.01%             | 2029-05-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DM1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1955000 | PA      | $1463689.01    | 0.00%             | 2054-05-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DS8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       1060000 | PA      | $776338.27     | 0.00%             | 2030-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DU3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      15025000 | PA      | $10955836.00   | 0.01%             | 2035-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 13638ZDX0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       2464000 | PA      | $1783321.97    | 0.00%             | 2028-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 13638ZET8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       6300000 | PA      | $4605469.05    | 0.00%             | 2031-02-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 13638ZEU5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $4761735.82    | 0.00%             | 2036-02-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PAC RR                | CUSIP: 13644ZAX5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       1850000 | PA      | $1570396.75    | 0.00%             | 2039-11-17      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAZ7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       2516000 | PA      | $1832162.56    | 0.00%             | 2029-03-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBA1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       3613000 | PA      | $1949920.68    | 0.00%             | 2050-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBC7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      51395000 | PA      | $37257718.11   | 0.03%             | 2028-02-28      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                           | CAN TIRE CORP                  | CUSIP: 136681AG8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1552232.49    | 0.00%             | 2030-09-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Canadian Tire Corp Ltd                                                           | CAN TIRE CORP                  | CUSIP: 13668ZAN8<br>LEI: 549300RLHDA7VQYMUB14 | Long             | DBT              | CORP              | CA        |        984000 | PA      | $754427.11     | 0.00%             | 2035-09-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                           | CANADIAN UTILITI               | CUSIP: 136717BD6<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |        620000 | PA      | $441128.12     | 0.00%             | 2052-06-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Canadian Utilities Ltd                                                           | CANADIAN UTILITI               | CUSIP: 136717BF1<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | DBT              | CORP              | CA        |       2350000 | PA      | $1710629.07    | 0.00%             | 2055-12-22      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BN3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       2504000 | PA      | $1804873.46    | 0.00%             | 2027-12-16      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BU7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1659571.75    | 0.00%             | 2027-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BX1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       4050000 | PA      | $3140812.20    | 0.00%             | 2034-01-29      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 136765BY9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |        750000 | PA      | $565474.55     | 0.00%             | 2028-07-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Capital City Link General Partnership                                            | CAPITAL CITY                   | CUSIP: 140006AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        363691 | PA      | $254663.51     | 0.00%             | 2046-03-31      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAM1<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1139000 | PA      | $852632.66     | 0.00%             | 2030-02-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAN9<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1466000 | PA      | $1006060.00    | 0.00%             | 2032-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAP4<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1539265.29    | 0.00%             | 2028-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAR0<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       1265000 | PA      | $1010524.39    | 0.00%             | 2034-01-25      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Capital Power Corp                                                               | CAPITAL POWER                  | CUSIP: 14046ZAS8<br>LEI: 549300QRKTEXGXYVPO80 | Long             | DBT              | CORP              | CA        |       5250000 | PA      | $3975539.94    | 0.00%             | 2031-09-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       3990000 | PA      | $2933143.34    | 0.00%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAY5<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4372463.95    | 0.00%             | 2035-11-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Central 1 Credit Union                                                           | CENTRAL 1 CREDIT               | CUSIP: 154728AT6<br>LEI: 549300XXHOD8SXSZKY72 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1495343.62    | 0.00%             | 2028-02-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAN6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1821633.03    | 0.00%             | 2028-03-08      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAP1<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       8400000 | PA      | $6139728.11    | 0.00%             | 2029-06-11      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAU0<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       3409000 | PA      | $2499401.70    | 0.00%             | 2027-05-21      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAW6<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       1720000 | PA      | $1376464.20    | 0.00%             | 2032-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAX4<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       6200000 | PA      | $4817165.16    | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAY2<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |        850000 | PA      | $672356.35     | 0.00%             | 2034-02-28      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                   | CHOICE PPTY REIT               | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |       3600000 | PA      | $2757074.98    | 0.00%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MJ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       5950000 | PA      | $4417057.75    | 0.00%             | 2028-04-29      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QC8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       4500000 | PA      | $3340361.58    | 0.00%             | 2035-06-03      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                        | CLOVER LP                      | CUSIP: 18914LAA8<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |        273531 | PA      | $200724.92     | 0.00%             | 2034-03-31      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Clover LP                                                                        | CLOVER LP                      | CUSIP: 18914LAB6<br>LEI: 54930041L1MJLN5X9F27 | Long             | DBT              | CORP              | CA        |        411013 | PA      | $301041.82     | 0.00%             | 2034-06-30      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Co-operators Financial Services Ltd                                              | CO-OPERATORS FIN               | CUSIP: 18976JAC4<br>LEI: 549300SZ7EWHCKGFYB31 | Long             | DBT              | CORP              | CA        |       4972000 | PA      | $3566576.82    | 0.00%             | 2030-05-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAS1<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1182232.67    | 0.00%             | 2042-09-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAT9<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      10290000 | PA      | $8115735.54    | 0.01%             | 2044-06-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAU6<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3937119.30    | 0.00%             | 2047-03-30      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAV4<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |      12800000 | PA      | $10352659.03   | 0.01%             | 2049-03-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Coastal Gaslink Pipeline LP                                                      | COASTAL GASLINK                | CUSIP: 19046FAW2<br>LEI: 549300P0NSGTO3Z5VQ83 | Long             | DBT              | CORP              | CA        |       1312000 | PA      | $1061667.38    | 0.00%             | 2049-06-30      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                        | COGECO COMMUNICA               | CUSIP: 19239CAA4<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |       2104000 | PA      | $1461829.65    | 0.00%             | 2031-09-22      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Inc                                                        | COGECO COMMUNICA               | CUSIP: 19239CAB2<br>LEI: 549300XHH6LJM6IAXV57 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $844934.10     | 0.00%             | 2033-02-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Concordia University/Canada                                                      | CONCORDIA UNIVER               | CUSIP: 20660ECF3<br>LEI: 549300E8W5FF47NHST07 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $1289394.34    | 0.00%             | 2042-09-02      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Cordelio Amalco GP I                                                             | CORDELIO AMALCO                | CUSIP: 218493AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2793408 | PA      | $2041992.87    | 0.00%             | 2034-09-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Cordelio Amalco GP I                                                             | CORDELIO AMALCO                | CUSIP: 218493AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1132829 | PA      | $823534.16     | 0.00%             | 2034-06-30      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                        | COREBRIDGE GF                  | CUSIP: 21874FAA3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |       4760000 | PA      | $3461063.33    | 0.00%             | 2031-01-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: 225313AU9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $5453251.74    | 0.00%             | 2035-10-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AP4<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |        883000 | PA      | $652639.22     | 0.00%             | 2027-06-21      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AQ2<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |        858000 | PA      | $619542.77     | 0.00%             | 2028-03-31      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AR0<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |        319000 | PA      | $225799.46     | 0.00%             | 2030-10-09      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Crombie Real Estate Investment Trust                                             | CROMBIE REAL EST               | CUSIP: 227107AV1<br>LEI: 549300OGQML2MCFAPT83 | Long             | DBT              | CORP              | CA        |       4025000 | PA      | $2995041.51    | 0.00%             | 2032-01-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Crosslinx Transit Solutions GP                                                   | CROSSLINX TRANSI               | CUSIP: 22766TAA2<br>LEI: 549300N3TR1FPECQEH46 | Long             | DBT              | CORP              | CA        |       1404367 | PA      | $967919.51     | 0.00%             | 2046-09-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 22944CAA4<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1050887.92    | 0.00%             | 2053-09-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 22944CAB2<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |        500000 | PA      | $351870.98     | 0.00%             | 2054-09-11      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CU Inc                                                                           | CU INC                         | CUSIP: 22944CAC0<br>LEI: 549300N7TTF71B34GI65 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3585387.42    | 0.00%             | 2055-09-16      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada Inc                                                 | DAIMLER TRCK FI                | CUSIP: 233852AF9<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $452458.35     | 0.00%             | 2027-09-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                          | DEFINITY FIN CO                | CUSIP: 24477TAA8<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $2917671.00    | 0.00%             | 2030-09-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Definity Financial Corp                                                          | DEFINITY FIN CO                | CUSIP: 24477TAB6<br>LEI: 984500D5F3FC49D00C44 | Long             | DBT              | CORP              | CA        |       2270000 | PA      | $1646477.70    | 0.00%             | 2035-09-12      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAK3<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $705736.97     | 0.00%             | 2027-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAP2<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $1003148.95    | 0.00%             | 2030-04-26      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAQ0<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2302923.99    | 0.00%             | 2028-09-26      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Dollarama Inc                                                                    | DOLLARAMA INC.                 | CUSIP: 25675TAR8<br>LEI: 5493002GJ0NJP1HI0C79 | Long             | DBT              | CORP              | CA        |       3650000 | PA      | $2683647.35    | 0.00%             | 2030-12-16      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                    | DREAM IND REIT                 | CUSIP: 26153WAF6<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |       2305000 | PA      | $1672461.24    | 0.00%             | 2027-06-17      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                    | DREAM IND REIT                 | CUSIP: 26153WAJ8<br>LEI: 549300QOI0TM3CBYUH79 | Long             | DBT              | CORP              | CA        |        300000 | PA      | $227428.45     | 0.00%             | 2028-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                       | DREAM SUMMIT IND               | CUSIP: 26154EAD0<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |       2504000 | PA      | $1798017.45    | 0.00%             | 2028-07-14      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Dream Summit Industrial LP                                                       | DREAM SUMMIT IND               | CUSIP: 26154EAF5<br>LEI: 254900OHFBH4WQN78Q64 | Long             | DBT              | CORP              | CA        |       1195000 | PA      | $889646.56     | 0.00%             | 2031-02-12      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |        800000 | PA      | $617773.86     | 0.00%             | 2034-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $1891850.04    | 0.00%             | 2054-05-17      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317BG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $3648258.92    | 0.00%             | 2035-02-06      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| E-L Financial Corp Ltd                                                           | E-L FINANCIAL                  | CUSIP: 26857QAA9<br>LEI: 5493008YS2NMV2UCI287 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $618123.02     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                        | EMERA INC                      | CUSIP: 290876AE1<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1516040.78    | 0.00%             | 2030-05-02      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCL7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       4150000 | PA      | $3025734.80    | 0.00%             | 2055-12-17      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAR9<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |        992000 | PA      | $672686.57     | 0.00%             | 2043-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAU2<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       2744000 | PA      | $1842536.16    | 0.00%             | 2045-09-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAX6<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       1350000 | PA      | $991695.78     | 0.00%             | 2029-02-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZAY4<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       7621000 | PA      | $4861893.92    | 0.00%             | 2049-02-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Enbridge Pipelines Inc                                                           | ENBRIDGE PIPE LN               | CUSIP: 29250ZBA5<br>LEI: 549300I7CU6YE54FMU33 | Long             | DBT              | CORP              | CA        |       1849000 | PA      | $1145187.04    | 0.00%             | 2051-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBB2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1638000 | PA      | $1079598.70    | 0.00%             | 2042-08-27      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBG1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       3299000 | PA      | $2235745.18    | 0.00%             | 2044-03-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBR7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       2058000 | PA      | $1442635.35    | 0.00%             | 2044-11-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBS5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       9025000 | PA      | $6514586.31    | 0.00%             | 2029-10-03      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBV8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1603000 | PA      | $973233.00     | 0.00%             | 2051-09-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBW6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      17610000 | PA      | $14280750.00   | 0.01%             | 2032-11-09      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBX4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1277512.57    | 0.00%             | 2052-11-09      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBY2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       2900000 | PA      | $2201358.43    | 0.00%             | 2027-11-09      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZBZ9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       4350000 | PA      | $3401007.64    | 0.00%             | 2033-05-26      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCA3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $6792807.23    | 0.00%             | 2028-05-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCB1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       2700000 | PA      | $2092632.08    | 0.00%             | 2053-05-26      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCD7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      25300000 | PA      | $18946262.66   | 0.01%             | 2034-08-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCE5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       8000000 | PA      | $5836067.58    | 0.00%             | 2054-08-22      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCG0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4432196.27    | 0.00%             | 2030-02-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29251ZCH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      15550000 | PA      | $11467430.99   | 0.01%             | 2035-02-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAA4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1068424.38    | 0.00%             | 2029-08-09      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAC0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       5450000 | PA      | $3927363.85    | 0.00%             | 2030-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAF3<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2329000 | PA      | $1274503.69    | 0.00%             | 2051-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAG1<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $967133.29     | 0.00%             | 2032-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAH9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1513474.97    | 0.00%             | 2052-08-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAK2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $809284.65     | 0.00%             | 2053-10-06      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS                   | CUSIP: 29260ZAL0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2304579.97    | 0.00%             | 2028-10-06      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                      | ENERGIR INC                    | CUSIP: 29279YAA6<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |        963000 | PA      | $702079.50     | 0.00%             | 2027-04-16      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Energir SEC                                                                      | ENERGIR SEC                    | CUSIP: 29280XAA5<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |       2684000 | PA      | $1886997.13    | 0.00%             | 2032-02-09      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Energir SEC                                                                      | ENERGIR SEC                    | CUSIP: 29280XAD9<br>LEI: 549300TVKZM22UUX5J37 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1154450.86    | 0.00%             | 2053-06-02      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAE0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1245116.03    | 0.00%             | 2036-02-25      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAK6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1323000 | PA      | $968438.05     | 0.00%             | 2050-11-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAL4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |        200000 | PA      | $140962.42     | 0.00%             | 2043-11-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |        984000 | PA      | $648175.98     | 0.00%             | 2044-08-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | ENBRIDGE GAS DIS               | CUSIP: 29290ZAS9<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       2305000 | PA      | $1377215.91    | 0.00%             | 2047-11-29      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AD4<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       1054000 | PA      | $779715.74     | 0.00%             | 2028-06-05      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AG7<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       2557000 | PA      | $1888065.38    | 0.00%             | 2029-10-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENMAX Corp                                                                       | ENMAX CORP                     | CUSIP: 293365AH5<br>LEI: 549300CBVIZGSWHLQN67 | Long             | DBT              | CORP              | CA        |       2800000 | PA      | $2089126.31    | 0.00%             | 2034-10-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 294105AC5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1479368.06    | 0.00%             | 2054-05-31      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAH8<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       1300000 | PA      | $1124685.14    | 0.00%             | 2038-04-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAK1<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       3263000 | PA      | $2340782.30    | 0.00%             | 2042-02-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAL9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       3429000 | PA      | $2073641.40    | 0.00%             | 2047-11-27      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAM7<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       1035000 | PA      | $661589.28     | 0.00%             | 2048-11-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAP0<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |        528000 | PA      | $291322.75     | 0.00%             | 2049-07-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAS4<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |        953000 | PA      | $534324.05     | 0.00%             | 2051-06-28      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAU9<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       4250000 | PA      | $2927937.90    | 0.00%             | 2031-06-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAV7<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       2400000 | PA      | $1705946.01    | 0.00%             | 2052-09-02      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| EPCOR Utilities Inc                                                              | EPCOR UTILITIES                | CUSIP: 29410ZAW5<br>LEI: 549300679TRDUXPT7415 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1551807.86    | 0.00%             | 2053-10-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Equinix Canada Financing Ltd                                                     | EQUINIX CAN                    | CUSIP: 29447JAA6<br>LEI: 254900DGPGEREHLMKF94 | Long             | DBT              | CORP              | CA        |      16900000 | PA      | $12140958.26   | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exchange Income Corp                                                             | EXCHANGE INCOME                | CUSIP: 301283AQ0<br>LEI: 549300G7SUZKHS2N8C38 | Long             | DBT              | CORP              | CA        |       4500000 | PA      | $3284947.99    | 0.00%             | 2031-03-13      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fair Hydro Trust                                                                 | FAIR HYDRO                     | CUSIP: 30324RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3516000 | PA      | $2505868.10    | 0.00%             | 2033-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fair Hydro Trust                                                                 | FAIR HYDRO                     | CUSIP: 30324RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3800000 | PA      | $2567830.38    | 0.00%             | 2038-05-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       8708000 | PA      | $6471129.66    | 0.00%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BD3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       1355000 | PA      | $1008562.61    | 0.00%             | 2029-06-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BG6<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       2400000 | PA      | $1759875.20    | 0.00%             | 2031-03-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BT8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       7200000 | PA      | $5357304.08    | 0.00%             | 2034-11-22      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901CA8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       2670000 | PA      | $1875280.35    | 0.00%             | 2055-08-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430W3J1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3692976.04    | 0.00%             | 2029-09-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WF90<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7686309.13    | 0.01%             | 2028-11-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WRG1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       3300000 | PA      | $2476363.15    | 0.00%             | 2032-08-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WU44<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       9500000 | PA      | $7216275.11    | 0.00%             | 2034-05-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430WZM9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       7300000 | PA      | $5601761.02    | 0.00%             | 2028-08-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430XMW9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |      20000000 | PA      | $14563212.72   | 0.01%             | 2031-07-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: 31430XNZ1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |       4600000 | PA      | $3324617.28    | 0.00%             | 2036-03-03      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| 55 Ontario School Board Trust/The                                                | 55 SCHOOL BRD TR               | CUSIP: 31680PAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2520000 | PA      | $2071841.84    | 0.00%             | 2033-06-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 31739ZAG0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       6253000 | PA      | $5033894.94    | 0.00%             | 2034-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Finning International Inc                                                        | FINNING INTL INC               | CUSIP: 318071AG2<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |       6900000 | PA      | $5157945.95    | 0.00%             | 2028-05-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Finning International Inc                                                        | FINNING INTL INC               | CUSIP: 31807ZAL6<br>LEI: 549300QLDCP11KB6XW55 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $418224.18     | 0.00%             | 2042-06-13      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                       | FIRST CAP REAL E               | CUSIP: 31890BAC7<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1553261.97    | 0.00%             | 2032-06-12      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| First Capital Real Estate Investment Trust                                       | FIRST CAP REAL E               | CUSIP: 31890BAG8<br>LEI: 54930042UG2WCIIAQZ39 | Long             | DBT              | CORP              | CA        |       2850000 | PA      | $2093155.95    | 0.00%             | 2035-02-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| First Capital Realty Inc/First Cap Real Estate Inv Tr/First Cap New Sub Mut Fund | FIRST CAP RE/R/N               | CUSIP: 319415AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1422000 | PA      | $1051713.76    | 0.00%             | 2027-07-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAB0<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |        507000 | PA      | $372638.22     | 0.00%             | 2028-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAC8<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       3539000 | PA      | $2438386.76    | 0.00%             | 2030-06-16      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAD6<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       3845000 | PA      | $2716852.63    | 0.00%             | 2032-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAE4<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       1800000 | PA      | $1347707.38    | 0.00%             | 2034-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAF1<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |       7120000 | PA      | $5268456.15    | 0.00%             | 2035-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| First Nations Finance Authority                                                  | FIRST NATIONS FA               | CUSIP: 32117DAG9<br>LEI: 549300L0OY1XOUXDPF41 | Long             | DBT              | NUSS              | CA        |        460000 | PA      | $331375.38     | 0.00%             | 2056-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ACS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       8000000 | PA      | $6063065.93    | 0.00%             | 2030-02-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ACX6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1882439.91    | 0.00%             | 2031-05-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ACY4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4500000 | PA      | $3372986.79    | 0.00%             | 2028-05-23      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ADB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      11000000 | PA      | $8110220.19    | 0.01%             | 2028-01-10      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ADD9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       8520000 | PA      | $6334863.83    | 0.00%             | 2028-09-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Ford Credit Canada Co Cie Credit Ford Du Canada                                  | FORD CRED CANADA               | CUSIP: 34527ADE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4750000 | PA      | $3489651.40    | 0.00%             | 2031-01-09      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AP2<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       1407000 | PA      | $1012129.21    | 0.00%             | 2028-05-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AQ0<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1882490.89    | 0.00%             | 2029-05-31      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AR8<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $5190406.12    | 0.00%             | 2033-11-08      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AT4<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       7730000 | PA      | $5703455.60    | 0.00%             | 2032-03-26      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AU1<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |       4400000 | PA      | $3215820.99    | 0.00%             | 2055-12-04      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957EAB7<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |         18000 | PA      | $15026.55      | 0.00%             | 2034-10-31      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957EAD3<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1092173.92    | 0.00%             | 2054-05-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAR5<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |        300000 | PA      | $220904.22     | 0.00%             | 2043-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAW4<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       2052000 | PA      | $1259551.24    | 0.00%             | 2047-09-09      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAX2<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |        900000 | PA      | $554188.38     | 0.00%             | 2048-09-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZAY0<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |        652000 | PA      | $320054.93     | 0.00%             | 2051-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FortisAlberta Inc                                                                | FORTISALBERTA                  | CUSIP: 34957ZBA1<br>LEI: 894500VE5Y2XM4IV7V75 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1231459.80    | 0.00%             | 2053-05-26      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FortisBC Inc                                                                     | FORTISBC INC                   | CUSIP: 34958ZAC7<br>LEI: 894500C61ICFDNRMGI86 | Long             | DBT              | CORP              | CA        |       1029000 | PA      | $662794.10     | 0.00%             | 2044-10-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | FORTISBC ENERGY                | CUSIP: 34959ZAJ1<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $363461.69     | 0.00%             | 2049-08-09      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | FORTISBC ENERGY                | CUSIP: 34959ZAK8<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $388932.98     | 0.00%             | 2050-07-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | FORTISBC ENERGY                | CUSIP: 34959ZAM4<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $281351.43     | 0.00%             | 2052-11-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZAD8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2050000 | PA      | $1695060.01    | 0.00%             | 2035-12-03      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZAM8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1800000 | PA      | $1440848.35    | 0.00%             | 2036-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBE5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       4300000 | PA      | $3060133.38    | 0.00%             | 2041-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBK1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        500000 | PA      | $298044.13     | 0.00%             | 2045-03-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBL9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $3127405.54    | 0.00%             | 2046-05-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBN5<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1054000 | PA      | $771571.22     | 0.00%             | 2027-05-04      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBQ8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $3094564.94    | 0.00%             | 2044-09-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBS4<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2109000 | PA      | $1305952.08    | 0.00%             | 2048-05-11      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBU9<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $599167.81     | 0.00%             | 2049-03-08      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBV7<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       5440000 | PA      | $2837413.25    | 0.00%             | 2050-03-07      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZBY1<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2250000 | PA      | $1675675.81    | 0.00%             | 2028-02-14      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCA2<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2175651.64    | 0.00%             | 2053-07-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCB0<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $728713.81     | 0.00%             | 2054-04-04      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCC8<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       1775000 | PA      | $1224024.77    | 0.00%             | 2054-10-09      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| 407 International Inc                                                            | 407 INTL INC                   | CUSIP: 35085ZCD6<br>LEI: 549300LRF8PWZNJ8BC94 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1363233.19    | 0.00%             | 2052-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GE Capital Canada Funding Co                                                     | GEN ELEC CAP CAN               | CUSIP: 36158ZBK1<br>LEI: 0J5QMY71ANJ6F7HPJJ52 | Long             | DBT              | CORP              | CA        |        735000 | PA      | $555238.16     | 0.00%             | 2037-10-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING               | CUSIP: 36267YAB3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $2931792.25    | 0.00%             | 2033-07-22      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Energir Inc                                                                      | GAZ METRO INC                  | CUSIP: 368271BB7<br>LEI: 549300SULPFDEWWFVD15 | Long             | DBT              | CORP              | CA        |       1227000 | PA      | $740934.74     | 0.00%             | 2047-05-16      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAL8<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       1985000 | PA      | $1504821.87    | 0.00%             | 2029-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAN4<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       3328000 | PA      | $2489299.41    | 0.00%             | 2030-02-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAP9<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3633201.31    | 0.00%             | 2030-11-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd                                           | GM FIN CAD                     | CUSIP: 37045YAQ7<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3616569.74    | 0.00%             | 2031-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 374825AM9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       6700000 | PA      | $4955521.93    | 0.00%             | 2032-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAA9<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       5347000 | PA      | $3911575.64    | 0.00%             | 2029-09-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAC5<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       1311000 | PA      | $958824.78     | 0.00%             | 2027-07-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Gibson Energy Inc                                                                | GIBSON ENERGY                  | CUSIP: 37482ZAF8<br>LEI: 549300WYW5D9I3FR0643 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1106948.62    | 0.00%             | 2033-07-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                            | GILDAN ACTIVEWEA               | CUSIP: 375916AA1<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |       5800000 | PA      | $4341784.31    | 0.00%             | 2029-11-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd                                                      | GLENCORE FIN CA                | CUSIP: 37828KAA5<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |       3750000 | PA      | $2717453.44    | 0.00%             | 2032-10-10      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| GO Residential Operating LLC                                                     | GO RESIDENTIAL                 | CUSIP: 38019JAA5<br>LEI: 254900TUD8VJOLZ8HG61 | Long             | DBT              | CORP              | US        |       2500000 | PA      | $1823719.95    | 0.00%             | 2029-02-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXT6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       8049000 | PA      | $5757572.03    | 0.00%             | 2029-02-28      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYW8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      16600000 | PA      | $11989045.86   | 0.01%             | 2032-03-05      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| University of Toronto                                                            | UNIV OF TORONTO                | CUSIP: 383660AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         34000 | PA      | $27727.99      | 0.00%             | 2043-12-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| University of Toronto                                                            | UNIV OF TORONTO                | CUSIP: 383660AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1225000 | PA      | $814617.20     | 0.00%             | 2051-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AH0<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       1051000 | PA      | $770538.40     | 0.00%             | 2027-06-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AK3<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       1172000 | PA      | $801307.19     | 0.00%             | 2030-12-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AM9<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3895363.86    | 0.00%             | 2029-04-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AN7<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3677259.91    | 0.00%             | 2029-10-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Granite REIT Holdings LP                                                         | GRANITE REIT HLD               | CUSIP: 387427AP2<br>LEI: 549300U7OUNKR0J06L17 | Long             | DBT              | CORP              | CA        |       6990000 | PA      | $5149979.44    | 0.00%             | 2031-10-04      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAD8<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |        975000 | PA      | $821847.37     | 0.00%             | 2033-03-21      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAF3<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       3388000 | PA      | $2775064.45    | 0.00%             | 2039-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAJ5<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       2365000 | PA      | $1251230.47    | 0.00%             | 2050-07-08      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Great-West Lifeco Inc                                                            | GREAT-WEST LIFEC               | CUSIP: 39138CAK2<br>LEI: 549300X81X4VZEESFU46 | Long             | DBT              | CORP              | CA        |       7696000 | PA      | $5444599.18    | 0.00%             | 2030-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 391906AH7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       5109000 | PA      | $3641102.51    | 0.00%             | 2028-05-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 391906AJ3<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |        590000 | PA      | $328332.75     | 0.00%             | 2051-10-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAF6<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1795098.74    | 0.00%             | 2032-10-15      | Fixed         | 6.98%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAX7<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       3819000 | PA      | $3001140.77    | 0.00%             | 2041-02-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZAY5<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1776329.27    | 0.00%             | 2041-12-02      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZBB4<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       4424000 | PA      | $2913472.45    | 0.00%             | 2037-06-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZBC2<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       4791000 | PA      | $3467478.09    | 0.00%             | 2029-04-03      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Greater Toronto Airports Authority                                               | GREATER TORONTO                | CUSIP: 39191ZBD0<br>LEI: 254900S2XROLM5WUR914 | Long             | DBT              | CORP              | CA        |       2096000 | PA      | $1264802.49    | 0.00%             | 2039-10-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| City of Greater Sudbury Canada                                                   | GREATER SUDBURY                | CUSIP: 392362AC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |        827000 | PA      | $397722.25     | 0.00%             | 2050-03-12      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Halifax International Airport Authority                                          | HALIFAX INTL APR               | CUSIP: 405819AA1<br>LEI: 549300HTRXRRF1Q19S90 | Long             | DBT              | CORP              | CA        |         52000 | PA      | $39669.52      | 0.00%             | 2041-07-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAF5<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       5330000 | PA      | $3860788.55    | 0.00%             | 2031-01-13      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAG3<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       3893000 | PA      | $2758081.09    | 0.00%             | 2033-04-13      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAH1<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       8232000 | PA      | $5996044.93    | 0.00%             | 2027-10-13      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: 42246QAK4<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       6100000 | PA      | $4523655.10    | 0.00%             | 2037-08-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BD6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |      10400000 | PA      | $7800866.70    | 0.01%             | 2027-09-23      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BH7<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2276660.65    | 0.00%             | 2029-02-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Honda Canada Finance Inc                                                         | HONDA CANADA FIN               | CUSIP: 438121BM6<br>LEI: 549300K5H14MP7CO9857 | Long             | DBT              | CORP              | CA        |       8700000 | PA      | $6288659.23    | 0.00%             | 2030-09-23      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Hospital for Sick Children/The                                                   | HOSP SICK CHILDR               | CUSIP: 44107DAA9<br>LEI: 549300RURFL2KSCOHD12 | Long             | DBT              | CORP              | CA        |        850000 | PA      | $650249.78     | 0.00%             | 2049-12-16      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Hospital for Sick Children/The                                                   | HOSP SICK CHILDR               | CUSIP: 44107DAB7<br>LEI: 549300RURFL2KSCOHD12 | Long             | DBT              | CORP              | CA        |       1381000 | PA      | $774236.07     | 0.00%             | 2057-12-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Hospital Infrastructure Partners NOH Partnership                                 | HOSPITAL INFRAST               | CUSIP: 44107EAA7<br>LEI: 549300ZF3VY59ROCXE25 | Long             | DBT              | CORP              | CA        |       2012746 | PA      | $1556476.41    | 0.00%             | 2045-01-31      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAB6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        557000 | PA      | $473729.70     | 0.00%             | 2032-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAP5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2491000 | PA      | $1975709.32    | 0.00%             | 2036-05-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAR1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $734621.05     | 0.00%             | 2046-10-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZAS9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1862976.32    | 0.00%             | 2037-03-13      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBK5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       4395000 | PA      | $3155757.54    | 0.00%             | 2043-10-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBN9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |        100000 | PA      | $67969.23      | 0.00%             | 2044-06-06      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBS8<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1567000 | PA      | $1015782.50    | 0.00%             | 2046-02-23      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBU3<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1907000 | PA      | $1187827.04    | 0.00%             | 2047-11-18      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZBX7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      13967000 | PA      | $8474845.74    | 0.01%             | 2049-06-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCA6<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1802000 | PA      | $1087342.20    | 0.00%             | 2050-04-05      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCD0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1877000 | PA      | $955978.96     | 0.00%             | 2050-02-28      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCF5<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1900000 | PA      | $1296463.85    | 0.00%             | 2031-01-16      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCH1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       2530000 | PA      | $1371394.66    | 0.00%             | 2051-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCJ7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      13300000 | PA      | $10049089.72   | 0.01%             | 2028-01-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCK4<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      41700000 | PA      | $31119171.83   | 0.02%             | 2029-11-30      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCL2<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1119365.19    | 0.00%             | 2033-01-27      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCM0<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |       4200000 | PA      | $2872122.24    | 0.00%             | 2053-01-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCQ1<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      12250000 | PA      | $8895554.37    | 0.01%             | 2054-11-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hydro One Inc                                                                    | HYDRO ONE INC                  | CUSIP: 44810ZCR9<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |      13370000 | PA      | $10050172.95   | 0.01%             | 2034-03-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Hydro One Ltd                                                                    | HYDRO ONE LTD                  | CUSIP: 448811AC3<br>LEI: 5493007QZDXTP1W2VL44 | Long             | DBT              | CORP              | CA        |       2041000 | PA      | $1467421.68    | 0.00%             | 2027-10-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 4488148V8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      38907000 | PA      | $25319387.24   | 0.02%             | 2055-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814BQ5<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      34360000 | PA      | $22131386.42   | 0.02%             | 2065-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814GY3<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       4550000 | PA      | $3752564.06    | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814HZ9<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      20795000 | PA      | $15884305.95   | 0.01%             | 2045-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814JA2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      29576000 | PA      | $22543078.25   | 0.02%             | 2050-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814JC8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      34187000 | PA      | $14143738.37   | 0.01%             | 2060-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814JD6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      42643000 | PA      | $27443281.17   | 0.02%             | 2063-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZBF2<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       2035000 | PA      | $1779685.44    | 0.00%             | 2035-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       3308000 | PA      | $2888838.52    | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZCN4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |      20732000 | PA      | $17618100.45   | 0.01%             | 2040-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFE1<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       8727000 | PA      | $6264880.31    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFJ0<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       5500000 | PA      | $4069258.22    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFP6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       2000000 | PA      | $1465434.68    | 0.00%             | 2032-09-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 44889ZFQ4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |       3100000 | PA      | $2263127.35    | 0.00%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hydro Ottawa Capital Corp                                                        | HYDRO OTTAWA CAP               | CUSIP: 448975AB8<br>LEI: 254900CR3Z5J6BJ3HN21 | Long             | DBT              | CORP              | CA        |       1029000 | PA      | $670270.61     | 0.00%             | 2043-05-14      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAD2<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1522531.45    | 0.00%             | 2028-03-08      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Canada Inc                                                       | HYUNDAI CAP CAN                | CUSIP: 44932WAJ9<br>LEI: 549300J6SEA0H23A0G49 | Long             | DBT              | CORP              | CA        |       4047000 | PA      | $2983744.19    | 0.00%             | 2027-11-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AB2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       1250000 | PA      | $1015740.33    | 0.00%             | 2040-12-10      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AD8<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       1041000 | PA      | $713540.41     | 0.00%             | 2047-01-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AE6<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       2981000 | PA      | $1910800.70    | 0.00%             | 2047-12-09      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AF3<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $386457.03     | 0.00%             | 2048-07-13      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AH9<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |        687000 | PA      | $440107.37     | 0.00%             | 2050-03-21      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| IGM Financial Inc                                                                | IGM FINANCIAL                  | CUSIP: 449586AK2<br>LEI: 254900RYHLVJNTUFDA95 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $842791.11     | 0.00%             | 2053-05-26      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| iA Financial Corp Inc                                                            | IA FINANCIAL COR               | CUSIP: 45075EAE4<br>LEI: 549300ZXLJVHQAIXV215 | Long             | DBT              | CORP              | CA        |       1900000 | PA      | $1454722.58    | 0.00%             | 2033-06-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Independent Order Of Foresters/The                                               | FORESTERS FINL                 | CUSIP: 454015AA6<br>LEI: 54930076M746H2DBTP84 | Long             | DBT              | CORP              | CA        |        557000 | PA      | $386981.71     | 0.00%             | 2035-10-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| InPower BC General Partnership                                                   | INPOWER BC GP                  | CUSIP: 45780MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1219221 | PA      | $899249.85     | 0.00%             | 2033-03-31      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 458182EC2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       3091000 | PA      | $2216355.43    | 0.00%             | 2027-08-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 458182EK4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |       5400000 | PA      | $4003879.66    | 0.00%             | 2028-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAC0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1946000 | PA      | $1006509.71    | 0.00%             | 2050-12-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAE6<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $593715.98     | 0.00%             | 2053-05-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAF3<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1080367.28    | 0.00%             | 2028-05-18      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823TAP1<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      16800000 | PA      | $12635894.25   | 0.01%             | 2034-05-16      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823ZAB8<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |         25000 | PA      | $21043.05      | 0.00%             | 2039-11-23      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Intact Financial Corp                                                            | INTACT FINANCIAL               | CUSIP: 45823ZAD4<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |       1460000 | PA      | $1101142.14    | 0.00%             | 2042-06-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Integrated Team Solutions SJHC Partnership                                       | ST JOES HLTHCARE               | CUSIP: 45824RAA7<br>LEI: 549300NFW3LFKA3QPH56 | Long             | DBT              | CORP              | CA        |         20359 | PA      | $16493.05      | 0.00%             | 2042-11-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAC3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      11182000 | PA      | $8128350.44    | 0.01%             | 2031-11-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAD1<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       1053000 | PA      | $720666.97     | 0.00%             | 2051-11-27      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAE9<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |        240000 | PA      | $189562.65     | 0.00%             | 2032-05-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAF6<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       3060000 | PA      | $2330444.27    | 0.00%             | 2028-02-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45833VAH2<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1561039.50    | 0.00%             | 2030-05-29      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE                 | CUSIP: 45833VAJ8<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |      11057000 | PA      | $9123777.14    | 0.01%             | 2034-02-09      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd                                                               | INTER PIPELINE L               | CUSIP: 45833VAL3<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3602247.95    | 0.00%             | 2036-02-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Inter Pipeline Ltd/AB                                                            | INTER PIPELINE L               | CUSIP: 45834ZAR0<br>LEI: QQTTPMZD0WKQL0H5S472 | Long             | DBT              | CORP              | CA        |       3207000 | PA      | $2374903.73    | 0.00%             | 2027-06-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HF3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |        886000 | PA      | $625515.41     | 0.00%             | 2029-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JK0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       2649000 | PA      | $1896223.18    | 0.00%             | 2027-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KM4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       7600000 | PA      | $5658098.31    | 0.00%             | 2028-01-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KV4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $11466728.38   | 0.01%             | 2030-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Cambridge II Inc                                                         | IVANHOE CAMB II                | CUSIP: 46578WAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $910282.27     | 0.00%             | 2028-06-02      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAN1<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1576558.98    | 0.00%             | 2027-06-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAP6<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       5764000 | PA      | $4401394.81    | 0.00%             | 2028-09-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| John Deere Financial Inc                                                         | JOHN DEERE FINAN               | CUSIP: 47788ZAR2<br>LEI: CWQ698NK2DINVLMZRZ97 | Long             | DBT              | CORP              | CA        |       3600000 | PA      | $2725353.05    | 0.00%             | 2029-04-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 493271AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       7700000 | PA      | $5628911.72    | 0.00%             | 2030-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 493271AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4580000 | PA      | $3354017.60    | 0.00%             | 2033-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 493271AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2700000 | PA      | $1964566.00    | 0.00%             | 2055-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                                                      | KEYERA CORP                    | CUSIP: 49327ZAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1515269.26    | 0.00%             | 2054-01-04      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       4412000 | PA      | $3270804.79    | 0.00%             | 2033-06-01      | Fixed         | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       3311000 | PA      | $2201917.25    | 0.00%             | 2045-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Labrador-Island Link Funding Trust                                               | LABRADOR-ISLAND                | CUSIP: 505443AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       3339000 | PA      | $2169723.92    | 0.00%             | 2053-12-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Liberty Utilities Canada LP                                                      | LIBERTY UTILIT                 | CUSIP: 531544AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5350000 | PA      | $2870256.98    | 0.00%             | 2050-02-14      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 53947ZAY3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       1228000 | PA      | $992042.65     | 0.00%             | 2036-01-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AM3<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       1631000 | PA      | $1226463.49    | 0.00%             | 2028-12-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AP6<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       3700000 | PA      | $2861768.25    | 0.00%             | 2032-09-13      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AQ4<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |        600000 | PA      | $456762.40     | 0.00%             | 2052-09-13      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AT8<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       4925000 | PA      | $3612989.58    | 0.00%             | 2029-12-12      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Loblaw Cos Ltd                                                                   | LOBLAW CO LTD                  | CUSIP: 539481AU5<br>LEI: 5493008LN3O1DIDTSH67 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3675253.06    | 0.00%             | 2035-06-16      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AB0<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       4357000 | PA      | $3342171.67    | 0.00%             | 2041-05-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AC8<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $524080.42     | 0.00%             | 2052-04-23      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AE4<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |        400000 | PA      | $269541.81     | 0.00%             | 2046-02-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AF1<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |        277000 | PA      | $207601.24     | 0.00%             | 2043-09-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Lower Mattagami Energy LP                                                        | LOWER MATTAGAMI                | CUSIP: 548243AJ3<br>LEI: 549300GKT6WU4LUC2K28 | Long             | DBT              | CORP              | CA        |       3241000 | PA      | $2256102.96    | 0.00%             | 2031-05-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AW4<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       1400000 | PA      | $1070731.56    | 0.00%             | 2031-01-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BB9<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       2125000 | PA      | $1608862.24    | 0.00%             | 2029-05-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZCG2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |        469000 | PA      | $388269.92     | 0.00%             | 2031-03-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZPV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       3936000 | PA      | $2198497.15    | 0.00%             | 2052-09-05      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 56344ZQC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       2213000 | PA      | $1626979.16    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       3171000 | PA      | $2636799.90    | 0.00%             | 2037-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469FL4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       4780000 | PA      | $3617645.89    | 0.00%             | 2038-03-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       1960000 | PA      | $1468894.72    | 0.00%             | 2040-03-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469TH8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       2090000 | PA      | $1517603.11    | 0.00%             | 2050-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469TQ8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       3184000 | PA      | $2302365.67    | 0.00%             | 2042-03-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469TW5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       4581000 | PA      | $2868158.92    | 0.00%             | 2043-03-05      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UB9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       6326000 | PA      | $4266235.59    | 0.00%             | 2045-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UF0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      18155000 | PA      | $10079623.65   | 0.01%             | 2046-09-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UN3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      12470000 | PA      | $7469101.74    | 0.01%             | 2048-09-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UP8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       7584000 | PA      | $5568657.59    | 0.00%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UR4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       6318000 | PA      | $4644447.45    | 0.00%             | 2028-06-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469US2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      11025000 | PA      | $6314960.27    | 0.00%             | 2050-03-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UT0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       9669000 | PA      | $7019907.54    | 0.00%             | 2029-06-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UV5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       4637000 | PA      | $3252309.57    | 0.00%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UW3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       8409000 | PA      | $3686673.74    | 0.00%             | 2052-09-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UZ6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      16189000 | PA      | $10159856.95   | 0.01%             | 2053-09-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $4485207.49    | 0.00%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VD4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       8945000 | PA      | $6209461.81    | 0.00%             | 2055-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      13990000 | PA      | $10607374.86   | 0.01%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       5500000 | PA      | $3974957.93    | 0.00%             | 2035-06-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VH5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |       9300000 | PA      | $6680941.03    | 0.00%             | 2057-09-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                          | MANULIFE BK CAN                | CUSIP: 565018DK1<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2227703.02    | 0.00%             | 2028-02-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Manulife Bank of Canada                                                          | MANULIFE BK CAN                | CUSIP: 565018DN5<br>LEI: 5493001ECI4NJPXI5P10 | Long             | DBT              | CORP              | CA        |       4450000 | PA      | $3267189.77    | 0.00%             | 2030-05-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAJ5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      17596000 | PA      | $12424229.43   | 0.01%             | 2035-05-13      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAQ9<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      22600000 | PA      | $17167438.17   | 0.01%             | 2033-03-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAS5<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |        200000 | PA      | $152010.73     | 0.00%             | 2034-02-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAT3<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $6652809.81    | 0.00%             | 2034-12-06      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Manulife Finance Delaware LP                                                     | MANULIFE FIN                   | CUSIP: 56502FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4257000 | PA      | $3164930.87    | 0.00%             | 2041-12-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                    | ML FINANCING TR                | CUSIP: 570344AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       4394769 | PA      | $2997573.30    | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Maritime Link Financing Trust                                                    | ML FINANCING TR                | CUSIP: 570344AB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |        965750 | PA      | $693163.29     | 0.00%             | 2052-12-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 580135CG4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       2500000 | PA      | $1842586.96    | 0.00%             | 2032-08-21      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| McGill University Health Centre                                                  | MCGILL UNIV HEAL               | CUSIP: 580563AA2<br>LEI: 549300PTBTWUDQPGRE86 | Long             | DBT              | CORP              | CA        |        306000 | PA      | $236355.16     | 0.00%             | 2043-12-31      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance Canada Inc                                                 | MER-BENZ CA FIN                | CUSIP: 58769CAB8<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |       1700000 | PA      | $1290930.08    | 0.00%             | 2028-06-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAB5<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       3400000 | PA      | $2487522.70    | 0.00%             | 2044-12-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAG4<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       3283000 | PA      | $2158226.34    | 0.00%             | 2047-12-04      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAJ8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       1681000 | PA      | $952555.20     | 0.00%             | 2050-02-28      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162NAM1<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |      17420000 | PA      | $12947108.01   | 0.01%             | 2029-11-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metro Inc/CN                                                                     | METRO INC                      | CUSIP: 59162ZAB8<br>LEI: 549300KQ7DCG4IXSNW78 | Long             | DBT              | CORP              | CA        |       1123000 | PA      | $920423.48     | 0.00%             | 2035-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 592179JZ9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      10172000 | PA      | $7385802.82    | 0.01%             | 2030-04-09      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $2270890.34    | 0.00%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852KN0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1987000 | PA      | $1668174.82    | 0.00%             | 2043-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852NQ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1566000 | PA      | $1156335.39    | 0.00%             | 2034-12-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852NZ0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       4239000 | PA      | $2824868.54    | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614852PQ8<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2795000 | PA      | $2061994.77    | 0.00%             | 2028-09-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853CP2<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2154000 | PA      | $1632253.26    | 0.00%             | 2032-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853ED7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2131000 | PA      | $1527884.57    | 0.00%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EK1<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       3449000 | PA      | $2387021.58    | 0.00%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EL9<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       3924000 | PA      | $2153510.04    | 0.00%             | 2041-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EM7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       5458000 | PA      | $3724968.98    | 0.00%             | 2031-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EN5<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       2354000 | PA      | $1735864.92    | 0.00%             | 2041-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EP0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $4209975.19    | 0.00%             | 2043-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853EV7<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |       1200000 | PA      | $904179.22     | 0.00%             | 2033-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Montreal Canada                                                          | CITY OF MONTREAL               | CUSIP: 614853FB0<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7291561.09    | 0.01%             | 2034-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Montreal International Fuel Facilities Corp                                      | MONTREAL INTL FU               | CUSIP: 614868AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      12500000 | PA      | $9143456.22    | 0.01%             | 2031-04-10      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAF8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3732000 | PA      | $2746511.60    | 0.00%             | 2028-10-23      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAH4<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       7326000 | PA      | $5281692.47    | 0.00%             | 2029-10-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAL5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       2129000 | PA      | $1487299.32    | 0.00%             | 2031-04-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAN1<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3644000 | PA      | $2070872.31    | 0.00%             | 2041-09-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAR2<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       2600000 | PA      | $1952112.00    | 0.00%             | 2033-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAS0<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $4572033.13    | 0.00%             | 2028-12-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAT8<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3800000 | PA      | $2750823.73    | 0.00%             | 2034-12-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAU5<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |       3900000 | PA      | $2875487.93    | 0.00%             | 2030-10-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Municipal Finance Authority of British Columbia                                  | BRIT COL MUN FIN               | CUSIP: 62620DAV3<br>LEI: 549300XJ89QPG8565B79 | Long             | DBT              | NUSS              | CA        |      11500000 | PA      | $8454776.13    | 0.01%             | 2035-06-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2692000 | PA      | $2005224.20    | 0.00%             | 2029-06-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2150000 | PA      | $1548216.06    | 0.00%             | 2037-06-01      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153AC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       5482000 | PA      | $3623515.84    | 0.00%             | 2048-12-01      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Muskrat Falls / Labrador Transmission Assets Funding Trust                       | MUSKRAT FALLS/LA               | CUSIP: 628153DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       2140000 | PA      | $1270507.61    | 0.00%             | 2057-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                       | NAV CANADA                     | CUSIP: 628957AG7<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       2106000 | PA      | $1468463.02    | 0.00%             | 2030-05-29      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                       | NAV CANADA                     | CUSIP: 62895ZAN0<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |        491000 | PA      | $303976.95     | 0.00%             | 2046-02-23      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NAV Canada                                                                       | NAV CANADA                     | CUSIP: 62895ZAP5<br>LEI: 549300TP61Y7H5IS3S18 | Long             | DBT              | CORP              | CA        |       3428000 | PA      | $2007946.17    | 0.00%             | 2048-03-30      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHF6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1507609.08    | 0.00%             | 2032-08-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AHT6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       8000000 | PA      | $6102527.92    | 0.00%             | 2029-02-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AJF4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       8250000 | PA      | $6061274.12    | 0.00%             | 2029-07-17      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63306AJM9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      40910000 | PA      | $30064574.83   | 0.02%             | 2028-08-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63309ZNP9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $4446311.19    | 0.00%             | 2035-08-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: 636273AC8<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       2764000 | PA      | $1949971.43    | 0.00%             | 2029-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: 636273AD6<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       2700000 | PA      | $2079888.50    | 0.00%             | 2031-09-16      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866A98<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       3776000 | PA      | $2822613.30    | 0.00%             | 2034-08-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866B97<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      36200000 | PA      | $26435844.50   | 0.02%             | 2030-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866ET0<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       2800000 | PA      | $2189765.73    | 0.00%             | 2028-12-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FR3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       1960000 | PA      | $1607219.48    | 0.00%             | 2034-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FW2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       3000000 | PA      | $2334049.25    | 0.00%             | 2035-09-26      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866FZ5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       3428000 | PA      | $2599064.00    | 0.00%             | 2037-03-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       5236000 | PA      | $3997945.71    | 0.00%             | 2039-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       1350000 | PA      | $791681.11     | 0.00%             | 2055-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GG6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       5713000 | PA      | $3715033.92    | 0.00%             | 2045-08-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GL5<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       8071000 | PA      | $4576498.53    | 0.00%             | 2048-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4044000 | PA      | $2977986.00    | 0.00%             | 2028-08-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GQ4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       8688000 | PA      | $4827092.71    | 0.00%             | 2050-08-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866GT8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       5390000 | PA      | $3796781.71    | 0.00%             | 2031-08-14      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HA8<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       8800000 | PA      | $6609676.86    | 0.00%             | 2032-08-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HB6<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       2200000 | PA      | $1695241.59    | 0.00%             | 2033-08-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HC4<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |      11000000 | PA      | $8370723.45    | 0.01%             | 2054-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642866HD2<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       1995000 | PA      | $1517671.34    | 0.00%             | 2029-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AA9<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       3765000 | PA      | $2858174.52    | 0.00%             | 2041-06-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AE1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4641000 | PA      | $2980235.40    | 0.00%             | 2043-06-03      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AN1<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |       4380000 | PA      | $3227556.49    | 0.00%             | 2035-06-03      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: 64953BAU2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      13207000 | PA      | $9458253.79    | 0.01%             | 2028-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: 649922AA9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |       4400000 | PA      | $3223896.70    | 0.00%             | 2032-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                    | NEWFLD & LAB HYD               | CUSIP: 651329BA1<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |        981000 | PA      | $828765.93     | 0.00%             | 2031-08-27      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Newfoundland & Labrador Hydro                                                    | NFLAB HYDRO                    | CUSIP: 651329BE3<br>LEI: 54930010KSPD8P06YF46 | Long             | DBT              | NUSS              | CA        |       1771000 | PA      | $1093870.56    | 0.00%             | 2045-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333EE2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |        491000 | PA      | $381831.91     | 0.00%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FR2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       2550000 | PA      | $1901598.65    | 0.00%             | 2040-10-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FT8<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       7147000 | PA      | $4230581.51    | 0.00%             | 2046-10-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FY7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       5940000 | PA      | $3700421.25    | 0.00%             | 2048-10-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333FZ4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $5381676.30    | 0.00%             | 2028-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GC4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      10107000 | PA      | $7353106.46    | 0.01%             | 2029-06-02      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GD2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       9380000 | PA      | $4766200.80    | 0.00%             | 2050-10-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GE0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       7215000 | PA      | $5000730.39    | 0.00%             | 2030-06-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GF7<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       1700000 | PA      | $1230373.48    | 0.00%             | 2027-06-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GG5<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       5331000 | PA      | $3675488.92    | 0.00%             | 2031-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GH3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       4729000 | PA      | $2612977.64    | 0.00%             | 2052-12-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GL4<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      11100000 | PA      | $7264182.07    | 0.00%             | 2054-10-17      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GM2<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       8400000 | PA      | $6299210.93    | 0.00%             | 2033-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GN0<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |      17915000 | PA      | $12754132.11   | 0.01%             | 2055-10-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GQ3<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       2600000 | PA      | $1899554.43    | 0.00%             | 2030-06-02      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government of Newfoundland and Labrador                                          | NEWFOUNDLAND                   | CUSIP: 651333GR1<br>LEI: 549300CLWWW48GTPOJ49 | Long             | DBT              | NUSS              | CA        |       4955000 | PA      | $3661536.53    | 0.00%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       4500000 | PA      | $3438929.25    | 0.00%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      10750000 | PA      | $7983792.76    | 0.01%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| North Battleford Power LP                                                        | NORTH BATTLEFORD               | CUSIP: 65746TAA6<br>LEI: 549300IV08NFYQXX8081 | Long             | DBT              | CORP              | CA        |       1405805 | PA      | $1055079.24    | 0.00%             | 2032-12-31      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2700000 | PA      | $1779264.92    | 0.00%             | 2044-07-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        150000 | PA      | $95102.28      | 0.00%             | 2043-02-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5720000 | PA      | $4283128.08    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1721000 | PA      | $1285272.85    | 0.00%             | 2037-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2695000 | PA      | $1987952.91    | 0.00%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3160000 | PA      | $2252303.58    | 0.00%             | 2039-01-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      13630000 | PA      | $9986629.31    | 0.01%             | 2027-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4307000 | PA      | $2994330.98    | 0.00%             | 2035-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      21200000 | PA      | $14872765.69   | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3400000 | PA      | $2050247.68    | 0.00%             | 2051-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| North West Redwater Partnership / NWR Financing Co Ltd                           | NW REDWTR PRT/FI               | CUSIP: 663307AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2218870.10    | 0.00%             | 2054-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                     | NORTHERN COUR                  | CUSIP: 66509CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        621605 | PA      | $434058.99     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Northern Courier Pipeline LP                                                     | NORTHERN COUR                  | CUSIP: 66509CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1096791 | PA      | $772138.67     | 0.00%             | 2042-06-30      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| Government of the Northwest Territories                                          | GOVT OF THE NWT                | CUSIP: 667915AB8<br>LEI: 549300MHKRYWVMMSH566 | Long             | DBT              | NUSS              | CA        |        491000 | PA      | $222637.37     | 0.00%             | 2051-09-29      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co II LP                                          | NORTHWESTERN HYD               | CUSIP: 66815PAA8<br>LEI: 5493009PMN30L0XHJ570 | Long             | DBT              | CORP              | CA        |       2040000 | PA      | $1335002.53    | 0.00%             | 2036-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northwestern Hydro Acquisition Co III LP                                         | NORTHWESTERN HYD               | CUSIP: 66816DAA4<br>LEI: 549300RT75SCBKVO3335 | Long             | DBT              | CORP              | CA        |       2147000 | PA      | $1382077.65    | 0.00%             | 2038-12-31      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                            | NOUVELLE AUTO                  | CUSIP: 66980CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1425264 | PA      | $963831.86     | 0.00%             | 2042-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nouvelle Autoroute 30 Financement Inc                                            | NOUVELLE AUTO                  | CUSIP: 66980CAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2847259 | PA      | $1928793.96    | 0.00%             | 2042-03-31      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AE0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1254000 | PA      | $686511.06     | 0.00%             | 2050-04-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AF7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $916955.84     | 0.00%             | 2032-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 669816AG5<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $601535.10     | 0.00%             | 2053-03-24      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 6698278Z3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       7866000 | PA      | $5681456.58    | 0.00%             | 2042-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827A98<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       5225000 | PA      | $3719302.60    | 0.00%             | 2055-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827EW3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |         12000 | PA      | $10218.78      | 0.00%             | 2031-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FL6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |        981000 | PA      | $816630.01     | 0.00%             | 2033-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FP7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4650000 | PA      | $3531471.23    | 0.00%             | 2035-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FQ5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       9750000 | PA      | $7347093.53    | 0.01%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827FW2<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4150000 | PA      | $3116616.55    | 0.00%             | 2041-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GA9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       8569000 | PA      | $6259126.01    | 0.00%             | 2027-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GB7<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |      10525000 | PA      | $5880810.73    | 0.00%             | 2051-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GC5<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       8313000 | PA      | $5794476.48    | 0.00%             | 2030-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GE1<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       4700000 | PA      | $3269759.91    | 0.00%             | 2031-12-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GG6<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       2700000 | PA      | $2033368.04    | 0.00%             | 2033-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 669827GH4<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       9500000 | PA      | $6954299.33    | 0.00%             | 2054-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA PWR                | CUSIP: 66988ZAU3<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $676741.93     | 0.00%             | 2033-08-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA PWR                | CUSIP: 66988ZAX7<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       2300000 | PA      | $1822902.09    | 0.00%             | 2035-11-14      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA PWR                | CUSIP: 66988ZAZ2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       3112000 | PA      | $2425211.48    | 0.00%             | 2040-06-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBB4<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       2950000 | PA      | $1955759.33    | 0.00%             | 2042-03-06      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBC2<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1211000 | PA      | $831587.24     | 0.00%             | 2043-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBD0<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $421443.34     | 0.00%             | 2045-05-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Nova Scotia Power Inc                                                            | NOVA SCOTIA POWE               | CUSIP: 66988ZBE8<br>LEI: 5XLQXOZXQGDQ492ZD098 | Long             | DBT              | CORP              | CA        |       1614000 | PA      | $935286.00     | 0.00%             | 2049-04-05      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Province of Nova Scotia Canada                                                   | NOVA SCOTIA                    | CUSIP: 66989ZEG9<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              | NUSS              | CA        |       6124000 | PA      | $3540429.41    | 0.00%             | 2062-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Noverco Inc                                                                      | NOVERCO INC                    | CUSIP: 670018AA8<br>LEI: 549300NACR4UD5NDMW24 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1485810.73    | 0.00%             | 2035-01-28      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| OPB Finance Trust                                                                | OPB FINANCE TR                 | CUSIP: 67103MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $668415.28     | 0.00%             | 2042-07-04      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       4340000 | PA      | $3194402.31    | 0.00%             | 2027-10-04      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2204000 | PA      | $1619468.24    | 0.00%             | 2030-06-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3740000 | PA      | $2873787.53    | 0.00%             | 2028-11-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OMERS Realty Corp                                                                | OMERS REALTY CRP               | CUSIP: 68214WAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1017000 | PA      | $785992.57     | 0.00%             | 2031-02-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ontario Electricity Financial Corp                                               | ONTARIO HYDRO                  | CUSIP: 683078FP9<br>LEI: 549300SI5D7OIEG4Y641 | Long             | DBT              | NUSS              | CA        |       1600000 | PA      | $985892.59     | 0.00%             | 2031-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ontario Infrastructure & Lands Corp                                              | ONTARIO INFRA PR               | CUSIP: 683086AA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |        878000 | PA      | $656119.92     | 0.00%             | 2037-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAA9<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       4405000 | PA      | $3245970.19    | 0.00%             | 2027-10-04      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAB7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       2939000 | PA      | $1815250.68    | 0.00%             | 2048-06-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAC5<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1377427.62    | 0.00%             | 2049-01-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAD3<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       3918000 | PA      | $2830683.54    | 0.00%             | 2029-09-13      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAE1<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       1277000 | PA      | $754802.38     | 0.00%             | 2050-09-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAG6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |      20520000 | PA      | $14859517.93   | 0.01%             | 2030-04-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAJ0<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       1743000 | PA      | $901160.45     | 0.00%             | 2051-02-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAK7<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $3078984.94    | 0.00%             | 2032-07-19      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ontario Power Generation Inc                                                     | ONTARIO POWER                  | CUSIP: 68321ZAP6<br>LEI: YDHER8SKF7V7YW8KZB55 | Long             | DBT              | CORP              | CA        |       4500000 | PA      | $3209188.57    | 0.00%             | 2055-03-13      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234B98<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      59443000 | PA      | $44899396.03   | 0.03%             | 2041-06-02      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234KG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       7346000 | PA      | $5677005.68    | 0.00%             | 2027-06-02      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234LJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      27610000 | PA      | $22121466.98   | 0.02%             | 2029-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234NM6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       6367000 | PA      | $5284944.20    | 0.00%             | 2031-06-02      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      50398000 | PA      | $41969125.12   | 0.03%             | 2033-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234VR6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      38998000 | PA      | $32412421.08   | 0.02%             | 2035-06-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234YD4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      41136000 | PA      | $31780891.97   | 0.02%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      29318000 | PA      | $22234653.79   | 0.02%             | 2039-06-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      51495000 | PA      | $33293171.33   | 0.02%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      91775000 | PA      | $57571953.69   | 0.04%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ACY8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      63945000 | PA      | $36280086.77   | 0.02%             | 2046-12-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ADZ4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      54019000 | PA      | $29541733.83   | 0.02%             | 2048-06-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AEE0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      29481000 | PA      | $21651451.06   | 0.01%             | 2027-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAA5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      59773000 | PA      | $32996192.14   | 0.02%             | 2049-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAC1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      50215000 | PA      | $36854601.21   | 0.03%             | 2028-06-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAE7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      56861000 | PA      | $41239815.89   | 0.03%             | 2029-06-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAG2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      59779000 | PA      | $31080969.60   | 0.02%             | 2050-12-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      65829000 | PA      | $46213944.96   | 0.03%             | 2030-06-02      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      97106000 | PA      | $42289160.80   | 0.03%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAM9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       5255000 | PA      | $3775609.28    | 0.00%             | 2027-09-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAN7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      35904000 | PA      | $24205647.62   | 0.02%             | 2030-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAP2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      52612000 | PA      | $36498718.53   | 0.03%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      21996000 | PA      | $15297237.91   | 0.01%             | 2029-11-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAS6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      39380000 | PA      | $19771763.47   | 0.01%             | 2052-12-02      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAT4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      34555000 | PA      | $23878251.64   | 0.02%             | 2031-12-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      95700000 | PA      | $71244051.17   | 0.05%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAV9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      51529000 | PA      | $32624501.31   | 0.02%             | 2053-12-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAW7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      25100000 | PA      | $18672193.69   | 0.01%             | 2028-03-08      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAX5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      16470000 | PA      | $12473468.75   | 0.01%             | 2032-02-02      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      73300000 | PA      | $53936647.64   | 0.04%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZAZ0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      24100000 | PA      | $17869851.49   | 0.01%             | 2028-09-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      64885000 | PA      | $43860019.70   | 0.03%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      26920000 | PA      | $20315752.18   | 0.01%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      16000000 | PA      | $12131157.95   | 0.01%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBE6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      21290000 | PA      | $16035985.04   | 0.01%             | 2029-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      82150000 | PA      | $59919103.86   | 0.04%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      25000000 | PA      | $18352698.13   | 0.01%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBH9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       3200000 | PA      | $2146894.57    | 0.00%             | 2054-10-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBJ5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7319136.45    | 0.01%             | 2034-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      25964000 | PA      | $18682829.29   | 0.01%             | 2035-06-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBM8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      15000000 | PA      | $10868360.51   | 0.01%             | 2030-09-08      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBN6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      36942000 | PA      | $26317558.58   | 0.02%             | 2056-12-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68333ZBP1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      36400000 | PA      | $26754992.84   | 0.02%             | 2035-12-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68334ZAA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      21000000 | PA      | $15283558.36   | 0.01%             | 2036-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68334ZAB2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       9100000 | PA      | $6556580.31    | 0.00%             | 2031-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551DF3<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |        931000 | PA      | $675624.58     | 0.00%             | 2042-07-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551ED7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       4448000 | PA      | $2871053.59    | 0.00%             | 2053-07-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FC8<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       2341000 | PA      | $1279763.79    | 0.00%             | 2048-07-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       2620000 | PA      | $1265837.95    | 0.00%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FH7<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       1384000 | PA      | $906389.63     | 0.00%             | 2052-12-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| City of Ottawa Ontario                                                           | OTTAWA CITY OF                 | CUSIP: 689551FK0<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | NUSS              | CA        |       2350000 | PA      | $1702647.54    | 0.00%             | 2034-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ottawa MacDonald-Cartier International Airport Authority                         | OTTAWA MACDONALD               | CUSIP: 689561AD0<br>LEI: 2549008095NAOCVM4L78 | Long             | DBT              | CORP              | CA        |        600224 | PA      | $399716.29     | 0.00%             | 2045-06-09      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Oxford Properties Group Trust                                                    | OXFORD PROPERTI                | CUSIP: 691915AC6<br>LEI: 2549002TBELYI32ZTO85 | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $4716069.53    | 0.00%             | 2030-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAN2<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       6428000 | PA      | $4529512.78    | 0.00%             | 2030-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAQ5<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       7700000 | PA      | $5510757.38    | 0.00%             | 2028-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: 69363TAS1<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |       9500000 | PA      | $7104429.90    | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | PACIFIC LIFE GF                | CUSIP: 69448TAE1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |       2500000 | PA      | $1845551.96    | 0.00%             | 2032-07-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464DQ5<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |       3419000 | PA      | $2659475.33    | 0.00%             | 2040-06-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464EQ4<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |        700000 | PA      | $530734.30     | 0.00%             | 2033-12-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of Peel Ontario                                            | PEEL REG ONTARIO               | CUSIP: 705464JM8<br>LEI: 2549003LRU44O50JKS66 | Long             | DBT              | NUSS              | CA        |       2500000 | PA      | $1809866.75    | 0.00%             | 2035-06-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAC5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       3475000 | PA      | $2411078.74    | 0.00%             | 2043-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAF8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       2100000 | PA      | $1558350.27    | 0.00%             | 2027-06-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAJ0<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       2577000 | PA      | $1751193.82    | 0.00%             | 2047-01-21      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAL5<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      10856000 | PA      | $7348053.05    | 0.01%             | 2048-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAM3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |        146000 | PA      | $107272.71     | 0.00%             | 2029-04-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAN1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       3244000 | PA      | $2119760.26    | 0.00%             | 2049-04-03      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAQ4<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $4713590.31    | 0.00%             | 2030-02-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAR2<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       1872000 | PA      | $1240954.29    | 0.00%             | 2050-05-28      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAT8<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2247905.95    | 0.00%             | 2051-12-10      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAW1<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       5930000 | PA      | $4578659.37    | 0.00%             | 2034-01-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                                            | PEMBINA PIPELINE               | CUSIP: 70632ZAY7<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3869928.59    | 0.00%             | 2033-06-28      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Plenary Properties LTAP LP                                                       | PLENARY PROPERTI               | CUSIP: 72908VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2248742 | PA      | $1858602.02    | 0.00%             | 2044-01-31      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Plenary Health Care Partnerships Humber LP                                       | PLENARY HLTH HUM               | CUSIP: 72908WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1114828 | PA      | $834947.75     | 0.00%             | 2039-05-31      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Plenary Health Bridgepoint LP                                                    | PLENARY HEALTH B               | CUSIP: 72909AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        791464 | PA      | $692089.12     | 0.00%             | 2042-08-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PLENARY PCL HEALTH HIEP                                                          | PLENARY PCL                    | CUSIP: 72909UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       6812000 | PA      | $4803416.59    | 0.00%             | 2060-06-30      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                             | POWER CORP                     | CUSIP: 739239AD3<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $781392.59     | 0.00%             | 2047-01-31      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Power Corp of Canada                                                             | POWER CORP                     | CUSIP: 739239AE1<br>LEI: 549300BE2CB8T87IJV50 | Long             | DBT              | CORP              | CA        |       1664000 | PA      | $1120918.72    | 0.00%             | 2048-07-27      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Power Financial Corp                                                             | POWER FINANCIAL                | CUSIP: 73927CAB6<br>LEI: 549300RD0SS3HPUKXF62 | Long             | DBT              | CORP              | CA        |        615000 | PA      | $517431.30     | 0.00%             | 2033-03-11      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666CW9<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |        800000 | PA      | $589083.11     | 0.00%             | 2041-05-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666CX7<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       1284000 | PA      | $840378.12     | 0.00%             | 2042-06-27      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666CY5<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       1467000 | PA      | $877624.88     | 0.00%             | 2053-01-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666DB4<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       1261000 | PA      | $632899.27     | 0.00%             | 2051-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Prince Edward Island Canada                                          | PRINCE EDWARD IS               | CUSIP: 741666DH1<br>LEI: 549300L826JG01X2QH35 | Long             | DBT              | NUSS              | CA        |       4150000 | PA      | $3025322.05    | 0.00%             | 2030-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Primaris Real Estate Investment Trust                                            | PRIMARIS REAL ES               | CUSIP: 74167KAD1<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              | CORP              | CA        |       1440000 | PA      | $1132896.08    | 0.00%             | 2029-06-30      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Primaris Real Estate Investment Trust                                            | PRIMARIS REAL ES               | CUSIP: 74167KAG4<br>LEI: 549300WUM45OXSEVOT03 | Long             | DBT              | CORP              | CA        |       2800000 | PA      | $2147320.18    | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCD1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       2100000 | PA      | $1627888.74    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCL3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       3295000 | PA      | $2489281.72    | 0.00%             | 2029-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |        950000 | PA      | $695216.62     | 0.00%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCS8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      26975000 | PA      | $19277957.26   | 0.01%             | 2032-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QJ5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       7135000 | PA      | $5716108.06    | 0.00%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QT3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      14564000 | PA      | $12256731.53   | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      17009000 | PA      | $14196115.73   | 0.01%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZDK6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      20857000 | PA      | $16315271.75   | 0.01%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEF6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      38304000 | PA      | $29622695.26   | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEK5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      34692000 | PA      | $24435649.30   | 0.02%             | 2043-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZER0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      32794000 | PA      | $20441565.97   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZEW9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      66071000 | PA      | $40138009.68   | 0.03%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFB4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       8554000 | PA      | $6282023.97    | 0.00%             | 2027-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFD0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      23350000 | PA      | $17058079.63   | 0.01%             | 2028-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFE8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      61855000 | PA      | $34421784.97   | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFF5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      34778000 | PA      | $24880614.15   | 0.02%             | 2029-09-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFG3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      46050000 | PA      | $31936270.82   | 0.02%             | 2030-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFH1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      47164000 | PA      | $31386644.62   | 0.02%             | 2031-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFL2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      60283000 | PA      | $31536190.38   | 0.02%             | 2053-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFM0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       2300000 | PA      | $1592444.58    | 0.00%             | 2031-05-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      74735000 | PA      | $53944376.07   | 0.04%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      86000000 | PA      | $60071963.93   | 0.04%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFR9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       6400000 | PA      | $4790873.63    | 0.00%             | 2032-11-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      75300000 | PA      | $55018664.13   | 0.04%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      47600000 | PA      | $36689982.58   | 0.03%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      40000000 | PA      | $27009548.35   | 0.02%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      43250000 | PA      | $31906929.31   | 0.02%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                      | RELIANCE LP                    | CUSIP: 759480AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       2187000 | PA      | $1590106.38    | 0.00%             | 2027-12-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Reliance LP                                                                      | RELIANCE LP                    | CUSIP: 759480AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1704000 | PA      | $1227292.72    | 0.00%             | 2028-08-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BH5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       1776000 | PA      | $1278779.88    | 0.00%             | 2028-11-08      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BK8<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $604665.42     | 0.00%             | 2027-10-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BL6<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       2200000 | PA      | $1717654.76    | 0.00%             | 2029-10-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BN2<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2309840.10    | 0.00%             | 2030-03-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BQ5<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1543660.03    | 0.00%             | 2031-03-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BR3<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       2400000 | PA      | $1782868.98    | 0.00%             | 2031-10-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                              | RIOCAN REIT                    | CUSIP: 766910BS1<br>LEI: 549300S8HVUSEU3JBY60 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2590404.02    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AP6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       1891000 | PA      | $1599129.75    | 0.00%             | 2039-11-04      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AQ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       3650000 | PA      | $2937166.70    | 0.00%             | 2040-08-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AT8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       1698000 | PA      | $1425165.46    | 0.00%             | 2041-03-22      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BT7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        362000 | PA      | $266427.98     | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BV2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      15949000 | PA      | $11754777.58   | 0.01%             | 2032-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BX8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7199616.45    | 0.00%             | 2052-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CP4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |         64000 | PA      | $47873.17      | 0.00%             | 2028-11-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CQ2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |        700000 | PA      | $506318.11     | 0.00%             | 2029-12-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CV1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       7590000 | PA      | $5835527.38    | 0.00%             | 2028-09-21      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DA6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       3370000 | PA      | $2699144.36    | 0.00%             | 2033-09-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926DK7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      11840000 | PA      | $8809378.39    | 0.01%             | 2035-10-17      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926FY5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      35000000 | PA      | $25818531.31   | 0.02%             | 2028-12-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926QX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       8000000 | PA      | $5922400.56    | 0.00%             | 2031-07-22      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926QY3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      27000000 | PA      | $19805288.62   | 0.01%             | 2029-06-12      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 779926WF7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      12000000 | PA      | $8830819.74    | 0.01%             | 2031-12-09      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 7800867G3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      14670000 | PA      | $11083612.40   | 0.01%             | 2034-08-08      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086UL6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      19600000 | PA      | $14370156.97   | 0.01%             | 2032-05-03      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086WG5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      17000000 | PA      | $12763876.84   | 0.01%             | 2028-01-17      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780086XL3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      34199000 | PA      | $25726087.29   | 0.02%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| McGill University                                                                | MCGILL UNIVERS                 | CUSIP: 78032C8Y0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        169000 | PA      | $105468.69     | 0.00%             | 2056-01-29      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| McGill University                                                                | MCGILL UNIVERS                 | CUSIP: 78032CDA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         16000 | PA      | $13368.25      | 0.00%             | 2042-09-22      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Royal Office Finance LP                                                          | ROYAL OFFICE FIN               | CUSIP: 780632AA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       5225995 | PA      | $4090710.58    | 0.00%             | 2037-11-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SEC LP & Arci Ltd                                                                | SEC LP AND ARCI                | CUSIP: 784103AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1514567 | PA      | $1100511.00    | 0.00%             | 2033-08-29      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| SSL Finance Inc                                                                  | SSL FIN/FNCMT IN               | CUSIP: 78468QAA1<br>LEI: 549300IYS16MVT3XST19 | Long             | DBT              | CORP              | CA        |       1234653 | PA      | $841854.10     | 0.00%             | 2045-10-31      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sagen MI Canada Inc                                                              | SAGEN MI CANADA                | CUSIP: 786688AA9<br>LEI: 549300YDFEOS1DI1X211 | Long             | DBT              | CORP              | CA        |       1800000 | PA      | $1256757.39    | 0.00%             | 2031-03-05      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAG4<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       7790000 | PA      | $5669688.00    | 0.00%             | 2027-06-16      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAK5<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $617209.23     | 0.00%             | 2029-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saputo Inc                                                                       | SAPUTO INC                     | CUSIP: 80310ZAM1<br>LEI: 549300HH4U1DPY0TBT90 | Long             | DBT              | CORP              | CA        |       3820000 | PA      | $2993488.22    | 0.00%             | 2030-11-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854GY8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       2939000 | PA      | $2313143.92    | 0.00%             | 2029-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854HN1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |        259000 | PA      | $217716.96     | 0.00%             | 2031-09-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JA7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |        140000 | PA      | $116918.64     | 0.00%             | 2033-09-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JJ8<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       7561000 | PA      | $5988753.97    | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JU3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       6816000 | PA      | $4561964.08    | 0.00%             | 2045-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854JX7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       3359000 | PA      | $2114162.04    | 0.00%             | 2054-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KA5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      10666000 | PA      | $5887785.90    | 0.00%             | 2046-12-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KC1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       8685000 | PA      | $5184742.64    | 0.00%             | 2048-06-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KE7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       6898000 | PA      | $5067924.82    | 0.00%             | 2027-06-02      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KG2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       1872000 | PA      | $990540.69     | 0.00%             | 2058-06-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KH0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      13142000 | PA      | $7492101.96    | 0.01%             | 2050-06-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KJ6<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       4240000 | PA      | $2994520.64    | 0.00%             | 2030-06-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KN7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       7105000 | PA      | $3749824.26    | 0.00%             | 2052-12-02      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KP2<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       7585000 | PA      | $5263050.22    | 0.00%             | 2031-06-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KU1<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       8700000 | PA      | $6508954.62    | 0.00%             | 2033-06-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KV9<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      12700000 | PA      | $8671982.79    | 0.01%             | 2054-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $5101655.24    | 0.00%             | 2035-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KY3<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7075454.78    | 0.00%             | 2056-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Scotiabank Capital Trust                                                         | SCOTIABANK CAP                 | CUSIP: 80928BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1933000 | PA      | $1493129.40    | 0.00%             | 2056-12-31      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Simon Fraser University                                                          | SIMON FRASER UNI               | CUSIP: 82878RAA5<br>LEI: 549300IAI10BUO5D4Y86 | Long             | DBT              | CORP              | CA        |        160000 | PA      | $124547.59     | 0.00%             | 2043-06-10      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAH1<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       2450000 | PA      | $1808588.07    | 0.00%             | 2027-12-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAK4<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |        684000 | PA      | $493299.83     | 0.00%             | 2029-12-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAL2<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1468271.36    | 0.00%             | 2027-06-11      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAM0<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |        981000 | PA      | $702585.79     | 0.00%             | 2030-12-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAP3<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       1274000 | PA      | $903307.69     | 0.00%             | 2028-12-18      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                                        | SMARTCENTRS REIT               | CUSIP: 83179XAR9<br>LEI: 549300HKEP2IYWZ14H97 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $912534.83     | 0.00%             | 2030-08-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI               | CUSIP: 836720AB8<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $1865277.91    | 0.00%             | 2032-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                   | SOUTH BOW CANADI               | CUSIP: 836720AC6<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $3732950.64    | 0.00%             | 2035-02-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAD9<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |        500000 | PA      | $352246.25     | 0.00%             | 2044-06-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAF4<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       4601000 | PA      | $2601342.77    | 0.00%             | 2048-11-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAG2<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       1300000 | PA      | $959646.15     | 0.00%             | 2028-11-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAH0<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |        486000 | PA      | $245615.56     | 0.00%             | 2050-10-29      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAJ6<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       1000000 | PA      | $690503.04     | 0.00%             | 2030-07-03      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| South Coast British Columbia Transportation Authority                            | TRANSLINK                      | CUSIP: 83740TAK3<br>LEI: 5493004X8NYYAND33669 | Long             | DBT              | NUSS              | CA        |       4700000 | PA      | $3048650.06    | 0.00%             | 2053-12-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                                                      | STANTEC INC                    | CUSIP: 85472NAD1<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $772978.54     | 0.00%             | 2030-06-27      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Stella-Jones Inc                                                                 | STELLA-JONES                   | CUSIP: 85853FAB1<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | DBT              | CORP              | CA        |       3715000 | PA      | $2741692.97    | 0.00%             | 2031-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 866796AD7<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       2377000 | PA      | $1822171.44    | 0.00%             | 2042-05-29      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sun Life Capital Trust                                                           | SUN LIFE CAP TR                | CUSIP: 86679QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        900000 | PA      | $740798.23     | 0.00%             | 2052-06-30      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAM8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      28995000 | PA      | $21185650.83   | 0.01%             | 2032-05-10      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAN6<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       5200000 | PA      | $3569744.59    | 0.00%             | 2035-10-01      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAQ9<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |      23881000 | PA      | $17204847.43   | 0.01%             | 2033-11-21      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAS5<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       3100000 | PA      | $2346603.81    | 0.00%             | 2034-08-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAT3<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       2750000 | PA      | $2141377.74    | 0.00%             | 2035-07-04      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAU0<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2307639.93    | 0.00%             | 2036-05-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Sun Life Financial Inc                                                           | SUN LIFE FINANCI               | CUSIP: 86682ZAV8<br>LEI: 549300V040JZX5S66Z78 | Long             | DBT              | CORP              | CA        |       3060000 | PA      | $2230109.35    | 0.00%             | 2037-09-13      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAN9<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |       1113000 | PA      | $727369.90     | 0.00%             | 2046-09-13      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 86721ZAR0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |       1678000 | PA      | $1007604.56    | 0.00%             | 2051-03-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TCHC Issuer Trust                                                                | TCHC ISSUER TRUS               | CUSIP: 87228VAB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |       1018000 | PA      | $801778.63     | 0.00%             | 2040-02-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAF2<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $548938.46     | 0.00%             | 2031-02-12      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAH8<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2682460.45    | 0.00%             | 2032-02-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TMX Group Ltd                                                                    | TMX GROUP LTD                  | CUSIP: 87262KAJ4<br>LEI: 549300N65GFVKSHGJW59 | Long             | DBT              | CORP              | CA        |       4100000 | PA      | $3159021.70    | 0.00%             | 2034-02-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBG7<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       9701000 | PA      | $7152506.20    | 0.00%             | 2028-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBQ5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       2939000 | PA      | $2123596.11    | 0.00%             | 2028-01-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBY8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       6350000 | PA      | $4825411.91    | 0.00%             | 2052-09-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBZ5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1144456.77    | 0.00%             | 2029-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCA9<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      13850000 | PA      | $10540212.48   | 0.01%             | 2033-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCC5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1589569.40    | 0.00%             | 2033-09-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCD3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1582753.34    | 0.00%             | 2053-09-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCE1<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       5433000 | PA      | $4106299.27    | 0.00%             | 2028-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MCG6<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $764847.57     | 0.00%             | 2034-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                              | TERANET HOLDINGS               | CUSIP: 880789AC6<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |       1663000 | PA      | $1245797.03    | 0.00%             | 2040-12-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teranet Holdings LP                                                              | TERANET HOLDINGS               | CUSIP: 880789AN2<br>LEI: 549300WKILNGLP1C7131 | Long             | DBT              | CORP              | CA        |       1802000 | PA      | $1396548.47    | 0.00%             | 2041-06-17      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88078ZAB0<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       4898000 | PA      | $4105465.12    | 0.00%             | 2034-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88078ZAC8<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       1600000 | PA      | $1303601.93    | 0.00%             | 2035-02-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FortisBC Energy Inc                                                              | TERASEN GAS INC                | CUSIP: 88100BAA7<br>LEI: JSP0TNC596XKLBPR0Y26 | Long             | DBT              | CORP              | CA        |       6948000 | PA      | $5690359.57    | 0.00%             | 2038-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                                          | TOROMONT INDS                  | CUSIP: 891102AE5<br>LEI: 5493008W5EPRSLQ0B737 | Long             | DBT              | CORP              | CA        |       2277000 | PA      | $1684816.39    | 0.00%             | 2027-10-27      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116C3S4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      52450000 | PA      | $38161629.19   | 0.03%             | 2031-09-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CFF9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       8420000 | PA      | $6415377.36    | 0.00%             | 2034-04-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CMX2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $2222139.21    | 0.00%             | 2035-02-01      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CQ34<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      14000000 | PA      | $10309136.82   | 0.01%             | 2031-05-29      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CST5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $2966748.78    | 0.00%             | 2030-10-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CSU2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $4817521.88    | 0.00%             | 2035-10-31      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116WDV2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       8800000 | PA      | $6452717.02    | 0.00%             | 2032-04-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117F7G8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      20936000 | PA      | $15566268.57   | 0.01%             | 2027-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117F7H6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       6850000 | PA      | $5185630.29    | 0.00%             | 2027-10-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117FA33<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       1100000 | PA      | $790238.27     | 0.00%             | 2028-03-08      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117GRJ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       1500000 | PA      | $1134075.20    | 0.00%             | 2029-01-08      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117GTQ0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      10400000 | PA      | $7784662.04    | 0.01%             | 2028-01-18      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89117GX51<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $7680519.75    | 0.01%             | 2028-09-08      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAC7<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |        652000 | PA      | $521298.47     | 0.00%             | 2040-05-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAH6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |        684000 | PA      | $423634.15     | 0.00%             | 2045-07-28      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAK9<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       2497000 | PA      | $1496606.04    | 0.00%             | 2048-02-28      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAN3<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       4400000 | PA      | $2987695.07    | 0.00%             | 2030-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAQ6<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       1103000 | PA      | $619370.21     | 0.00%             | 2051-10-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Toronto Hydro Corp                                                               | TORONTO HYDRO                  | CUSIP: 89119ZAR4<br>LEI: 254900HUNKW9WEYT4J58 | Long             | DBT              | CORP              | CA        |       1800000 | PA      | $1332006.76    | 0.00%             | 2052-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DC3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       4899000 | PA      | $3840607.90    | 0.00%             | 2040-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DF6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       3240000 | PA      | $2151099.05    | 0.00%             | 2042-12-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DH2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2415000 | PA      | $1645955.80    | 0.00%             | 2044-03-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DL3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1662000 | PA      | $1127527.43    | 0.00%             | 2035-04-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DM1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       5000000 | PA      | $3524836.75    | 0.00%             | 2036-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DP4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1960000 | PA      | $1146108.47    | 0.00%             | 2046-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DQ2<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2484000 | PA      | $1820302.12    | 0.00%             | 2027-06-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DU3<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2898000 | PA      | $1508555.84    | 0.00%             | 2049-11-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DW9<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2873000 | PA      | $1586312.46    | 0.00%             | 2040-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288DY5<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |        500000 | PA      | $296186.88     | 0.00%             | 2041-11-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EB4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |      12084000 | PA      | $8144740.55    | 0.01%             | 2052-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288ED0<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       8100000 | PA      | $5620493.61    | 0.00%             | 2042-12-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EE8<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1500000 | PA      | $1144535.28    | 0.00%             | 2033-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EH1<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1050000 | PA      | $739614.41     | 0.00%             | 2054-10-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EJ7<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       2300000 | PA      | $1746185.87    | 0.00%             | 2034-12-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of Toronto Canada                                                           | CITY OF TORONTO                | CUSIP: 891288EK4<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | NUSS              | CA        |       1500000 | PA      | $1047189.72    | 0.00%             | 2055-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BV4<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1505173.34    | 0.00%             | 2029-03-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BY8<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1492290.50    | 0.00%             | 2027-06-28      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Toyota Credit Canada Inc                                                         | TOYOTA CRED CAN                | CUSIP: 892329BZ5<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |      20630000 | PA      | $15225216.42   | 0.01%             | 2027-10-04      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZBE7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       2211000 | PA      | $1706259.47    | 0.00%             | 2028-05-26      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZBU1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |         24000 | PA      | $22449.69      | 0.00%             | 2039-02-17      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZBZ0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       2341000 | PA      | $1523279.49    | 0.00%             | 2046-06-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCA4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       2575000 | PA      | $1891136.80    | 0.00%             | 2028-03-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCB2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       6504000 | PA      | $4189532.68    | 0.00%             | 2047-09-16      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCC0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       4847000 | PA      | $3037823.85    | 0.00%             | 2048-07-03      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCD8<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       1590000 | PA      | $1013262.69    | 0.00%             | 2049-10-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCE6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       1175000 | PA      | $848900.07     | 0.00%             | 2029-09-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCL0<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       1200000 | PA      | $950947.02     | 0.00%             | 2052-05-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCN6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       3100000 | PA      | $2402606.69    | 0.00%             | 2030-07-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCQ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      17150000 | PA      | $12682533.26   | 0.01%             | 2035-02-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89353ZCR7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      15000000 | PA      | $10652514.45   | 0.01%             | 2055-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: 89400PAJ2<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |        787000 | PA      | $586939.89     | 0.00%             | 2028-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Trillium Health Partners Volunteers                                              | TRILLIUM HEALTH                | CUSIP: 89620LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        635000 | PA      | $369128.18     | 0.00%             | 2058-12-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Trillium Windpower LP                                                            | TRILLIUM WIND LP               | CUSIP: 89620MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        213106 | PA      | $162800.69     | 0.00%             | 2033-02-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Trillium M Project Co General Partnership                                        | TRILLIUM M PROJ                | CUSIP: 89624QAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       6115000 | PA      | $4480153.27    | 0.00%             | 2062-10-31      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAD2<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       7747000 | PA      | $5246628.73    | 0.00%             | 2044-06-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAP5<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1550000 | PA      | $1226481.85    | 0.00%             | 2036-09-11      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAT7<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       4500000 | PA      | $3458129.50    | 0.00%             | 2040-07-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAU4<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       3700000 | PA      | $2747197.77    | 0.00%             | 2041-06-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAW0<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1471000 | PA      | $930600.72     | 0.00%             | 2046-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Gas Inc                                                                 | UNION GAS LTD                  | CUSIP: 90664ZAY6<br>LEI: 5493008F8CJ4MIYYVW73 | Long             | DBT              | CORP              | CA        |       1183000 | PA      | $716243.07     | 0.00%             | 2047-11-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| University of Ottawa                                                             | UNIV OF OTTAWA                 | CUSIP: 914771AA8<br>LEI: 549300MK3DYR7A7TME46 | Long             | DBT              | CORP              | CA        |        800000 | PA      | $673785.75     | 0.00%             | 2043-04-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| University of Ottawa                                                             | UNIV OF OTTAWA                 | CUSIP: 914771AC4<br>LEI: 549300MK3DYR7A7TME46 | Long             | DBT              | CORP              | CA        |       1811000 | PA      | $832416.71     | 0.00%             | 2060-02-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| VW Credit Canada Inc                                                             | VW CREDIT CANADA               | CUSIP: 918423BC7<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1523500.42    | 0.00%             | 2027-11-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| City of Vancouver                                                                | VANCOUVER CITY                 | CUSIP: 921577RF1<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | NUSS              | CA        |        628000 | PA      | $380495.23     | 0.00%             | 2052-10-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        626000 | PA      | $406408.92     | 0.00%             | 2045-11-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1000000 | PA      | $619725.92     | 0.00%             | 2048-11-23      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1026000 | PA      | $550985.15     | 0.00%             | 2049-10-18      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Vancouver Airport Authority                                                      | VANCOUVER AIRPRT               | CUSIP: 92157WAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       1678000 | PA      | $880111.89     | 0.00%             | 2050-09-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ventas Canada Finance Ltd                                                        | VENTAS CANADA FI               | CUSIP: 92277LAK2<br>LEI: 549300DAU6CCV22N5X51 | Long             | DBT              | CORP              | CA        |       1171000 | PA      | $890415.95     | 0.00%             | 2029-03-05      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $2102731.55    | 0.00%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFY5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      21223000 | PA      | $15299360.48   | 0.01%             | 2028-03-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                    | VIDEOTRON LTD                  | CUSIP: 92660FAR5<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      10500000 | PA      | $7932698.02    | 0.01%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Videotron Ltd                                                                    | VIDEOTRON LTD                  | CUSIP: 92660FAU8<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      17500000 | PA      | $12621637.46   | 0.01%             | 2032-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAA1<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       2079000 | PA      | $1497943.11    | 0.00%             | 2028-04-19      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAB9<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       3400000 | PA      | $2652926.12    | 0.00%             | 2030-11-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAD5<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $5206612.73    | 0.00%             | 2034-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                   | WSP GLOBAL INC                 | CUSIP: 92938WAF0<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |      14980000 | PA      | $10817939.86   | 0.01%             | 2036-01-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746TJ0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       6275000 | PA      | $4697820.20    | 0.00%             | 2028-04-26      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Original Wempi Inc                                                               | ORIGINAL WEMPI                 | CUSIP: 952637AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3500000 | PA      | $2698648.54    | 0.00%             | 2027-10-04      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Westcoast Energy Inc                                                             | WESTCOAST ENERGY               | CUSIP: 95751ZAN3<br>LEI: 2X3624VST50Z5U73GU35 | Long             | DBT              | CORP              | CA        |       1885000 | PA      | $1321096.01    | 0.00%             | 2041-10-28      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| University of Western Ontario/The                                                | UNIV OF WESTERN                | CUSIP: 959070AA1<br>LEI: 549300LB21L42P0HSR70 | Long             | DBT              | CORP              | CA        |         47000 | PA      | $33092.01      | 0.00%             | 2047-05-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| George Weston Ltd                                                                | WESTON (GEORGE)                | CUSIP: 9611488Z9<br>LEI: 549300FAHC3L1QKNT280 | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $1486441.05    | 0.00%             | 2029-09-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                          | WINNIPEG CANADA                | CUSIP: 975026HB4<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |       2537000 | PA      | $1700870.28    | 0.00%             | 2051-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| City of Winnipeg Canada                                                          | WINNIPEG CANADA                | CUSIP: 975026HC2<br>LEI: 549300EMTXVHLF48QI47 | Long             | DBT              | NUSS              | CA        |       1240000 | PA      | $832347.77     | 0.00%             | 2045-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQT6<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       2135000 | PA      | $1606678.54    | 0.00%             | 2032-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQU3<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       1519000 | PA      | $1105243.01    | 0.00%             | 2033-05-13      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQW9<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       3427000 | PA      | $2554782.77    | 0.00%             | 2034-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CQZ2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |          2000 | PA      | $1464.17       | 0.00%             | 2027-06-09      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CRB4<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       1453000 | PA      | $1008949.36    | 0.00%             | 2030-05-27      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Regional Municipality of York                                                    | REG MUNI OF YORK               | CUSIP: 98704CRC2<br>LEI: 5493009S3CM37R37M402 | Long             | DBT              | NUSS              | CA        |       1954000 | PA      | $1360590.76    | 0.00%             | 2031-06-22      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| York University                                                                  | YORK UNIVERSITY                | CUSIP: 987172AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        846000 | PA      | $723160.31     | 0.00%             | 2042-03-07      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      12556000 | PA      | $8958265.78    | 0.01%             | 2028-06-09      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |       7000000 | PA      | $5324206.13    | 0.00%             | 2030-12-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |       4000000 | PA      | $2900809.36    | 0.00%             | 2034-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |       6080000 | PA      | $4346787.09    | 0.00%             | 2035-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mountain View Partners GP                                                        | MOUNTAIN VIEW PT               | CUSIP: N/A<br>LEI: 5493000LE2PFR6X4RR93       | Long             | DBT              | CORP              | CA        |         29663 | PA      | $18725.98      | 0.00%             | 2051-03-31      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |       5105000 | PA      | $3678457.01    | 0.00%             | 2029-05-14      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |       3003000 | PA      | $2182809.92    | 0.00%             | 2027-04-21      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       4000000 | PA      | $3022464.61    | 0.00%             | 2029-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       4500000 | PA      | $3405922.74    | 0.00%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |       3500000 | PA      | $2452916.26    | 0.00%             | 2032-03-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      13900000 | PA      | $10528505.80   | 0.01%             | 2033-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $7675821.40    | 0.01%             | 2030-12-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |      14500000 | PA      | $9909833.84    | 0.01%             | 2055-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       2491000 | PA      | $1788425.77    | 0.00%             | 2029-07-13      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1073008.58    | 0.00%             | 2032-08-26      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       1537000 | PA      | $1114618.91    | 0.00%             | 2030-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       1605000 | PA      | $1151945.37    | 0.00%             | 2029-08-21      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       8970000 | PA      | $6393245.58    | 0.00%             | 2029-01-26      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       9163000 | PA      | $20127306.12   | 0.01%             | 2049-01-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      10088000 | PA      | $15721979.19   | 0.01%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial   | EUROFIMA                       | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              | CORP              | N/A       |       5000000 | PA      | $6940982.27    | 0.00%             | 2030-02-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: N/A<br>LEI: 5299000OVRLMF858L016       | Long             | DBT              | CORP              | AT        |       8210000 | PA      | $11405070.16   | 0.01%             | 2030-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| City of Zurich Switzerland                                                       | CITY OF ZURICH                 | CUSIP: BVN077GR7<br>LEI: 50670000BEWAL237A323 | Long             | DBT              | NUSS              | CH        |      15000000 | PA      | $22049721.64   | 0.02%             | 2036-03-10      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      11013000 | PA      | $16945103.44   | 0.01%             | 2036-03-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5495000 | PA      | $8581568.26    | 0.01%             | 2036-06-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      24407000 | PA      | $32355369.85   | 0.02%             | 2027-06-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6984744.35    | 0.00%             | 2032-08-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      13275000 | PA      | $18049122.22   | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $19998602.42   | 0.01%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      25000000 | PA      | $34928953.09   | 0.02%             | 2031-02-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      43611000 | PA      | $61376481.00   | 0.04%             | 2031-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      20126000 | PA      | $29352519.81   | 0.02%             | 2042-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6514633.65    | 0.00%             | 2028-01-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6748672.81    | 0.00%             | 2040-02-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: EJ0125355<br>LEI: 506700UV219R323PYU70 | Long             | DBT              | NUSS              | CH        |        790000 | PA      | $1060806.86    | 0.00%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $9810274.52    | 0.01%             | 2028-04-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      23740000 | PA      | $31270011.40   | 0.02%             | 2029-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       8575000 | PA      | $11536046.77   | 0.01%             | 2033-08-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1293955.68    | 0.00%             | 2029-09-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |       1475000 | PA      | $1961269.38    | 0.00%             | 2032-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1312876.85    | 0.00%             | 2030-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |       4900000 | PA      | $7082049.93    | 0.00%             | 2038-07-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       2351000 | PA      | $4514129.12    | 0.00%             | 2064-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      28348000 | PA      | $36674221.39   | 0.03%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      22657000 | PA      | $28297295.37   | 0.02%             | 2058-05-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canton of Vaud                                                                   | CANTON OF WAADT                | CUSIP: N/A<br>LEI: 506700E81244S7B58Q98       | Long             | DBT              | NUSS              | CH        |       4365000 | PA      | $6103756.00    | 0.00%             | 2033-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |       1745000 | PA      | $2311514.75    | 0.00%             | 2029-07-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                       | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       8135000 | PA      | $10908114.11   | 0.01%             | 2034-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3314663.17    | 0.00%             | 2040-12-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3178345.08    | 0.00%             | 2028-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                      | NOVARTIS AG                    | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | DBT              | CORP              | CH        |       6355000 | PA      | $8123026.31    | 0.01%             | 2029-11-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                      | NOVARTIS AG                    | CUSIP: EK7344915<br>LEI: 5493007HIVTX6SY6XD66 | Long             | DBT              | CORP              | CH        |       3000000 | PA      | $3847202.92    | 0.00%             | 2035-05-11      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Canton of Solothurn                                                              | CANTON SOLOTHURN               | CUSIP: N/A<br>LEI: 894500774THBEXVXPT47       | Long             | DBT              | NUSS              | CH        |      10000000 | PA      | $12715150.70   | 0.01%             | 2045-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: N/A<br>LEI: HWUPKR0MPOU8FGXBT394       | Long             | DBT              | CORP              | US        |       2700000 | PA      | $3452994.36    | 0.00%             | 2030-02-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       3920000 | PA      | $5022875.83    | 0.00%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |        985000 | PA      | $1260260.32    | 0.00%             | 2035-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canton of Basel-Landschaft                                                       | CANTON BASLE-LND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       5000000 | PA      | $6428649.77    | 0.00%             | 2040-03-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: EK7852644<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      11760000 | PA      | $15076906.98   | 0.01%             | 2029-07-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      12455000 | PA      | $15786474.59   | 0.01%             | 2033-04-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3130967.53    | 0.00%             | 2030-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: EK9143240<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       2700000 | PA      | $3416313.61    | 0.00%             | 2037-06-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6226797.21    | 0.00%             | 2045-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       3680000 | PA      | $4787460.29    | 0.00%             | 2032-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1720000 | PA      | $2194420.18    | 0.00%             | 2031-05-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: UV9446187<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       7500000 | PA      | $9675472.26    | 0.01%             | 2028-10-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7355000 | PA      | $9397355.53    | 0.01%             | 2029-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      12500000 | PA      | $15841145.13   | 0.01%             | 2034-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       8575000 | PA      | $10904327.11   | 0.01%             | 2030-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       1365000 | PA      | $1740549.09    | 0.00%             | 2028-02-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      16370000 | PA      | $20313641.63   | 0.01%             | 2035-12-11      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |       2455000 | PA      | $3006575.84    | 0.00%             | 2036-04-28      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       3680000 | PA      | $4623177.86    | 0.00%             | 2031-06-06      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      13720000 | PA      | $17410398.17   | 0.01%             | 2028-09-06      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7455000 | PA      | $9205365.50    | 0.01%             | 2035-10-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |       1470000 | PA      | $1721005.11    | 0.00%             | 2046-07-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4065000 | PA      | $4761627.12    | 0.00%             | 2039-07-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1400000 | PA      | $1630745.48    | 0.00%             | 2038-08-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4535000 | PA      | $5633510.09    | 0.00%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      15230000 | PA      | $18916248.66   | 0.01%             | 2031-09-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $12305888.53   | 0.01%             | 2032-09-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: QZ6982248<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       1990000 | PA      | $2368722.71    | 0.00%             | 2036-10-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      10062000 | PA      | $12511438.63   | 0.01%             | 2055-05-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      31243000 | PA      | $39107083.23   | 0.03%             | 2045-06-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       6954000 | PA      | $9005357.47    | 0.01%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1965000 | PA      | $2426915.21    | 0.00%             | 2037-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      14000000 | PA      | $17696422.86   | 0.01%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Basler Kantonalbank                                                              | BASLER KANTNALBK               | CUSIP: N/A<br>LEI: HV5W8PGLJ127N2SFSM23       | Long             | DBT              | CORP              | CH        |       2210000 | PA      | $2824528.50    | 0.00%             | 2027-06-22      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: AM9430621<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      22000000 | PA      | $28074748.06   | 0.02%             | 2029-10-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $12539701.80   | 0.01%             | 2035-01-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       5515000 | PA      | $6976233.25    | 0.00%             | 2029-06-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $12745042.55   | 0.01%             | 2028-01-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $6221072.23    | 0.00%             | 2033-02-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $12766908.56   | 0.01%             | 2027-10-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $10221198.69   | 0.01%             | 2028-06-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4655000 | PA      | $5927302.92    | 0.00%             | 2031-01-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: AX3104962<br>LEI: 506700TO413KE9G6WX83 | Long             | DBT              | CORP              | CH        |      12315000 | PA      | $15651139.57   | 0.01%             | 2029-04-09      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3014196.12    | 0.00%             | 2039-03-04      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Basellandschaftliche Kantonalbank                                                | BASELLAND KANTBK               | CUSIP: N/A<br>LEI: 529900TPRILCY8WVKI23       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3100246.01    | 0.00%             | 2030-05-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2945000 | PA      | $3664709.98    | 0.00%             | 2034-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      29435000 | PA      | $37648632.66   | 0.03%             | 2029-01-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       2455000 | PA      | $3133377.76    | 0.00%             | 2028-07-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7355000 | PA      | $9446167.65    | 0.01%             | 2028-10-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      12000000 | PA      | $15160193.51   | 0.01%             | 2047-10-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      18081000 | PA      | $22471601.82   | 0.02%             | 2034-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       5000000 | PA      | $5970720.55    | 0.00%             | 2039-07-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      16000000 | PA      | $22955901.45   | 0.02%             | 2038-10-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: AV4988953<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |      12250000 | PA      | $15684808.45   | 0.01%             | 2027-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: AW7792137<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      10000000 | PA      | $12676604.59   | 0.01%             | 2029-02-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: AX9947695<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $6179564.43    | 0.00%             | 2030-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: ZS5393112<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       3680000 | PA      | $4652211.86    | 0.00%             | 2029-05-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: ZS9924839<br>LEI: 506700W794IX46Z13F75 | Long             | DBT              | CORP              | CH        |       4045000 | PA      | $4735799.65    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |      13625000 | PA      | $15999366.60   | 0.01%             | 2039-07-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       7241000 | PA      | $7769566.32    | 0.01%             | 2029-09-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $5543316.70    | 0.00%             | 2040-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                         | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |        700000 | PA      | $855926.15     | 0.00%             | 2032-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       6515000 | PA      | $7946694.08    | 0.01%             | 2033-05-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      43885000 | PA      | $54840810.07   | 0.04%             | 2030-02-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      45000000 | PA      | $55591687.46   | 0.04%             | 2032-04-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7355000 | PA      | $8824835.59    | 0.01%             | 2035-07-13      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       2750000 | PA      | $3279103.03    | 0.00%             | 2035-09-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      14640000 | PA      | $18243990.08   | 0.01%             | 2030-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       8521000 | PA      | $11256618.20   | 0.01%             | 2028-06-09      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |       4000000 | PA      | $4991391.31    | 0.00%             | 2030-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $5436084.52    | 0.00%             | 2042-10-06      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      17780000 | PA      | $20101437.45   | 0.01%             | 2041-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      53369000 | PA      | $67416177.07   | 0.05%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |      29680000 | PA      | $42031172.37   | 0.03%             | 2043-06-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Swiss Confederation Government Bond                                              | SWISS (GOVT)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CH        |       5000000 | PA      | $6354965.76    | 0.00%             | 2040-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $16760335.96   | 0.01%             | 2040-08-17      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Canton of Geneva Switzerland                                                     | CANTON OF GENEVA               | CUSIP: N/A<br>LEI: 506700UV219R323PYU70       | Long             | DBT              | NUSS              | CH        |      13000000 | PA      | $16260318.81   | 0.01%             | 2030-06-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      46990000 | PA      | $58921887.72   | 0.04%             | 2029-10-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       4140000 | PA      | $5087076.33    | 0.00%             | 2032-11-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      10959000 | PA      | $12308751.39   | 0.01%             | 2028-11-05      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |       3000000 | PA      | $3624357.07    | 0.00%             | 2033-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $9104053.56    | 0.01%             | 2033-03-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       5035000 | PA      | $5888746.16    | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      22900000 | PA      | $21912920.05   | 0.02%             | 2033-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       3000000 | PA      | $2861090.46    | 0.00%             | 2033-02-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $18695751.58   | 0.01%             | 2031-03-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Zuercher Kantonalbank                                                            | ZUERCHER KBK                   | CUSIP: N/A<br>LEI: 165GRDQ39W63PHVONY02       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6203038.97    | 0.00%             | 2031-03-31      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      15025000 | PA      | $19065570.27   | 0.01%             | 2028-03-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      34000000 | PA      | $40877238.11   | 0.03%             | 2035-06-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |       1000000 | PA      | $1214408.78    | 0.00%             | 2033-11-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3758161.26    | 0.00%             | 2031-03-24      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      20000000 | PA      | $24877081.97   | 0.02%             | 2031-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       3465000 | PA      | $4390588.93    | 0.00%             | 2028-06-09      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |       5750000 | PA      | $5782167.33    | 0.00%             | 2031-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      12176000 | PA      | $12366429.03   | 0.01%             | 2031-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |        500000 | PA      | $630636.40     | 0.00%             | 2029-11-15      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7490000 | PA      | $9283973.62    | 0.01%             | 2031-12-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                            | ROCHE KAPITALMKT               | CUSIP: N/A<br>LEI: 5067003218E18XWZY127       | Long             | DBT              | CORP              | CH        |       7000000 | PA      | $8810754.46    | 0.01%             | 2037-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      23000000 | PA      | $26061285.87   | 0.02%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      12500000 | PA      | $16581216.80   | 0.01%             | 2032-04-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6710495.30    | 0.00%             | 2033-09-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: BVN86HQZ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $17421323.22   | 0.01%             | 2030-06-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |       4900000 | PA      | $6963219.52    | 0.00%             | 2034-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $13946794.65   | 0.01%             | 2037-04-02      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       4665000 | PA      | $6624026.56    | 0.00%             | 2034-10-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |      10500000 | PA      | $12315761.35   | 0.01%             | 2029-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       4500000 | PA      | $6672916.52    | 0.00%             | 2033-09-07      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Roche Kapitalmarkt AG                                                            | ROCHE KAPITALMKT               | CUSIP: N/A<br>LEI: 5067003218E18XWZY127       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6835377.23    | 0.00%             | 2032-09-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Adecco Group AG                                                                  | ADECCO GROUP AG                | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | DBT              | CORP              | CH        |       2125000 | PA      | $2779542.70    | 0.00%             | 2027-11-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $14518663.85   | 0.01%             | 2037-09-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Luzerner Kantonalbank AG                                                         | LUZERN KANTONBK                | CUSIP: N/A<br>LEI: 549300C2XKS86VQDGV41       | Long             | DBT              | CORP              | CH        |      17000000 | PA      | $24018068.22   | 0.02%             | 2038-11-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       4000000 | PA      | $4830452.92    | 0.00%             | 2031-01-11      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      13000000 | PA      | $16025861.25   | 0.01%             | 2032-03-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |      15000000 | PA      | $21331983.11   | 0.01%             | 2038-04-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $10509760.03   | 0.01%             | 2038-07-19      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 1 Financing Corp LLC                                              | EQUINIX EUROPE                 | CUSIP: N/A<br>LEI: 254900IZUS1SGE1OQW52       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2657912.33    | 0.00%             | 2028-09-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $13479104.11   | 0.01%             | 2030-06-26      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |       5000000 | PA      | $6624840.98    | 0.00%             | 2029-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |       2000000 | PA      | $2742729.89    | 0.00%             | 2033-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |       7000000 | PA      | $9825160.04    | 0.01%             | 2038-06-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $10957331.54   | 0.01%             | 2050-06-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $13172919.95   | 0.01%             | 2028-07-14      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      12000000 | PA      | $14353205.18   | 0.01%             | 2033-06-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2666286.04    | 0.00%             | 2030-02-12      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       7500000 | PA      | $10270870.61   | 0.01%             | 2039-01-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2699423.82    | 0.00%             | 2036-03-07      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG                            | PFAND SCHWZ HYPO               | CUSIP: N/A<br>LEI: 506700W794IX46Z13F75       | Long             | DBT              | CORP              | CH        |       1000000 | PA      | $1343133.29    | 0.00%             | 2054-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Markets SA                                                        | NESTLE CAPITAL                 | CUSIP: N/A<br>LEI: 549300PZN3NFSOUXLC42       | Long             | DBT              | CORP              | CH        |       2500000 | PA      | $3365236.77    | 0.00%             | 2040-05-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canton of Zurich                                                                 | CANTON OF ZURICH               | CUSIP: N/A<br>LEI: 5067000JHM0Z8259CW65       | Long             | DBT              | NUSS              | CH        |       6515000 | PA      | $8734643.45    | 0.01%             | 2037-06-24      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                                               | UBS SWITZERLAND                | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |      11000000 | PA      | $12804746.83   | 0.01%             | 2031-06-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |      14000000 | PA      | $17576182.50   | 0.01%             | 2044-10-31      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      18000000 | PA      | $20368906.50   | 0.01%             | 2034-02-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                                | AUSTRIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |       8000000 | PA      | $9961135.98    | 0.01%             | 2040-05-22      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                                | AUSTRIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AT        |      10000000 | PA      | $12489191.78   | 0.01%             | 2045-06-13      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |       1500000 | PA      | $1931024.57    | 0.00%             | 2029-03-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG                         | PFANDBRIEFZENT                 | CUSIP: N/A<br>LEI: 506700TO413KE9G6WX83       | Long             | DBT              | CORP              | CH        |       7000000 | PA      | $8941816.22    | 0.01%             | 2046-01-24      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                                          | SWISS LIFE FIN I               | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |       2000000 | PA      | $2335281.67    | 0.00%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      27000000 | PA      | $31033729.52   | 0.02%             | 2036-08-11      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| DH Switzerland Finance Sarl                                                      | DH SWITZERLAND                 | CUSIP: N/A<br>LEI: 222100B1BDP2ZTPIFO41       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $6406034.43    | 0.00%             | 2033-10-10      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: EJ5299593<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   15590000000 | PA      | $18069130.70   | 0.01%             | 2043-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: EK9859522<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   21335000000 | PA      | $22727571.05   | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: AT3408966<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   23135000000 | PA      | $25069766.93   | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: AW8539859<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   14475000000 | PA      | $14885748.90   | 0.01%             | 2050-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    4460000000 | PA      | $4109560.31    | 0.00%             | 2033-10-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   23555000000 | PA      | $26206258.82   | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    8190000000 | PA      | $10426971.06   | 0.01%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   24585000000 | PA      | $28004066.64   | 0.02%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    7280000000 | PA      | $7879961.45    | 0.01%             | 2037-11-01      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    4955000000 | PA      | $5575907.24    | 0.00%             | 2034-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   14795000000 | PA      | $17392134.90   | 0.01%             | 2040-10-01      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   20200000000 | PA      | $19755256.98   | 0.01%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   20690000000 | PA      | $21974299.43   | 0.02%             | 2027-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    7300000000 | PA      | $8685657.33    | 0.01%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |    4100000000 | PA      | $4584791.13    | 0.00%             | 2027-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                   | TESORERIA PESOS                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   14875000000 | PA      | $16801562.20   | 0.01%             | 2029-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    2949454659 | NS      | $2949159713.53 | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $5466147.37    | 0.00%             | 2037-05-17      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |       4000000 | PA      | $853844.96     | 0.00%             | 2064-11-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $5155261.39    | 0.00%             | 2036-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3521203.46    | 0.00%             | 2046-04-25      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3672028.86    | 0.00%             | 2047-02-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3818848.49    | 0.00%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $18195107.45   | 0.01%             | 2027-08-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3923913.57    | 0.00%             | 2048-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: AT5926676<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3798504.46    | 0.00%             | 2048-07-23      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: AV0298134<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      25000000 | PA      | $4833601.00    | 0.00%             | 2048-10-22      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: AW4371570<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7690649.95    | 0.01%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: ZS6668488<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $14024734.51   | 0.01%             | 2029-05-23      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $6252539.71    | 0.00%             | 2029-05-20      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: AZ1695297<br>LEI: N/A                  | Long             | DBT              | NUSS              | CN        |      25500000 | PA      | $5311089.92    | 0.00%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $13184643.64   | 0.01%             | 2049-07-22      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $6248708.08    | 0.00%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      60000000 | PA      | $10579390.81   | 0.01%             | 2050-03-16      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      65000000 | PA      | $10036221.05   | 0.01%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4617975.75    | 0.00%             | 2030-04-17      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $13848478.78   | 0.01%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      45000000 | PA      | $8885876.29    | 0.01%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7425881.48    | 0.01%             | 2027-05-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $5962854.99    | 0.00%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     125000000 | PA      | $19371973.62   | 0.01%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     160000000 | PA      | $28712756.43   | 0.02%             | 2040-08-03      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $7525337.12    | 0.01%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4781046.44    | 0.00%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7997375.49    | 0.01%             | 2030-10-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7974611.66    | 0.01%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $12776367.53   | 0.01%             | 2030-11-16      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $12130187.53   | 0.01%             | 2027-12-03      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     230000000 | PA      | $34738604.41   | 0.02%             | 2028-01-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $13590588.05   | 0.01%             | 2028-01-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      60000000 | PA      | $9083772.51    | 0.01%             | 2028-02-04      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     145000000 | PA      | $23193449.84   | 0.02%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $7976136.33    | 0.01%             | 2071-03-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      85000000 | PA      | $15862234.02   | 0.01%             | 2051-04-12      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     130000000 | PA      | $19708663.16   | 0.01%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     133000000 | PA      | $21019198.44   | 0.01%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3190248.26    | 0.00%             | 2031-05-24      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7939127.70    | 0.01%             | 2031-06-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $5726641.84    | 0.00%             | 2051-06-18      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $10605564.67   | 0.01%             | 2028-08-09      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $12143720.56   | 0.01%             | 2028-08-12      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $18851832.92   | 0.01%             | 2031-09-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     145000000 | PA      | $22072254.29   | 0.02%             | 2028-10-14      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      75000000 | PA      | $13639034.78   | 0.01%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      90000000 | PA      | $14279785.77   | 0.01%             | 2031-11-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $17347911.00   | 0.01%             | 2031-11-18      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $9078660.74    | 0.01%             | 2051-11-19      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7830978.32    | 0.01%             | 2032-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     130000000 | PA      | $19787060.94   | 0.01%             | 2029-03-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     140000000 | PA      | $22137358.51   | 0.02%             | 2032-03-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $15259438.22   | 0.01%             | 2029-03-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $8802569.64    | 0.01%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      30000000 | PA      | $4693088.91    | 0.00%             | 2032-05-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     180000000 | PA      | $28373698.97   | 0.02%             | 2032-06-06      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7640250.09    | 0.01%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      21000000 | PA      | $3900801.05    | 0.00%             | 2072-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $17167274.15   | 0.01%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     180000000 | PA      | $27955429.09   | 0.02%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $15264693.10   | 0.01%             | 2029-09-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     200000000 | PA      | $29809764.91   | 0.02%             | 2027-10-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      60000000 | PA      | $10225102.25   | 0.01%             | 2052-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $15725340.05   | 0.01%             | 2032-10-14      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     105300000 | PA      | $16363917.24   | 0.01%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     115000000 | PA      | $18095964.75   | 0.01%             | 2032-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $18473107.64   | 0.01%             | 2029-12-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     470000000 | PA      | $70472943.01   | 0.05%             | 2028-01-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     110000000 | PA      | $17458245.01   | 0.01%             | 2033-02-13      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     140000000 | PA      | $22234896.43   | 0.02%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7504848.07    | 0.01%             | 2028-03-08      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      26500000 | PA      | $4779325.11    | 0.00%             | 2073-03-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     160000000 | PA      | $24651430.49   | 0.02%             | 2030-03-16      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      37400000 | PA      | $6469130.87    | 0.00%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      99600000 | PA      | $15591340.70   | 0.01%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $18431581.37   | 0.01%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of China/The                                                  | EXP-IMP BK CHINA               | CUSIP: N/A<br>LEI: 300300C1020211000045       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $15677614.45   | 0.01%             | 2033-07-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $15279938.25   | 0.01%             | 2030-07-10      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $12408582.82   | 0.01%             | 2033-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $3010061.39    | 0.00%             | 2028-09-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $6764650.22    | 0.00%             | 2053-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $12576031.84   | 0.01%             | 2033-11-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     134320000 | PA      | $20611107.35   | 0.01%             | 2030-12-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     241740000 | PA      | $36393426.11   | 0.02%             | 2029-01-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $12289300.15   | 0.01%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      10000000 | PA      | $1554360.85    | 0.00%             | 2074-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     135000000 | PA      | $20493077.64   | 0.01%             | 2031-03-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |      92800000 | PA      | $14234664.33   | 0.01%             | 2034-04-02      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     205000000 | PA      | $30661504.10   | 0.02%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      96800000 | PA      | $14785682.44   | 0.01%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     140000000 | PA      | $21119475.24   | 0.01%             | 2031-06-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      20000000 | PA      | $2982447.45    | 0.00%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $15136240.52   | 0.01%             | 2034-07-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     145000000 | PA      | $21902601.54   | 0.02%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14888604.19   | 0.01%             | 2031-09-11      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     102000000 | PA      | $15327925.31   | 0.01%             | 2034-11-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      40000000 | PA      | $5418042.19    | 0.00%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     120000000 | PA      | $17316256.47   | 0.01%             | 2035-01-09      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     235000000 | PA      | $34502590.20   | 0.02%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14524292.29   | 0.01%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     360000000 | PA      | $52885359.95   | 0.04%             | 2028-02-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     200000000 | PA      | $29668171.47   | 0.02%             | 2032-03-25      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14610713.16   | 0.01%             | 2035-04-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     380000000 | PA      | $55441219.55   | 0.04%             | 2028-05-12      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Agricultural Development Bank of China                                           | AGRICUL DEV BANK               | CUSIP: N/A<br>LEI: 300300C1020311000158       | Long             | DBT              | NUSS              | CN        |     119500000 | PA      | $17403613.02   | 0.01%             | 2035-05-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $10194747.90   | 0.01%             | 2035-05-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     200000000 | PA      | $29220639.04   | 0.02%             | 2030-06-13      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |      60000000 | PA      | $8656903.41    | 0.01%             | 2035-06-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     190000000 | PA      | $27985758.71   | 0.02%             | 2030-07-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     350000000 | PA      | $51382119.37   | 0.04%             | 2028-08-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      70000000 | PA      | $10340765.92   | 0.01%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| China Development Bank                                                           | CHINA DEV BANK                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |     115000000 | PA      | $16875123.54   | 0.01%             | 2035-09-05      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     280000000 | PA      | $41311342.55   | 0.03%             | 2030-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      38000000 | PA      | $5280396.57    | 0.00%             | 2075-11-06      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     100000000 | PA      | $14705185.37   | 0.01%             | 2035-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      50000000 | PA      | $7340312.28    | 0.01%             | 2028-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11757511.73   | 0.01%             | 2032-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      66000000 | PA      | $9969163.51    | 0.01%             | 2056-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |      80000000 | PA      | $11719326.57   | 0.01%             | 2036-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                            | CHINA GOVT BOND                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CN        |     150000000 | PA      | $21998806.64   | 0.02%             | 2033-03-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |      48170000 | PA      | $2184267.18    | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     251570000 | PA      | $10874895.60   | 0.01%             | 2057-11-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     181190000 | PA      | $8420286.38    | 0.01%             | 2028-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     779080000 | PA      | $32860834.37   | 0.02%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     278500000 | PA      | $11109613.99   | 0.01%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    2202870000 | PA      | $101268172.23  | 0.07%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     541410000 | PA      | $22449571.43   | 0.02%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     364860000 | PA      | $11339616.75   | 0.01%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     537750000 | PA      | $19283427.37   | 0.01%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     832490000 | PA      | $36216517.42   | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    1039370000 | PA      | $51254309.41   | 0.04%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     215920000 | PA      | $10727919.43   | 0.01%             | 2028-12-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |    1698020000 | PA      | $82447470.39   | 0.06%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     555590000 | PA      | $26517214.43   | 0.02%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     500000000 | PA      | $21702060.69   | 0.01%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |      57140000 | PA      | $2474061.44    | 0.00%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     200000000 | PA      | $8254751.28    | 0.01%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     400000000 | PA      | $18481917.31   | 0.01%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CZ        |     994410000 | PA      | $49377293.69   | 0.03%             | 2035-09-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |      28454000 | PA      | $31643285.30   | 0.02%             | 2028-04-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |       4794000 | PA      | $5053022.72    | 0.00%             | 2030-04-03      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Free State of Bavaria                                                            | BAYERN FREISTAAT               | CUSIP: N/A<br>LEI: 529900HHAI6YR14M3S54       | Long             | DBT              | NUSS              | DE        |      19182000 | PA      | $16992881.43   | 0.01%             | 2035-01-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     211077364 | PA      | $212756929.84  | 0.15%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |       4587000 | PA      | $5244071.81    | 0.00%             | 2027-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     159688000 | PA      | $122324468.11  | 0.08%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     121655000 | PA      | $137567856.02  | 0.09%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     125770000 | PA      | $139956819.03  | 0.10%             | 2028-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      70256000 | PA      | $75677576.51   | 0.05%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     304508314 | PA      | $153475130.83  | 0.11%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      11000000 | PA      | $11524155.82   | 0.01%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     104193808 | PA      | $93445695.21   | 0.06%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      45542000 | PA      | $51402457.16   | 0.04%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     104734000 | PA      | $108130566.09  | 0.07%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     202597000 | PA      | $175231449.96  | 0.12%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     252639000 | PA      | $277749011.47  | 0.19%             | 2028-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     262516000 | PA      | $266994814.56  | 0.18%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     144000000 | PA      | $67658450.10   | 0.05%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     102178778 | PA      | $102307514.36  | 0.07%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     169993000 | PA      | $155712672.64  | 0.11%             | 2038-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     193670089 | PA      | $212973158.17  | 0.15%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     170950546 | PA      | $140089911.87  | 0.10%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      50000000 | PA      | $57522718.92   | 0.04%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      68082000 | PA      | $83732095.28   | 0.06%             | 2028-01-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      39075143 | PA      | $51853175.16   | 0.04%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      48904000 | PA      | $62044013.82   | 0.04%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      50000000 | PA      | $64857783.00   | 0.04%             | 2039-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      37078935 | PA      | $50568567.34   | 0.03%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      39916050 | PA      | $45987227.78   | 0.03%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     160032000 | PA      | $163984759.96  | 0.11%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-186                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     240000000 | PA      | $276521086.38  | 0.19%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |       2500000 | PA      | $2815713.82    | 0.00%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |      20541000 | PA      | $21761483.66   | 0.01%             | 2029-11-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Free State of Saxony                                                             | SACHSEN FREISTAT               | CUSIP: N/A<br>LEI: 5299000O7UMNSOGRRW53       | Long             | DBT              | NUSS              | DE        |      17349000 | PA      | $14845938.49   | 0.01%             | 2035-12-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $4409366.89    | 0.00%             | 2036-08-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10643760.94   | 0.01%             | 2030-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       6827000 | PA      | $6851433.33    | 0.00%             | 2035-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       6100000 | PA      | $6631292.49    | 0.00%             | 2030-01-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FMS Wertmanagement                                                               | FMS WERTMANAGE                 | CUSIP: N/A<br>LEI: HZFDOR6TCRSIQLKQTX32       | Long             | DBT              | CORP              | DE        |       5400000 | PA      | $5695650.92    | 0.00%             | 2030-04-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: AR9244922<br>LEI: 5299005LOAAELUENZ090 | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5504460.64    | 0.00%             | 2028-04-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |       8172000 | PA      | $9544094.91    | 0.01%             | 2029-05-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |       7400000 | PA      | $8608879.25    | 0.01%             | 2031-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      15604000 | PA      | $15153495.69   | 0.01%             | 2032-07-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      20000000 | PA      | $23249770.26   | 0.02%             | 2033-06-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       7314000 | PA      | $6768044.32    | 0.00%             | 2038-11-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $951643.31     | 0.00%             | 2034-04-11      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      11216000 | PA      | $10855194.75   | 0.01%             | 2036-07-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: LW0018397<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2840718.72    | 0.00%             | 2028-05-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       1900000 | PA      | $2167805.53    | 0.00%             | 2029-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: AM8379308<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1147118.28    | 0.00%             | 2028-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |        700000 | PA      | $693525.08     | 0.00%             | 2038-03-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7400000 | PA      | $7696370.96    | 0.01%             | 2042-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |       1400000 | PA      | $1645096.41    | 0.00%             | 2028-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: EJ5793009<br>LEI: 529900C9NVPTCPDI1D65 | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $3988399.95    | 0.00%             | 2043-03-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: AU7731543<br>LEI: 3KXUNHVVQFIJN6RHLO76 | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6132815.83    | 0.00%             | 2033-10-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      17500000 | PA      | $19973477.57   | 0.01%             | 2027-05-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |       9400000 | PA      | $8007248.46    | 0.01%             | 2039-05-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |       2975000 | PA      | $3435273.52    | 0.00%             | 2028-05-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5444714.91    | 0.00%             | 2028-08-02      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      12190000 | PA      | $12500424.43   | 0.01%             | 2030-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       9600000 | PA      | $9630988.86    | 0.01%             | 2031-10-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       3901000 | PA      | $4013149.01    | 0.00%             | 2033-10-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      12829000 | PA      | $13456095.64   | 0.01%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      20000000 | PA      | $22564330.67   | 0.02%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      40730000 | PA      | $47300258.78   | 0.03%             | 2035-03-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |       5431000 | PA      | $6246001.53    | 0.00%             | 2033-07-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      22000000 | PA      | $24978835.58   | 0.02%             | 2034-01-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State of Hesse                                                                   | LAND HESSEN                    | CUSIP: N/A<br>LEI: 529900P5TAD0ABFTMV10       | Long             | DBT              | NUSS              | DE        |      17450000 | PA      | $19501623.22   | 0.01%             | 2034-08-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7523000 | PA      | $8819972.15    | 0.01%             | 2028-03-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       4500000 | PA      | $5100751.37    | 0.00%             | 2027-11-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10955335.59   | 0.01%             | 2050-07-08      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      26106000 | PA      | $14946410.62   | 0.01%             | 2050-02-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |       3999000 | PA      | $2997546.05    | 0.00%             | 2040-03-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      33840000 | PA      | $29938186.76   | 0.02%             | 2035-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5162681.74    | 0.00%             | 2030-01-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $1420075.51    | 0.00%             | 2041-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      15905000 | PA      | $17872263.34   | 0.01%             | 2027-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      52115000 | PA      | $54068363.69   | 0.04%             | 2030-07-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      14314000 | PA      | $10174269.16   | 0.01%             | 2040-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Investitionsbank Berlin                                                          | INVESTBNK BERLIN               | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |       5500000 | PA      | $5485088.14    | 0.00%             | 2032-02-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      13165000 | PA      | $14392552.66   | 0.01%             | 2028-10-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |       1000000 | PA      | $1118108.71    | 0.00%             | 2027-11-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                               | DEUTSCHE WOHNEN                | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4314874.25    | 0.00%             | 2030-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      15696000 | PA      | $17319265.82   | 0.01%             | 2028-06-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |      14013000 | PA      | $14140181.29   | 0.01%             | 2031-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      35000000 | PA      | $38611320.67   | 0.03%             | 2028-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $9824621.41    | 0.01%             | 2028-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                                | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |      17551000 | PA      | $18072230.16   | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       2439000 | PA      | $2575558.79    | 0.00%             | 2030-09-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      44113000 | PA      | $45657446.58   | 0.03%             | 2030-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |      11900000 | PA      | $13521263.84   | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Allianz Finance II BV                                                            | ALLIANZ FINANCE                | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |      14900000 | PA      | $15531974.69   | 0.01%             | 2031-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3314743.27    | 0.00%             | 2035-04-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       1900000 | PA      | $2121965.89    | 0.00%             | 2030-04-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2800000 | PA      | $2963155.52    | 0.00%             | 2030-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       1219000 | PA      | $1083536.02    | 0.00%             | 2036-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: AN7859266<br>LEI: 529900Y6Q7R44JF7XX56 | Long             | DBT              | NUSS              | DE        |       2439000 | PA      | $2306708.96    | 0.00%             | 2037-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $5105837.38    | 0.00%             | 2033-07-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       6875000 | PA      | $6349829.76    | 0.00%             | 2038-11-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |        238000 | PA      | $245760.59     | 0.00%             | 2031-10-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5699892.49    | 0.00%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $4528568.19    | 0.00%             | 2037-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $1010893.53    | 0.00%             | 2033-06-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       2439000 | PA      | $2255466.21    | 0.00%             | 2038-08-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       7314000 | PA      | $8268780.78    | 0.01%             | 2028-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       2404000 | PA      | $2233943.92    | 0.00%             | 2038-11-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |        100000 | PA      | $101070.27     | 0.00%             | 2034-01-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       6097000 | PA      | $5231845.01    | 0.00%             | 2039-05-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |        586000 | PA      | $671557.87     | 0.00%             | 2027-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5407786.80    | 0.00%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       1219000 | PA      | $1393618.37    | 0.00%             | 2027-06-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: AO1139366<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       9818000 | PA      | $9638858.20    | 0.01%             | 2037-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      19908000 | PA      | $22674794.30   | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |      23300000 | PA      | $26504704.03   | 0.02%             | 2027-08-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: AP9090220<br>LEI: 529900R27DL06UVNT076 | Long             | DBT              | CORP              | DE        |       4740000 | PA      | $5396894.12    | 0.00%             | 2027-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      19503000 | PA      | $22134231.65   | 0.02%             | 2028-01-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: AR7645518<br>LEI: 5299004TE2DYMKEAM814 | Long             | DBT              | CORP              | DE        |      10755000 | PA      | $12155236.64   | 0.01%             | 2028-03-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       3948000 | PA      | $4067504.37    | 0.00%             | 2033-05-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |       1876000 | PA      | $2128278.44    | 0.00%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      20000000 | PA      | $22065165.73   | 0.02%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       4750000 | PA      | $3424590.54    | 0.00%             | 2041-02-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       7500000 | PA      | $8287842.28    | 0.01%             | 2028-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |       8000000 | PA      | $4113542.63    | 0.00%             | 2051-11-23      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       2073000 | PA      | $2008177.01    | 0.00%             | 2039-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      36890000 | PA      | $41502714.49   | 0.03%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      40577000 | PA      | $45124037.73   | 0.03%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $4782978.97    | 0.00%             | 2034-04-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      21835000 | PA      | $21223540.65   | 0.01%             | 2034-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      43860000 | PA      | $50003940.54   | 0.03%             | 2027-05-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      15921000 | PA      | $14073311.71   | 0.01%             | 2035-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Emissionskonsortium Der Gemeinsamen Laenderschatzanweisungen Bestehend Aus Den   | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900QAEEZOGUK5F293       | Long             | DBT              | NUSS              | DE        |       1951000 | PA      | $2147765.14    | 0.00%             | 2029-02-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $9190159.42    | 0.01%             | 2034-09-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3400829.77    | 0.00%             | 2027-10-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       1400000 | PA      | $1146995.30    | 0.00%             | 2039-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | DAIMLER INTL FIN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       7314000 | PA      | $8385844.36    | 0.01%             | 2027-05-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3401773.03    | 0.00%             | 2027-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      16200000 | PA      | $14574046.99   | 0.01%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       5581000 | PA      | $6155494.99    | 0.00%             | 2031-02-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       6000000 | PA      | $6644392.13    | 0.00%             | 2029-01-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |        488000 | PA      | $253722.28     | 0.00%             | 2049-10-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       2926000 | PA      | $3181015.85    | 0.00%             | 2029-05-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2741786.80    | 0.00%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5224881.94    | 0.00%             | 2029-06-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $4629685.36    | 0.00%             | 2034-11-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       2900000 | PA      | $3299199.57    | 0.00%             | 2028-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       7600000 | PA      | $8275314.23    | 0.01%             | 2031-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      12958000 | PA      | $11084270.43   | 0.01%             | 2039-07-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |      11200000 | PA      | $13052270.84   | 0.01%             | 2029-09-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING-DiBa AG                                                                      | ING-DIBA AG                    | CUSIP: N/A<br>LEI: 3KXUNHVVQFIJN6RHLO76       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5742271.81    | 0.00%             | 2036-02-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      12373000 | PA      | $11197663.53   | 0.01%             | 2034-09-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       9388000 | PA      | $10080303.61   | 0.01%             | 2030-02-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       4100000 | PA      | $4446116.37    | 0.00%             | 2049-09-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5062897.60    | 0.00%             | 2031-11-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Investitionsbank Berlin                                                          | INVESTBNK BERLIN               | CUSIP: N/A<br>LEI: 529900OBCZMX3TFA0673       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17488624.40   | 0.01%             | 2033-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       9000000 | PA      | $10474907.25   | 0.01%             | 2033-03-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |      41000000 | PA      | $47273174.24   | 0.03%             | 2032-01-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2420614.69    | 0.00%             | 2029-01-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       8000000 | PA      | $9290141.46    | 0.01%             | 2033-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       8146000 | PA      | $9445132.51    | 0.01%             | 2031-02-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      22307000 | PA      | $26430756.61   | 0.02%             | 2030-06-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      13337000 | PA      | $15438759.73   | 0.01%             | 2033-06-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bausparkasse Schwaebisch Hall AG                                                 | BAUSPARK SCHWAEB               | CUSIP: N/A<br>LEI: 529900JZXXU699FCKK89       | Long             | DBT              | CORP              | DE        |      23100000 | PA      | $24674017.46   | 0.02%             | 2034-05-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       7100000 | PA      | $8415881.92    | 0.01%             | 2052-07-05      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      32000000 | PA      | $37600430.96   | 0.03%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11268397.25   | 0.01%             | 2032-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9423572.28    | 0.01%             | 2027-09-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      13800000 | PA      | $16470809.85   | 0.01%             | 2032-09-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2474047.91    | 0.00%             | 2030-11-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $10757091.60   | 0.01%             | 2038-09-07      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       6000000 | PA      | $6247625.53    | 0.00%             | 2054-02-06      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |       4142000 | PA      | $4783627.11    | 0.00%             | 2032-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5950934.99    | 0.00%             | 2034-09-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     138944000 | PA      | $164331668.80  | 0.11%             | 2028-10-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      18000000 | PA      | $20748433.82   | 0.01%             | 2031-01-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      10000000 | PA      | $10137232.51   | 0.01%             | 2054-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |      13200000 | PA      | $15287631.12   | 0.01%             | 2033-06-20      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      11900000 | PA      | $15295010.39   | 0.01%             | 2053-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      20546000 | PA      | $24015091.77   | 0.02%             | 2027-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |      11000000 | PA      | $13197482.52   | 0.01%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      12200000 | PA      | $14462481.78   | 0.01%             | 2029-03-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      33000000 | PA      | $37416420.42   | 0.03%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | ALLIANZ SE                     | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4867823.81    | 0.00%             | 2054-07-26      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      55059000 | PA      | $64126468.86   | 0.04%             | 2031-02-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      30000000 | PA      | $35018880.50   | 0.02%             | 2029-04-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8005624.13    | 0.01%             | 2035-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5746164.22    | 0.00%             | 2030-08-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                       | DT PFANDBRIEFBAN               | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $8763006.68    | 0.01%             | 2028-01-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9467240.50    | 0.01%             | 2030-01-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11912331.89   | 0.01%             | 2030-04-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       3900000 | PA      | $4606764.72    | 0.00%             | 2034-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      70000000 | PA      | $82170389.29   | 0.06%             | 2027-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7644278.87    | 0.01%             | 2044-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                      | HOCHTIEF AKTIENG               | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7232935.66    | 0.00%             | 2030-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank GmbH                                                                 | LLOYDS BANK GMBH               | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |       6800000 | PA      | $7895025.67    | 0.01%             | 2029-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      18000000 | PA      | $21603618.83   | 0.01%             | 2035-07-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5782214.63    | 0.00%             | 2030-08-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TAG Immobilien AG                                                                | TAG IMMO AG                    | CUSIP: N/A<br>LEI: 529900TAE68USJNXLR59       | Long             | DBT              | CORP              | DE        |       4400000 | PA      | $5239415.66    | 0.00%             | 2030-03-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      19254000 | PA      | $21863377.39   | 0.01%             | 2035-01-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hannoversche Beteiligungsgesellschaft Niedersachsen mbH                          | HANN BETEILG NDS               | CUSIP: N/A<br>LEI: 391200ZYVJJCJO6H7178       | Long             | DBT              | NUSS              | DE        |      10000000 | PA      | $8892952.59    | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                           | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5516614.77    | 0.00%             | 2028-06-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $3986256.50    | 0.00%             | 2027-06-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      11300000 | PA      | $11972911.54   | 0.01%             | 2029-12-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       9400000 | PA      | $8972391.09    | 0.01%             | 2033-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $5399304.85    | 0.00%             | 2041-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOCHTIEF AG                                                                      | HOCHTIEF AKTIENG               | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |       4998000 | PA      | $5429113.23    | 0.00%             | 2029-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Brandenburg                                                             | LAND BRANDENBURG               | CUSIP: N/A<br>LEI: 967600V011J0F1GJ4789       | Long             | DBT              | NUSS              | DE        |       3275000 | PA      | $3461208.57    | 0.00%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10233720.60   | 0.01%             | 2030-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3017566.37    | 0.00%             | 2031-06-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |      11600000 | PA      | $10856826.05   | 0.01%             | 2033-09-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      31986000 | PA      | $31990981.61   | 0.02%             | 2032-01-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      37521000 | PA      | $42132670.65   | 0.03%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       9518000 | PA      | $10316057.43   | 0.01%             | 2029-02-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |      10000000 | PA      | $11547056.90   | 0.01%             | 2028-07-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Land Baden-Wuerttemberg                                                          | LAND BADEN-WUERT               | CUSIP: N/A<br>LEI: 5299005LOAAELUENZ090       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $5687603.21    | 0.00%             | 2035-09-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $5066505.45    | 0.00%             | 2031-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      17269000 | PA      | $18049705.87   | 0.01%             | 2030-03-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EWE AG                                                                           | EWE AG                         | CUSIP: N/A<br>LEI: 529900L64X6KZZW19R71       | Long             | DBT              | CORP              | DE        |       9038000 | PA      | $8611553.10    | 0.01%             | 2032-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      33963000 | PA      | $35181361.14   | 0.02%             | 2030-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      14939000 | PA      | $10439870.29   | 0.01%             | 2041-01-18      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| State of Bremen                                                                  | BREMEN FREIE HAN               | CUSIP: N/A<br>LEI: 5299000FMNZDQIMTS006       | Long             | DBT              | NUSS              | DE        |       9740000 | PA      | $7287061.36    | 0.00%             | 2041-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      37454000 | PA      | $38427899.92   | 0.03%             | 2031-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       7250000 | PA      | $7355584.28    | 0.01%             | 2031-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |       5331000 | PA      | $5448299.23    | 0.00%             | 2031-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungsbaugesellschaft mbH                                               | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |       2900000 | PA      | $3183875.59    | 0.00%             | 2028-11-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HOWOGE Wohnungsbaugesellschaft mbH                                               | HOWOGE WOHNUNGS                | CUSIP: N/A<br>LEI: 894500BIY1Z9MG9QB745       | Long             | DBT              | CORP              | DE        |       3600000 | PA      | $3481622.17    | 0.00%             | 2033-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                           | DAIMLER AG                     | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |       4900000 | PA      | $4774864.80    | 0.00%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOBILIEN                 | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       2300000 | PA      | $2174858.78    | 0.00%             | 2033-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      23670000 | PA      | $20950707.05   | 0.01%             | 2036-05-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $11062160.36   | 0.01%             | 2032-06-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FINANCE                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       8000000 | PA      | $8704334.41    | 0.01%             | 2029-03-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       4600000 | PA      | $4510162.54    | 0.00%             | 2033-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       2100000 | PA      | $2462582.69    | 0.00%             | 2028-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9531478.58    | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       2900000 | PA      | $3457224.92    | 0.00%             | 2028-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1243373.28    | 0.00%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance BV                                           | MERCEDES-BENZ IN               | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |       6800000 | PA      | $7870911.63    | 0.01%             | 2032-01-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US CAP LLC                 | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11362839.67   | 0.01%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                                                     | TRATON FIN LUX                 | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $4108078.70    | 0.00%             | 2030-03-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      12000000 | PA      | $14299136.08   | 0.01%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6560297.07    | 0.00%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       9800000 | PA      | $9497617.40    | 0.01%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |       4439000 | PA      | $4862617.60    | 0.00%             | 2031-05-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      44401000 | PA      | $50769986.37   | 0.03%             | 2027-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      42993000 | PA      | $40357995.14   | 0.03%             | 2037-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       1700000 | PA      | $1647139.25    | 0.00%             | 2032-11-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       4600000 | PA      | $5042639.12    | 0.00%             | 2029-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LEG Immobilien SE                                                                | LEG IMMOB SE                   | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | DBT              | CORP              | DE        |       4900000 | PA      | $4697554.52    | 0.00%             | 2034-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |      12000000 | PA      | $12238873.86   | 0.01%             | 2032-03-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Land Thueringen                                                                  | THUERINGEN LAND                | CUSIP: N/A<br>LEI: 529900T1ZDSQA2OKWE72       | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $16441863.85   | 0.01%             | 2029-03-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      10400000 | PA      | $11837657.86   | 0.01%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       5100000 | PA      | $5537019.81    | 0.00%             | 2032-03-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Free and Hanseatic City of Hamburg                                               | HAMBURG FREIE HA               | CUSIP: N/A<br>LEI: 5299005PBRMP33GHX798       | Long             | DBT              | NUSS              | DE        |      10892000 | PA      | $12368108.55   | 0.01%             | 2035-06-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender                                                | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900LKF4CC6BHG3L37       | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $16733086.83   | 0.01%             | 2029-05-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      33802000 | PA      | $39035959.68   | 0.03%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                               | DEUTSCHE BOERSE                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |       4800000 | PA      | $5086090.91    | 0.00%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      29000000 | PA      | $32904173.03   | 0.02%             | 2028-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      50178000 | PA      | $58162212.52   | 0.04%             | 2029-06-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       6012000 | PA      | $6902409.17    | 0.00%             | 2036-01-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      16567000 | PA      | $19098747.33   | 0.01%             | 2031-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      23808000 | PA      | $27456794.23   | 0.02%             | 2036-01-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5764349.33    | 0.00%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                     | AMPRION GMBH                   | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6701604.73    | 0.00%             | 2040-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Saxony-Anhalt                                                           | SACHSEN - ANHALT               | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              | NUSS              | DE        |       7000000 | PA      | $8086204.69    | 0.01%             | 2036-02-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      30000000 | PA      | $34676644.25   | 0.02%             | 2046-01-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Land Berlin                                                                      | LAND BERLIN                    | CUSIP: N/A<br>LEI: 529900Y6Q7R44JF7XX56       | Long             | DBT              | NUSS              | DE        |      19146000 | PA      | $22229772.83   | 0.02%             | 2033-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DZ HYP AG                                                                        | DZ HYP AG                      | CUSIP: N/A<br>LEI: 5299004TE2DYMKEAM814       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11493658.18   | 0.01%             | 2036-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| State of Lower Saxony                                                            | NIEDERSACHSEN                  | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              | NUSS              | DE        |      65747000 | PA      | $76531155.29   | 0.05%             | 2030-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank GmbH                                                                 | LLOYDS BANK GMBH               | CUSIP: N/A<br>LEI: 2138001WO21Z3B8Y8K20       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $10334099.22   | 0.01%             | 2032-09-09      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Gemeinsame Deutsche Bundeslaender HB HH MV RP SH                                 | GEM DT LAENDER                 | CUSIP: N/A<br>LEI: 529900WYWA4CEU70N964       | Long             | DBT              | NUSS              | DE        |      24448000 | PA      | $27963571.23   | 0.02%             | 2035-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |      11200000 | PA      | $13257948.72   | 0.01%             | 2035-05-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROBERT BOSCH FINANCE                                                             | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1163360.65    | 0.00%             | 2028-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      30000000 | PA      | $34722472.93   | 0.02%             | 2028-07-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      18800000 | PA      | $20946928.88   | 0.01%             | 2028-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      11900000 | PA      | $13010885.75   | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2228144.82    | 0.00%             | 2028-04-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      10100000 | PA      | $11693129.40   | 0.01%             | 2031-08-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                   | AAREAL BANK AG                 | CUSIP: N/A<br>LEI: EZKODONU5TYHW4PP1R34       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11432630.75   | 0.01%             | 2031-02-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: ZS8039944<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10843622.92   | 0.01%             | 2029-05-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3214183.91    | 0.00%             | 2029-11-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      20510000 | PA      | $22602468.07   | 0.02%             | 2028-07-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       7299000 | PA      | $8151825.40    | 0.01%             | 2028-01-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       1126000 | PA      | $1190131.32    | 0.00%             | 2030-01-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       8127000 | PA      | $7764982.35    | 0.01%             | 2033-05-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      30000000 | PA      | $35247735.15   | 0.02%             | 2027-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10861805.10   | 0.01%             | 2032-05-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |        977000 | PA      | $1117049.21    | 0.00%             | 2027-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      14000000 | PA      | $14158911.70   | 0.01%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $21021429.67   | 0.01%             | 2030-05-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      12500000 | PA      | $14683039.76   | 0.01%             | 2029-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                                          | BUNDESSCHATZANW                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     250000000 | PA      | $290603437.85  | 0.20%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-187                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     195000000 | PA      | $226952204.29  | 0.16%             | 2028-04-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-188                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     200000000 | PA      | $233328364.88  | 0.16%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-191                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      25000000 | PA      | $28998430.83   | 0.02%             | 2030-04-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-192                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $17218946.11   | 0.01%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                 | BUNDESOBL-193                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     125000000 | PA      | $144979199.99  | 0.10%             | 2031-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     420000000 | PA      | $485957473.98  | 0.33%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      90000000 | PA      | $103406450.14  | 0.07%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      68000000 | PA      | $65079643.16   | 0.04%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     240691600 | PA      | $248704163.63  | 0.17%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     178100000 | PA      | $190264974.78  | 0.13%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     246780400 | PA      | $285958953.15  | 0.20%             | 2047-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      66812000 | PA      | $75704510.70   | 0.05%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      54065435 | PA      | $62207132.66   | 0.04%             | 2033-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      46111000 | PA      | $51381443.20   | 0.04%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     312583154 | PA      | $357092895.50  | 0.24%             | 2034-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     130000000 | PA      | $146879571.81  | 0.10%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                         | DEUTSCHLAND REP                | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     404600000 | PA      | $459061967.46  | 0.31%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $4099797.52    | 0.00%             | 2029-11-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11470411.70   | 0.01%             | 2031-10-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |        537000 | PA      | $612354.06     | 0.00%             | 2027-08-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       3413000 | PA      | $3473006.08    | 0.00%             | 2034-01-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12143394.17   | 0.01%             | 2029-03-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11554298.32   | 0.01%             | 2031-01-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $9100002.00    | 0.01%             | 2031-01-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6234246.39    | 0.00%             | 2033-10-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      16985000 | PA      | $20135825.61   | 0.01%             | 2028-08-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12234967.01   | 0.01%             | 2030-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      22000000 | PA      | $25941478.07   | 0.02%             | 2029-04-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      17000000 | PA      | $19471984.51   | 0.01%             | 2036-09-02      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11474162.69   | 0.01%             | 2030-10-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17242767.09   | 0.01%             | 2036-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11503263.33   | 0.01%             | 2031-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       4388000 | PA      | $4590104.58    | 0.00%             | 2030-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $23012225.91   | 0.02%             | 2034-03-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      14000000 | PA      | $16892038.78   | 0.01%             | 2034-10-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4739318.09    | 0.00%             | 2032-07-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      21473000 | PA      | $24917584.29   | 0.02%             | 2029-09-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17478200.63   | 0.01%             | 2028-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                   | COMMERZBANK AG                 | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5820506.71    | 0.00%             | 2037-06-30      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                             | DEUTSCHE HYP HAN               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |      39655000 | PA      | $43784129.12   | 0.03%             | 2029-03-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                           | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |       7800000 | PA      | $8581028.96    | 0.01%             | 2045-06-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                           | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11546954.79   | 0.01%             | 2041-02-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       2439000 | PA      | $2690170.82    | 0.00%             | 2028-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: AQ6887402<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       3700000 | PA      | $4232560.76    | 0.00%             | 2028-01-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      12000000 | PA      | $13182681.16   | 0.01%             | 2030-11-19      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      16500000 | PA      | $17349507.65   | 0.01%             | 2032-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       9400000 | PA      | $11058498.86   | 0.01%             | 2032-06-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       8500000 | PA      | $9985585.35    | 0.01%             | 2028-05-24      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Hamburg Commercial Bank AG                                                       | HAMBURG COM BANK               | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |       2008000 | PA      | $2369408.80    | 0.00%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       6192000 | PA      | $6875217.84    | 0.00%             | 2029-01-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       9508000 | PA      | $9474941.28    | 0.01%             | 2032-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      17363000 | PA      | $16722121.63   | 0.01%             | 2034-05-22      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11233938.90   | 0.01%             | 2027-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7411676.17    | 0.01%             | 2029-11-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: N/A<br>LEI: 2ZCNRR8UK83OBTEK2170       | Long             | DBT              | CORP              | DE        |       7545000 | PA      | $8258261.39    | 0.01%             | 2028-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UniCredit Bank GmbH                                                              | UNICREDIT                      | CUSIP: BK1434475<br>LEI: 2ZCNRR8UK83OBTEK2170 | Long             | DBT              | CORP              | DE        |       6242000 | PA      | $6459078.04    | 0.00%             | 2030-06-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       4003000 | PA      | $4389537.79    | 0.00%             | 2028-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       1580000 | PA      | $1793147.38    | 0.00%             | 2027-07-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $6979431.67    | 0.00%             | 2029-05-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      41826000 | PA      | $48864288.02   | 0.03%             | 2027-11-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Landesbank Baden-Wuerttemberg                                                    | LB BADEN-WUERTT                | CUSIP: N/A<br>LEI: B81CK4ESI35472RHJ606       | Long             | DBT              | CORP              | DE        |      15350000 | PA      | $17770396.28   | 0.01%             | 2028-10-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       6217000 | PA      | $7234016.31    | 0.00%             | 2028-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       6339000 | PA      | $7284304.03    | 0.00%             | 2027-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $8304814.15    | 0.01%             | 2027-11-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       4535000 | PA      | $3885225.31    | 0.00%             | 2039-04-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       3635000 | PA      | $2599910.90    | 0.00%             | 2039-10-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      32000000 | PA      | $34929185.50   | 0.02%             | 2032-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17652133.75   | 0.01%             | 2027-08-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Hypothekenbank eG                                                     | MUNCHEN HYPOBANK               | CUSIP: N/A<br>LEI: 529900GM944JT8YIRL63       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6905003.62    | 0.00%             | 2031-02-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Norddeutsche Landesbank-Girozentrale                                             | NORDDEUTSCHE L/B               | CUSIP: N/A<br>LEI: DSNHHQ2B9X5N6OUJ1236       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11500995.84   | 0.01%             | 2033-02-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       8265000 | PA      | $5978386.83    | 0.00%             | 2046-10-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       6827000 | PA      | $6571876.98    | 0.00%             | 2036-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $764358.54     | 0.00%             | 2041-08-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      13652000 | PA      | $15475331.27   | 0.01%             | 2028-03-13      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       2258000 | PA      | $2035158.31    | 0.00%             | 2040-06-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      20200000 | PA      | $16680318.15   | 0.01%             | 2047-05-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $3876299.91    | 0.00%             | 2048-06-16      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       8266000 | PA      | $6072763.49    | 0.00%             | 2057-10-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       2439000 | PA      | $2076446.35    | 0.00%             | 2043-02-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      12000000 | PA      | $11584818.14   | 0.01%             | 2038-02-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: ZQ6650134<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      18224000 | PA      | $14437250.33   | 0.01%             | 2039-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      12019000 | PA      | $5685897.71    | 0.00%             | 2120-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       7518000 | PA      | $5066906.28    | 0.00%             | 2068-07-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      14185000 | PA      | $9942515.58    | 0.01%             | 2078-09-26      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       9518000 | PA      | $6716298.03    | 0.00%             | 2119-03-21      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      12016000 | PA      | $7689572.66    | 0.01%             | 2049-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      11530000 | PA      | $6274441.96    | 0.00%             | 2052-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      10334000 | PA      | $5025500.47    | 0.00%             | 2122-01-19      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $5276677.94    | 0.00%             | 2030-04-09      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      16605000 | PA      | $8982888.67    | 0.01%             | 2050-09-02      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       6681000 | PA      | $7257742.72    | 0.00%             | 2029-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      31655000 | PA      | $27339218.33   | 0.02%             | 2035-10-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      18536000 | PA      | $6842826.03    | 0.00%             | 2121-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      18134000 | PA      | $9092015.99    | 0.01%             | 2051-01-27      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      11573000 | PA      | $8859776.45    | 0.01%             | 2041-06-04      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      19859000 | PA      | $21145124.67   | 0.01%             | 2073-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      93719000 | PA      | $108285783.38  | 0.07%             | 2033-06-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      25000000 | PA      | $28909031.00   | 0.02%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       3522000 | PA      | $3539797.60    | 0.00%             | 2053-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |       5000000 | PA      | $5865418.18    | 0.00%             | 2056-01-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      22500000 | PA      | $22903999.86   | 0.02%             | 2054-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of North Rhine-Westphalia Germany                                          | NORDRHEIN-WEST                 | CUSIP: N/A<br>LEI: 529900VWPV1LPOHGJ702       | Long             | DBT              | NUSS              | DE        |      11748000 | PA      | $13114097.97   | 0.01%             | 2033-05-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       3535000 | PA      | $3842881.72    | 0.00%             | 2029-05-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       7314000 | PA      | $8321772.84    | 0.01%             | 2027-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      13519000 | PA      | $11856134.27   | 0.01%             | 2035-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       8900000 | PA      | $6519290.76    | 0.00%             | 2041-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $22869390.39   | 0.02%             | 2034-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      13582000 | PA      | $15575925.08   | 0.01%             | 2035-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       3413000 | PA      | $3856360.37    | 0.00%             | 2028-01-04      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: AX7760868<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $4418402.59    | 0.00%             | 2039-03-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: ZS0711912<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |        331000 | PA      | $324094.88     | 0.00%             | 2034-04-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $3357762.91    | 0.00%             | 2049-05-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |      25000000 | PA      | $26436080.69   | 0.02%             | 2030-02-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NRW Bank                                                                         | NRW.BANK                       | CUSIP: N/A<br>LEI: 52990002O5KK6XOGJ020       | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $3599336.24    | 0.00%             | 2030-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |       4876000 | PA      | $5510834.03    | 0.00%             | 2028-01-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |       3988000 | PA      | $2077149.35    | 0.00%             | 2051-03-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |       3400000 | PA      | $2502769.72    | 0.00%             | 2041-04-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of Rhineland-Palatinate                                                    | RHEINLAND-PFALZ                | CUSIP: N/A<br>LEI: 52990032ZS3N9397RN77       | Long             | DBT              | NUSS              | DE        |      50067000 | PA      | $51431098.24   | 0.04%             | 2032-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Kreditbank AG                                                           | DEUTSCHE KREDIT                | CUSIP: N/A<br>LEI: 529900K16YGKC8BES892       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11464909.63   | 0.01%             | 2035-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |       8170000 | PA      | $9280527.92    | 0.01%             | 2035-08-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: AU2349861<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |       3341000 | PA      | $3718582.57    | 0.00%             | 2028-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: ZS1341883<br>LEI: 529900QC5O0RTEVUB539 | Long             | DBT              | NUSS              | DE        |        977000 | PA      | $1088978.27    | 0.00%             | 2028-04-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |       6998000 | PA      | $7283431.72    | 0.00%             | 2030-05-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      14331000 | PA      | $15164991.84   | 0.01%             | 2029-11-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |       5852000 | PA      | $5886855.42    | 0.00%             | 2031-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      15000000 | PA      | $17307123.00   | 0.01%             | 2027-07-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| State of Schleswig-Holstein Germany                                              | LAND SCHLES-HOLS               | CUSIP: N/A<br>LEI: 529900QC5O0RTEVUB539       | Long             | DBT              | NUSS              | DE        |      22500000 | PA      | $26062304.37   | 0.02%             | 2033-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wuestenrot Bausparkasse AG                                                       | BAUSPARK WUESTEN               | CUSIP: N/A<br>LEI: 529900S1KHKOEQL5CK20       | Long             | DBT              | CORP              | DE        |      10100000 | PA      | $11570852.07   | 0.01%             | 2033-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                             | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |         42639 | PA      | $6669.86       | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kredit Realkreditaktieselskab                                             | NORDEA KREDIT                  | CUSIP: N/A<br>LEI: 52990080NNXXLC14OC65       | Long             | DBT              | CORP              | DK        |     200000000 | PA      | $29873962.45   | 0.02%             | 2029-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Danmarks Skibskredit A/S                                                         | DANMARK SKIBSKRD               | CUSIP: N/A<br>LEI: 549300T70JXFWEXCK295       | Long             | DBT              | CORP              | DK        |        700000 | PA      | $773255.00     | 0.00%             | 2028-06-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                           | REALKREDIT DNMRK               | CUSIP: N/A<br>LEI: 549300NLOMBOWE943Y30       | Long             | DBT              | CORP              | DK        |     250000000 | PA      | $37490085.83   | 0.03%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DLR Kredit A/S                                                                   | DLR KREDIT A/S                 | CUSIP: N/A<br>LEI: 529900PR2ELW8QI1B775       | Long             | DBT              | CORP              | DK        |      50000000 | PA      | $7318423.47    | 0.01%             | 2030-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                             | JYSKE REALKREDIT               | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |      50000000 | PA      | $7321171.95    | 0.01%             | 2030-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                             | JYSKE REALKREDIT               | CUSIP: N/A<br>LEI: 529900R9HQNZRT2OXB26       | Long             | DBT              | CORP              | DK        |      11000000 | PA      | $12746196.73   | 0.01%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      15047251 | PA      | $2077308.31    | 0.00%             | 2047-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     125000000 | PA      | $18745042.92   | 0.01%             | 2029-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000000 | PA      | $14727625.39   | 0.01%             | 2030-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     250000000 | PA      | $38519196.19   | 0.03%             | 2027-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     200000000 | PA      | $30216344.83   | 0.02%             | 2028-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     530000000 | PA      | $77224849.42   | 0.05%             | 2030-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     373185000 | PA      | $67817030.42   | 0.05%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     492636000 | PA      | $75178467.20   | 0.05%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     311753000 | PA      | $45636910.20   | 0.03%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     129818000 | PA      | $9641727.00    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     898388000 | PA      | $122142361.30  | 0.08%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     692558000 | PA      | $104723821.48  | 0.07%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     216720000 | PA      | $32770896.58   | 0.02%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bond                                                          | DANISH GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DK        |     100000000 | PA      | $14824978.21   | 0.01%             | 2035-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $11624538.90   | 0.01%             | 2031-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      10604000 | PA      | $11860362.48   | 0.01%             | 2028-01-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3134955.86    | 0.00%             | 2031-05-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       3200000 | PA      | $2619872.66    | 0.00%             | 2041-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      13000000 | PA      | $15233445.96   | 0.01%             | 2035-04-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |       8000000 | PA      | $9325373.48    | 0.01%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AL Sydbank                                                                       | AL SYDBANK                     | CUSIP: N/A<br>LEI: GP5DT10VX1QRQUKVBK64       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $11738203.35   | 0.01%             | 2030-03-05      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                          | NYKREDIT                       | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      15000000 | PA      | $17183544.73   | 0.01%             | 2033-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         11195 | NC      | $-12243440.31  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      50862000 | PA      | $64765243.87   | 0.04%             | 2029-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      65958000 | PA      | $86674997.04   | 0.06%             | 2040-07-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      67556000 | PA      | $86950372.56   | 0.06%             | 2041-07-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      65317000 | PA      | $81038345.76   | 0.06%             | 2028-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      71028000 | PA      | $96330114.55   | 0.07%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     115000000 | PA      | $130061972.22  | 0.09%             | 2030-07-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     109655000 | PA      | $108825756.61  | 0.07%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      53737000 | PA      | $54017490.46   | 0.04%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      35805000 | PA      | $44373653.81   | 0.03%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      80000000 | PA      | $92224331.40   | 0.06%             | 2027-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      59534000 | PA      | $68126237.15   | 0.05%             | 2028-04-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      82236000 | PA      | $77521982.00   | 0.05%             | 2048-10-31      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      58348000 | PA      | $66550849.12   | 0.05%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      72609000 | PA      | $74796474.34   | 0.05%             | 2035-07-30      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      80000000 | PA      | $85667235.10   | 0.06%             | 2030-04-30      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      39061000 | PA      | $24148262.83   | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      99896000 | PA      | $114613408.58  | 0.08%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     212549000 | PA      | $232262548.50  | 0.16%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     125520000 | PA      | $104678411.66  | 0.07%             | 2040-10-31      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     100000000 | PA      | $102045753.56  | 0.07%             | 2031-04-30      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      42435000 | PA      | $22757917.35   | 0.02%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     372642000 | PA      | $417525688.29  | 0.29%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     139176000 | PA      | $121885169.43  | 0.08%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     204714000 | PA      | $210215218.89  | 0.14%             | 2031-10-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      27236000 | PA      | $20899378.51   | 0.01%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     133074000 | PA      | $136186321.96  | 0.09%             | 2032-04-30      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     108073000 | PA      | $81850904.66   | 0.06%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     374911000 | PA      | $412871243.12  | 0.28%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     113287000 | PA      | $128480918.53  | 0.09%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      97373000 | PA      | $107145898.78  | 0.07%             | 2043-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     114264000 | PA      | $133766525.99  | 0.09%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      97763000 | PA      | $116435054.55  | 0.08%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     225238000 | PA      | $269423949.52  | 0.18%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      16587000 | PA      | $19868003.88   | 0.01%             | 2029-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     152840000 | PA      | $179085608.75  | 0.12%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     185928000 | PA      | $217271238.40  | 0.15%             | 2034-04-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     112778000 | PA      | $128923076.65  | 0.09%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     151540000 | PA      | $179028039.84  | 0.12%             | 2034-10-31      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     107896000 | PA      | $127261835.40  | 0.09%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     256594000 | PA      | $299324291.40  | 0.21%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     175000000 | PA      | $204026064.41  | 0.14%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     250500000 | PA      | $288233568.49  | 0.20%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     205468000 | PA      | $231311555.59  | 0.16%             | 2041-01-31      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     125673000 | PA      | $144484457.92  | 0.10%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      50000000 | PA      | $58054352.89   | 0.04%             | 2033-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     238000000 | PA      | $275765537.42  | 0.19%             | 2029-03-31      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     123113000 | PA      | $141995803.86  | 0.10%             | 2036-04-30      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bond                                                            | SPANISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |      75381000 | PA      | $84621403.72   | 0.06%             | 2056-10-31      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |      22454000 | PA      | $23196744.52   | 0.02%             | 2031-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |      15000000 | PA      | $17499255.91   | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA ANDALUCIA                | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |      13898000 | PA      | $16433736.67   | 0.01%             | 2030-04-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | AUTONOMOUS COMMU               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      20000000 | PA      | $23603991.82   | 0.02%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | AUTONOMOUS COMMU               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      21360000 | PA      | $24409881.09   | 0.02%             | 2035-04-30      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | AUTONOMOUS COMMU               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |      10000000 | PA      | $11398464.63   | 0.01%             | 2036-04-30      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       2439000 | PA      | $2768520.61    | 0.00%             | 2030-03-12      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       6644000 | PA      | $7633610.51    | 0.01%             | 2028-04-30      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       9752000 | PA      | $11022474.97   | 0.01%             | 2029-04-30      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | COMUNIDAD MADRID               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |       1923000 | PA      | $2039469.24    | 0.00%             | 2030-04-30      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       7749000 | PA      | $8396265.32    | 0.01%             | 2030-04-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       9187000 | PA      | $9191560.92    | 0.01%             | 2032-04-30      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       9000000 | PA      | $10728468.40   | 0.01%             | 2033-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |       9300000 | PA      | $10925902.87   | 0.01%             | 2034-04-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Basque Government                                                                | BASQUE GOV'T                   | CUSIP: N/A<br>LEI: 959800SNQAKVSTR20G68       | Long             | DBT              | NUSS              | ES        |      18590000 | PA      | $21478194.75   | 0.01%             | 2035-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Xunta de Galicia                                                                 | XUNTA DE GALICIA               | CUSIP: N/A<br>LEI: 9598006NADCDHBCA0B85       | Long             | DBT              | NUSS              | ES        |       6300000 | PA      | $7550567.48    | 0.01%             | 2029-07-30      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |       4000000 | PA      | $4037462.43    | 0.00%             | 2031-10-31      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |       6700000 | PA      | $7935094.46    | 0.01%             | 2028-07-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      20400000 | PA      | $24012090.23   | 0.02%             | 2029-05-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                              | ADIF ALTA VELOCI               | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |      15500000 | PA      | $18140248.09   | 0.01%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Criteria Caixa SA                                                                | CRITERIA CAIXA                 | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |       3300000 | PA      | $3752145.74    | 0.00%             | 2027-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       3500000 | PA      | $3967604.33    | 0.00%             | 2027-10-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4828366.17    | 0.00%             | 2030-05-03      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2465310.08    | 0.00%             | 2031-09-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |      12000000 | PA      | $13922031.17   | 0.01%             | 2033-02-04      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                        | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |       3600000 | PA      | $4263567.36    | 0.00%             | 2048-09-07      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Mapfre SA                                                                        | MAPFRE                         | CUSIP: N/A<br>LEI: 95980020140005693107       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2293467.82    | 0.00%             | 2032-01-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | INMOBILIARIA COL               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2255400.26    | 0.00%             | 2028-10-14      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Abanca Corp Bancaria SA                                                          | ABANCA CORP                    | CUSIP: N/A<br>LEI: 54930056IRBXK0Q1FP96       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $3007132.27    | 0.00%             | 2028-09-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Unicaja Banco SA                                                                 | UNICAJA ES                     | CUSIP: N/A<br>LEI: 5493007SJLLCTM6J6M37       | Long             | DBT              | CORP              | ES        |       5500000 | PA      | $6658309.97    | 0.00%             | 2029-02-21      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AYT Cedulas Cajas Global FTA                                                     | AYT CEDULAS CAJA               | CUSIP: N/A<br>LEI: 959800XDZEM9FGN2F384       | Long             | DBT              | CORP              | ES        |      17300000 | PA      | $20646233.88   | 0.01%             | 2027-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Programa Cedulas TDA Fondo de Titulizacion de Activos                            | PROGRAMA CEDULAS               | CUSIP: N/A<br>LEI: 959800B2SA7684UFA098       | Long             | DBT              | CORP              | ES        |      17700000 | PA      | $21724623.15   | 0.01%             | 2031-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      10900000 | PA      | $12827151.95   | 0.01%             | 2027-07-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bankinter SA                                                                     | BANKINTER SA                   | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |        100000 | PA      | $113849.43     | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5758252.81    | 0.00%             | 2029-07-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      20000000 | PA      | $22888889.41   | 0.02%             | 2033-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |        900000 | PA      | $1075125.77    | 0.00%             | 2027-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5700000 | PA      | $6014915.13    | 0.00%             | 2034-11-27      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $2807482.43    | 0.00%             | 2028-10-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5100000 | PA      | $5365366.78    | 0.00%             | 2031-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      30000000 | PA      | $34976284.06   | 0.02%             | 2027-09-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      25000000 | PA      | $28607138.96   | 0.02%             | 2032-09-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5934175.86    | 0.00%             | 2030-01-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5744362.08    | 0.00%             | 2030-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      12350000 | PA      | $15273554.06   | 0.01%             | 2036-03-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cajamar Caja Rural SCC                                                           | CAJAMAR                        | CUSIP: N/A<br>LEI: 635400CE9HHFB55PEY43       | Long             | DBT              | CORP              | ES        |      10400000 | PA      | $12261165.50   | 0.01%             | 2029-07-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5347299.37    | 0.00%             | 2032-07-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      30700000 | PA      | $34860875.93   | 0.02%             | 2028-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      25969000 | PA      | $27395165.62   | 0.02%             | 2031-04-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       9752000 | PA      | $11923886.27   | 0.01%             | 2032-03-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      20095000 | PA      | $23436115.71   | 0.02%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12046000 | PA      | $10699640.44   | 0.01%             | 2040-09-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      10546000 | PA      | $11982479.60   | 0.01%             | 2028-02-14      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |       4262000 | PA      | $3291836.17    | 0.00%             | 2053-07-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      28632000 | PA      | $27434251.49   | 0.02%             | 2044-07-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      21282000 | PA      | $16423622.05   | 0.01%             | 2047-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      18100000 | PA      | $15836345.97   | 0.01%             | 2043-02-13      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      22287000 | PA      | $25660346.50   | 0.02%             | 2027-05-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: AN6324528<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      26655000 | PA      | $27531564.25   | 0.02%             | 2033-05-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      21896000 | PA      | $18048159.80   | 0.01%             | 2048-07-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12190000 | PA      | $13987556.56   | 0.01%             | 2027-07-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      40133000 | PA      | $38167025.01   | 0.03%             | 2035-04-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12853000 | PA      | $13691703.42   | 0.01%             | 2029-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      22235000 | PA      | $13595841.48   | 0.01%             | 2050-01-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      19000000 | PA      | $21428842.32   | 0.01%             | 2027-10-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      16054000 | PA      | $16936215.11   | 0.01%             | 2030-03-18      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       4876000 | PA      | $5661819.88    | 0.00%             | 2042-04-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       9264000 | PA      | $10827775.62   | 0.01%             | 2027-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |       4876000 | PA      | $4220654.60    | 0.00%             | 2045-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      19479000 | PA      | $19381891.11   | 0.01%             | 2036-11-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      17645000 | PA      | $13883700.39   | 0.01%             | 2055-12-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      20455000 | PA      | $17567773.62   | 0.01%             | 2046-11-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |       5852000 | PA      | $6059995.82    | 0.00%             | 2033-05-23      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      12598000 | PA      | $14112494.45   | 0.01%             | 2028-09-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      20478000 | PA      | $22565691.63   | 0.02%             | 2029-03-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      33146000 | PA      | $34926367.77   | 0.02%             | 2030-03-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      19798000 | PA      | $19848294.15   | 0.01%             | 2031-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      10000000 | PA      | $11665996.90   | 0.01%             | 2033-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      75000000 | PA      | $87435094.24   | 0.06%             | 2029-09-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      25000000 | PA      | $28485058.85   | 0.02%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      10000000 | PA      | $11332511.39   | 0.01%             | 2035-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                                                     | ESM                            | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              | NUSS              | N/A       |      41419288 | PA      | $47425671.26   | 0.03%             | 2036-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      51797000 | PA      | $44899440.71   | 0.03%             | 2035-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      50782000 | PA      | $56307810.02   | 0.04%             | 2028-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      21535000 | PA      | $12240235.16   | 0.01%             | 2053-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      37997000 | PA      | $42663286.67   | 0.03%             | 2028-09-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      10000000 | PA      | $11257992.85   | 0.01%             | 2032-06-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      63149000 | PA      | $72854504.06   | 0.05%             | 2033-02-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      60000000 | PA      | $70699368.46   | 0.05%             | 2028-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      25000000 | PA      | $29000742.92   | 0.02%             | 2038-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      12500000 | PA      | $14930125.30   | 0.01%             | 2029-04-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      60000000 | PA      | $69873888.99   | 0.05%             | 2029-07-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      75000000 | PA      | $87361629.64   | 0.06%             | 2031-05-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      27617000 | PA      | $32188792.78   | 0.02%             | 2028-07-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      65000000 | PA      | $73790813.96   | 0.05%             | 2035-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      80000000 | PA      | $91777771.78   | 0.06%             | 2032-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      50000000 | PA      | $57412677.53   | 0.04%             | 2030-11-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility                                            | EFSF                           | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              | NUSS              | LU        |      37000000 | PA      | $42886854.54   | 0.03%             | 2029-02-02      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      63606276 | PA      | $54191058.90   | 0.04%             | 2037-02-04      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      22395000 | PA      | $24273887.73   | 0.02%             | 2037-12-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      38355381 | PA      | $44967555.49   | 0.03%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      71697640 | PA      | $81708935.96   | 0.06%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       3132000 | PA      | $2801659.79    | 0.00%             | 2037-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      72766000 | PA      | $75539354.92   | 0.05%             | 2032-07-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     143397037 | PA      | $114313041.48  | 0.08%             | 2043-02-04      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      43574454 | PA      | $40824257.14   | 0.03%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      47218025 | PA      | $54846105.43   | 0.04%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      99344896 | PA      | $86399428.56   | 0.06%             | 2052-10-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      77887837 | PA      | $85558030.57   | 0.06%             | 2042-11-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      86085845 | PA      | $98699947.21   | 0.07%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      65976604 | PA      | $63327637.65   | 0.04%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      55227000 | PA      | $65144594.53   | 0.04%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      25000000 | PA      | $28751500.80   | 0.02%             | 2037-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      82643419 | PA      | $97536718.64   | 0.07%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     186086478 | PA      | $220124454.38  | 0.15%             | 2028-12-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      78248027 | PA      | $89820528.19   | 0.06%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      90207416 | PA      | $92485165.35   | 0.06%             | 2050-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     127741000 | PA      | $150173736.26  | 0.10%             | 2027-12-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     125913246 | PA      | $128998969.74  | 0.09%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     122207737 | PA      | $137449471.19  | 0.09%             | 2029-12-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      51634000 | PA      | $44284119.53   | 0.03%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      19811000 | PA      | $12269839.80   | 0.01%             | 2046-05-02      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      25620000 | PA      | $22138144.08   | 0.02%             | 2036-04-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      32693000 | PA      | $21737012.02   | 0.01%             | 2047-01-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     110536873 | PA      | $111506811.05  | 0.08%             | 2031-07-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      17863000 | PA      | $18123610.53   | 0.01%             | 2031-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      62123495 | PA      | $44969570.09   | 0.03%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      78368090 | PA      | $43952024.33   | 0.03%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      30216000 | PA      | $33180479.75   | 0.02%             | 2028-10-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     133071858 | PA      | $156200157.14  | 0.11%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     126160000 | PA      | $144047889.25  | 0.10%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      10000000 | PA      | $13206183.52   | 0.01%             | 2029-10-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      55000000 | PA      | $62043124.00   | 0.04%             | 2034-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      62019000 | PA      | $84285437.03   | 0.06%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      76060000 | PA      | $87125073.50   | 0.06%             | 2035-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      75333811 | PA      | $89104322.34   | 0.06%             | 2030-12-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      49683000 | PA      | $56787584.51   | 0.04%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      44210000 | PA      | $59293806.68   | 0.04%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      35555000 | PA      | $41498427.72   | 0.03%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     136194574 | PA      | $153645461.37  | 0.11%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     150000000 | PA      | $175454525.18  | 0.12%             | 2028-07-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      86557000 | PA      | $99810331.10   | 0.07%             | 2030-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     105582223 | PA      | $123626962.37  | 0.08%             | 2035-12-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      63865943 | PA      | $72392133.31   | 0.05%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     104425000 | PA      | $119787029.68  | 0.08%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      50000000 | PA      | $57639092.16   | 0.04%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      54000000 | PA      | $61733297.03   | 0.04%             | 2055-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      35314110 | PA      | $40523668.92   | 0.03%             | 2040-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      59745000 | PA      | $68447577.07   | 0.05%             | 2036-01-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |      57789414 | PA      | $66863596.51   | 0.05%             | 2029-07-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      14842000 | PA      | $17153319.29   | 0.01%             | 2031-06-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                 | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |       9637073 | PA      | $11258807.61   | 0.01%             | 2046-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |       5535000 | PA      | $6507393.90    | 0.00%             | 2028-07-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      16683000 | PA      | $17044125.65   | 0.01%             | 2042-07-04      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      22057000 | PA      | $16787620.82   | 0.01%             | 2047-04-15      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      24867000 | PA      | $28339002.23   | 0.02%             | 2027-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      65604000 | PA      | $65849494.42   | 0.05%             | 2034-04-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      22691000 | PA      | $24674197.17   | 0.02%             | 2029-09-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      13000000 | PA      | $11110374.48   | 0.01%             | 2036-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      57995000 | PA      | $42332573.03   | 0.03%             | 2040-09-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      39490000 | PA      | $40910034.15   | 0.03%             | 2030-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Oma Saastopankki Oyj                                                             | OMA                            | CUSIP: N/A<br>LEI: 743700LE1ECAPXC5UT18       | Long             | DBT              | CORP              | FI        |       4800000 | PA      | $5378868.25    | 0.00%             | 2027-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      52187000 | PA      | $23966013.21   | 0.02%             | 2052-04-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      38750000 | PA      | $39081213.92   | 0.03%             | 2031-09-15      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |        993000 | PA      | $691258.61     | 0.00%             | 2043-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      75514000 | PA      | $80567102.86   | 0.06%             | 2032-09-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      34026000 | PA      | $36987055.07   | 0.03%             | 2038-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |     111017000 | PA      | $130681809.09  | 0.09%             | 2029-04-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |       6329000 | PA      | $6173667.29    | 0.00%             | 2055-04-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      65000000 | PA      | $74892874.54   | 0.05%             | 2034-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      39286000 | PA      | $42452167.31   | 0.03%             | 2045-04-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      10863000 | PA      | $12415176.79   | 0.01%             | 2035-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Finland Government Bond                                                          | FINNISH GOV'T                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FI        |      40000000 | PA      | $45927569.38   | 0.03%             | 2032-04-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      95000000 | PA      | $127175366.74  | 0.09%             | 2032-10-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |        238000 | PA      | $353287.64     | 0.00%             | 2033-01-28      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     117522000 | PA      | $148057185.04  | 0.10%             | 2029-04-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PSA Tresorerie GIE                                                               | PSA TRESORERIE                 | CUSIP: N/A<br>LEI: 9695004TMMZ3JBKJO332       | Long             | DBT              | CORP              | FR        |       3926000 | PA      | $5023859.24    | 0.00%             | 2033-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       2136000 | PA      | $2894090.31    | 0.00%             | 2033-11-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       1900000 | PA      | $2603322.84    | 0.00%             | 2034-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      17664745 | PA      | $22512707.77   | 0.02%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      78930000 | PA      | $85742445.39   | 0.06%             | 2055-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       6951000 | PA      | $7761555.02    | 0.01%             | 2055-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       2950000 | PA      | $4194243.44    | 0.00%             | 2028-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      13050000 | PA      | $17737523.98   | 0.01%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      61906732 | PA      | $76127959.70   | 0.05%             | 2041-04-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      71827370 | PA      | $76914303.61   | 0.05%             | 2060-04-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: BVN0Z8UM9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12265654.43   | 0.01%             | 2030-04-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: EI4061228<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       4650000 | PA      | $4876961.24    | 0.00%             | 2050-09-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $4739370.64    | 0.00%             | 2060-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: BVN14QDL2<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2365976.37    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | GDF SUEZ                       | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       1547000 | PA      | $2230598.78    | 0.00%             | 2111-03-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      12600000 | PA      | $15045962.53   | 0.01%             | 2041-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $686021.36     | 0.00%             | 2030-12-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: EJ1023658<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       6800000 | PA      | $8513187.05    | 0.01%             | 2037-03-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: EJ3468919<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |     148395000 | PA      | $174069749.09  | 0.12%             | 2027-10-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      98191213 | PA      | $100534545.58  | 0.07%             | 2045-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       5900000 | PA      | $6552376.84    | 0.00%             | 2114-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $12769105.06   | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     146677112 | PA      | $168867120.11  | 0.12%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1155322.21    | 0.00%             | 2029-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |        100000 | PA      | $97511.01      | 0.00%             | 2035-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: EK7876270<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       7900000 | PA      | $7607238.18    | 0.01%             | 2035-03-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3547409.30    | 0.00%             | 2028-01-10      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5566859.30    | 0.00%             | 2030-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     177411000 | PA      | $192598655.73  | 0.13%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      10500000 | PA      | $12038655.44   | 0.01%             | 2027-10-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       3800000 | PA      | $4500220.81    | 0.00%             | 2047-06-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5431681.85    | 0.00%             | 2031-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      18900000 | PA      | $20309258.84   | 0.01%             | 2031-03-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $5912236.50    | 0.00%             | 2028-04-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |      12800000 | PA      | $13346526.41   | 0.01%             | 2032-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $2858422.16    | 0.00%             | 2036-04-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     118468000 | PA      | $69751202.85   | 0.05%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     210705000 | PA      | $195875207.78  | 0.13%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $4206250.39    | 0.00%             | 2048-05-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4657114.72    | 0.00%             | 2028-06-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $567067.51     | 0.00%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2872865.43    | 0.00%             | 2048-09-27      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $3003522.73    | 0.00%             | 2031-09-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1332441.06    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2767901.39    | 0.00%             | 2029-01-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      12800000 | PA      | $12157367.27   | 0.01%             | 2036-10-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANEF SA                                                                         | SAN                            | CUSIP: N/A<br>LEI: 969500U2ZH7ARB744A12       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1113819.26    | 0.00%             | 2028-10-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $110015.37     | 0.00%             | 2031-01-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       8200000 | PA      | $9472179.27    | 0.01%             | 2027-06-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      27541216 | PA      | $25034028.38   | 0.02%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      10300000 | PA      | $10907584.71   | 0.01%             | 2032-02-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $9519219.10    | 0.01%             | 2037-02-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       9700000 | PA      | $11349409.72   | 0.01%             | 2029-02-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: AM8702772<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5697093.34    | 0.00%             | 2028-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1229123.93    | 0.00%             | 2029-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     130450000 | PA      | $150427592.97  | 0.10%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      25500000 | PA      | $26994215.61   | 0.02%             | 2032-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      17600000 | PA      | $20232856.04   | 0.01%             | 2027-05-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      35900000 | PA      | $37389172.30   | 0.03%             | 2032-05-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     131410444 | PA      | $103516360.48  | 0.07%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2648506.33    | 0.00%             | 2029-06-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       4700000 | PA      | $4973855.51    | 0.00%             | 2032-01-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: AN9634006<br>LEI: 969500P8M3W2XX376054 | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2304106.01    | 0.00%             | 2027-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coentreprise de Transport d'Electricite SA                                       | CTE CO TRANSP EL               | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |       3900000 | PA      | $4409058.43    | 0.00%             | 2028-07-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coentreprise de Transport d'Electricite SA                                       | CTE CO TRANSP EL               | CUSIP: N/A<br>LEI: 969500BH61SHYYBTJQ29       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $8536914.69    | 0.01%             | 2032-07-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                     | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |       1500000 | PA      | $1724290.09    | 0.00%             | 2027-05-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: AO1324471<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $5970169.58    | 0.00%             | 2032-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      20400000 | PA      | $21086937.72   | 0.01%             | 2032-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      20257000 | PA      | $23189086.06   | 0.02%             | 2027-08-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       6200000 | PA      | $7067216.89    | 0.00%             | 2027-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5694910.94    | 0.00%             | 2027-09-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $909253.92     | 0.00%             | 2028-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4100000 | PA      | $3890779.19    | 0.00%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |         25000 | PA      | $28441.01      | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     258728241 | PA      | $291294318.41  | 0.20%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       6100000 | PA      | $6873793.92    | 0.00%             | 2028-04-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4670945.01    | 0.00%             | 2037-10-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $102203.70     | 0.00%             | 2033-01-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |        700000 | PA      | $677194.30     | 0.00%             | 2034-11-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                               | ABERTIS FRANCE                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $8576961.49    | 0.01%             | 2027-11-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3579284.14    | 0.00%             | 2032-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6106696.94    | 0.00%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      16300000 | PA      | $17847798.20   | 0.01%             | 2030-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5654357.82    | 0.00%             | 2028-01-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: AQ7115290<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5477119.70    | 0.00%             | 2030-01-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4602886.47    | 0.00%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $2836845.68    | 0.00%             | 2028-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     236057000 | PA      | $233212850.63  | 0.16%             | 2034-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $5090987.60    | 0.00%             | 2028-02-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: AR3869641<br>LEI: 969500UDH342QLTE1M42 | Long             | DBT              | CORP              | FR        |        300000 | PA      | $340225.54     | 0.00%             | 2028-02-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: AR6504922<br>LEI: 9695003E4MMA10IBTR26 | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4377544.80    | 0.00%             | 2030-03-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      17800000 | PA      | $20250035.90   | 0.01%             | 2028-03-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       3700000 | PA      | $3559234.26    | 0.00%             | 2038-03-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $7434087.54    | 0.01%             | 2028-04-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Crelan Home Loan SCF                                                             | CRELAN HOME LOAN               | CUSIP: N/A<br>LEI: CVRWQDHDBEPUUVU2FD09       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $7848936.87    | 0.01%             | 2033-04-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Indigo Group SAS                                                                 | INDIGO GROUP                   | CUSIP: N/A<br>LEI: 213800H5J9NKEXSUQX44       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $114078.98     | 0.00%             | 2028-04-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |        100000 | PA      | $112934.61     | 0.00%             | 2028-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: AS3449350<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      22500000 | PA      | $25397668.90   | 0.02%             | 2028-04-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $11865494.93   | 0.01%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |        400000 | PA      | $377811.35     | 0.00%             | 2038-05-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5165440.01    | 0.00%             | 2033-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      14800000 | PA      | $15005772.15   | 0.01%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     608393000 | PA      | $677423412.77  | 0.46%             | 2028-11-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       3000000 | PA      | $3057291.12    | 0.00%             | 2033-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       4500000 | PA      | $5077130.73    | 0.00%             | 2028-06-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: AT0872560<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $8305747.57    | 0.01%             | 2027-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13581737.07   | 0.01%             | 2028-06-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       7500000 | PA      | $6837056.35    | 0.00%             | 2038-06-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12460311.86   | 0.01%             | 2028-06-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      53900000 | PA      | $60351902.93   | 0.04%             | 2028-08-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5496389.08    | 0.00%             | 2028-07-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $16473742.52   | 0.01%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2509173.83    | 0.00%             | 2038-09-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       9200000 | PA      | $10277646.79   | 0.01%             | 2028-09-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      19400000 | PA      | $21402914.76   | 0.01%             | 2030-09-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $216548.67     | 0.00%             | 2030-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: AU4570282<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       2700000 | PA      | $2762309.18    | 0.00%             | 2033-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3619106.28    | 0.00%             | 2028-09-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       9400000 | PA      | $10338266.82   | 0.01%             | 2030-09-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2690243.92    | 0.00%             | 2030-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2277728.06    | 0.00%             | 2038-09-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1103987.24    | 0.00%             | 2030-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       7400000 | PA      | $8448197.92    | 0.01%             | 2028-09-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       3700000 | PA      | $3468362.16    | 0.00%             | 2038-10-11      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5200000 | PA      | $5840051.69    | 0.00%             | 2028-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: AU9536874<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |      21000000 | PA      | $20589081.30   | 0.01%             | 2034-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $219798.53     | 0.00%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |       1100000 | PA      | $1241045.55    | 0.00%             | 2028-11-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      16800000 | PA      | $18695238.15   | 0.01%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      37200000 | PA      | $37814161.96   | 0.03%             | 2034-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $227908.94     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6183456.09    | 0.00%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3987802.67    | 0.00%             | 2028-01-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $16928561.12   | 0.01%             | 2029-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $3223456.89    | 0.00%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2844255.22    | 0.00%             | 2027-09-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Autoroutes du Sud de la France SA                                                | AUTOROUTES DU SU               | CUSIP: N/A<br>LEI: 213800U12KWYZEECZ934       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $8543330.32    | 0.01%             | 2031-02-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     122558000 | PA      | $82877376.51   | 0.06%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: AX3301410<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4952377.40    | 0.00%             | 2034-02-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     191931000 | PA      | $209647251.97  | 0.14%             | 2029-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $9088058.70    | 0.01%             | 2031-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: AX5438913<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5617089.75    | 0.00%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $4932143.93    | 0.00%             | 2034-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       8000000 | PA      | $7752187.15    | 0.01%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5544680.26    | 0.00%             | 2029-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      11800000 | PA      | $12925082.91   | 0.01%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: AX7282384<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6165842.75    | 0.00%             | 2029-03-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       1800000 | PA      | $1996874.15    | 0.00%             | 2029-04-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       9900000 | PA      | $9524932.10    | 0.01%             | 2034-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1322066.09    | 0.00%             | 2029-05-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: ZS7516140<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $5365225.93    | 0.00%             | 2031-05-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $8449913.23    | 0.01%             | 2029-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: ZS7766299<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      13300000 | PA      | $14703464.74   | 0.01%             | 2029-05-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       6500000 | PA      | $4558514.42    | 0.00%             | 2050-05-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                             | MMS USA HLDGS                  | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |      12100000 | PA      | $13604418.47   | 0.01%             | 2028-06-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MMS USA Holdings Inc                                                             | MMS USA INV INC                | CUSIP: N/A<br>LEI: 5493006U67P2Y34N2G08       | Long             | DBT              | CORP              | US        |       3300000 | PA      | $3520726.71    | 0.00%             | 2031-06-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: AZ0185357<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5590555.88    | 0.00%             | 2029-06-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1414181.09    | 0.00%             | 2034-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $4363593.53    | 0.00%             | 2039-06-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| In'li SA                                                                         | IN'LI                          | CUSIP: AZ2976761<br>LEI: 969500X711HT6Q60P382 | Long             | DBT              | CORP              | FR        |        900000 | PA      | $981950.37     | 0.00%             | 2029-07-02      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPI                          | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $5413975.91    | 0.00%             | 2030-07-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Groupe VYV                                                                       | GROUPE VYV                     | CUSIP: N/A<br>LEI: 969500E0I6R1LLI4UF62       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2190452.83    | 0.00%             | 2029-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      27200000 | PA      | $29160807.14   | 0.02%             | 2029-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3372021.37    | 0.00%             | 2031-07-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $1318043.10    | 0.00%             | 2049-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: AZ5472420<br>LEI: 9695003L69OAFQ15LD18 | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10693757.24   | 0.01%             | 2029-07-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: AZ5408952<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $2890139.70    | 0.00%             | 2034-07-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HSBC Continental Europe SA                                                       | HSBC FRANCE                    | CUSIP: N/A<br>LEI: F0HUI1NY1AZMJMD8LP67       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5651223.59    | 0.00%             | 2027-09-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes SE                                                             | DASSAULT SYSTEME               | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5354752.64    | 0.00%             | 2029-09-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $5336574.33    | 0.00%             | 2032-09-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $6056530.60    | 0.00%             | 2049-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      23000000 | PA      | $25822818.68   | 0.02%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      15900000 | PA      | $17926996.54   | 0.01%             | 2027-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5470535.52    | 0.00%             | 2028-09-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: ZR5213932<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4309324.29    | 0.00%             | 2029-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2043442.17    | 0.00%             | 2031-09-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |       9700000 | PA      | $11023648.48   | 0.01%             | 2027-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5294127.17    | 0.00%             | 2029-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     288476000 | PA      | $305329529.00  | 0.21%             | 2029-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      10300000 | PA      | $10904872.03   | 0.01%             | 2029-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AXA Home Loan SFH SA                                                             | AXA HOME LOAN                  | CUSIP: N/A<br>LEI: 969500AIOJG7FHMDYZ30       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5265811.12    | 0.00%             | 2029-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      27000000 | PA      | $28487083.05   | 0.02%             | 2029-10-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $3306299.38    | 0.00%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5105525.19    | 0.00%             | 2031-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       9200000 | PA      | $9151205.75    | 0.01%             | 2032-03-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Praemia Healthcare SACA                                                          | PRAEMIA HEALTHCR               | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |       8400000 | PA      | $8899243.39    | 0.01%             | 2029-11-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: ZQ5980433<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $4373577.39    | 0.00%             | 2035-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6506120.23    | 0.00%             | 2050-07-27      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $15813726.54   | 0.01%             | 2029-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $5359867.59    | 0.00%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: ZP3184121<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3877919.11    | 0.00%             | 2027-12-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: ZP3535157<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1276753.59    | 0.00%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5572385.43    | 0.00%             | 2028-02-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     136375000 | PA      | $70254901.49   | 0.05%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |       1800000 | PA      | $1878448.15    | 0.00%             | 2030-02-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5589543.02    | 0.00%             | 2028-02-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       7400000 | PA      | $7584402.69    | 0.01%             | 2031-02-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      11000000 | PA      | $4390407.76    | 0.00%             | 2070-02-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Terega SASU                                                                      | TEREGA SAS                     | CUSIP: N/A<br>LEI: 969500D9BIKJL7H9TB80       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1114328.50    | 0.00%             | 2028-02-27      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      15100000 | PA      | $14890095.78   | 0.01%             | 2031-11-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $10460578.87   | 0.01%             | 2030-03-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $4768583.65    | 0.00%             | 2029-03-11      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $9730045.55    | 0.01%             | 2028-03-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       6400000 | PA      | $6937871.07    | 0.00%             | 2032-03-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |      13400000 | PA      | $14812236.82   | 0.01%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5821709.12    | 0.00%             | 2027-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $8471449.55    | 0.01%             | 2030-04-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       9300000 | PA      | $10662333.22   | 0.01%             | 2030-04-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4608301.69    | 0.00%             | 2027-07-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       7300000 | PA      | $7695123.40    | 0.01%             | 2032-04-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       2600000 | PA      | $2866337.03    | 0.00%             | 2030-04-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: BH5288981<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3411258.47    | 0.00%             | 2030-04-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: BH5921227<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | NUSS              | FR        |      12300000 | PA      | $13067126.14   | 0.01%             | 2030-04-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |        200000 | PA      | $224389.59     | 0.00%             | 2028-07-24      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       4900000 | PA      | $5540450.59    | 0.00%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: BH6823505<br>LEI: 96950077L0TN7BAROX36 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3386799.49    | 0.00%             | 2029-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |       5800000 | PA      | $6286831.65    | 0.00%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       5900000 | PA      | $6204501.50    | 0.00%             | 2030-05-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      22800000 | PA      | $23641700.34   | 0.02%             | 2032-04-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5631861.30    | 0.00%             | 2029-04-17      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: BH9906505<br>LEI: 9695009KV7AFPDEI5S30 | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2892886.86    | 0.00%             | 2028-04-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6903654.39    | 0.00%             | 2027-05-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2822566.76    | 0.00%             | 2029-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $5615237.02    | 0.00%             | 2035-05-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $9047269.62    | 0.01%             | 2030-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Arkea Home Loans SFH SA                                                          | ARKEA HL                       | CUSIP: N/A<br>LEI: 9695003L69OAFQ15LD18       | Long             | DBT              | CORP              | FR        |      12600000 | PA      | $12852788.79   | 0.01%             | 2030-10-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $11778685.82   | 0.01%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     123262558 | PA      | $89926680.84   | 0.06%             | 2040-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | COLONIAL SFL SOC               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3467797.87    | 0.00%             | 2027-06-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                              | ESSILORLUXOTTICA               | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | DBT              | CORP              | FR        |       9800000 | PA      | $10945602.44   | 0.01%             | 2028-06-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     286904000 | PA      | $293396626.38  | 0.20%             | 2030-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |        700000 | PA      | $755952.81     | 0.00%             | 2029-06-10      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5007858.76    | 0.00%             | 2032-01-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4287188.32    | 0.00%             | 2030-06-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      17000000 | PA      | $13156394.22   | 0.01%             | 2040-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      14700000 | PA      | $15654844.49   | 0.01%             | 2029-11-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3313661.28    | 0.00%             | 2029-06-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5304356.71    | 0.00%             | 2030-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       6800000 | PA      | $7404018.62    | 0.01%             | 2030-06-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       1400000 | PA      | $1475857.77    | 0.00%             | 2032-06-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       1200000 | PA      | $1243880.60    | 0.00%             | 2030-07-02      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3715809.34    | 0.00%             | 2051-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3325204.36    | 0.00%             | 2029-01-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $3720634.48    | 0.00%             | 2032-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       8800000 | PA      | $6826521.95    | 0.00%             | 2040-07-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3485897.68    | 0.00%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      15000000 | PA      | $16923438.14   | 0.01%             | 2027-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $12510763.37   | 0.01%             | 2035-07-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $6344418.67    | 0.00%             | 2028-09-01      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      28900000 | PA      | $32463790.52   | 0.02%             | 2027-11-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Terega SA                                                                        | TEREGA SA                      | CUSIP: N/A<br>LEI: 969500Y0L922VYT3UI51       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2603952.79    | 0.00%             | 2030-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                                          | SCOR SE                        | CUSIP: N/A<br>LEI: 96950056ULJ4JI7V3752       | Long             | DBT              | CORP              | FR        |       3300000 | PA      | $3404693.03    | 0.00%             | 2051-09-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |       5700000 | PA      | $6356512.54    | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       4300000 | PA      | $4841889.24    | 0.00%             | 2027-10-08      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      47400000 | PA      | $48133945.28   | 0.03%             | 2030-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3585400.27    | 0.00%             | 2079-12-31      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5900000 | PA      | $2311533.81    | 0.00%             | 2060-10-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      15200000 | PA      | $15492647.67   | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      21000000 | PA      | $17524862.71   | 0.01%             | 2035-10-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |      10800000 | PA      | $5642881.26    | 0.00%             | 2051-02-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       7700000 | PA      | $8372981.28    | 0.01%             | 2028-11-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $3816705.49    | 0.00%             | 2032-11-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       5100000 | PA      | $5258263.21    | 0.00%             | 2031-02-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      34000000 | PA      | $34647559.57   | 0.02%             | 2030-11-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2174942.11    | 0.00%             | 2028-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      10500000 | PA      | $11730863.23   | 0.01%             | 2079-12-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $7413822.45    | 0.01%             | 2031-12-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      21000000 | PA      | $20182793.71   | 0.01%             | 2032-12-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Altarea SCA                                                                      | ALTAREA                        | CUSIP: N/A<br>LEI: 969500ICGCY1PD6OT783       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1613941.96    | 0.00%             | 2030-01-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                        | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3622334.81    | 0.00%             | 2029-01-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $7602883.01    | 0.01%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      16900000 | PA      | $18689474.89   | 0.01%             | 2029-06-12      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       9100000 | PA      | $10059863.15   | 0.01%             | 2031-07-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      13200000 | PA      | $14507851.04   | 0.01%             | 2028-07-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |       5100000 | PA      | $5101618.51    | 0.00%             | 2031-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| La Poste SA                                                                      | LA POSTE SA                    | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |       5800000 | PA      | $6139779.12    | 0.00%             | 2029-07-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       5300000 | PA      | $6790343.51    | 0.00%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       9400000 | PA      | $10201137.45   | 0.01%             | 2030-01-19      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |        500000 | PA      | $500470.57     | 0.00%             | 2031-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6100000 | PA      | $7784327.43    | 0.01%             | 2027-12-07      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      70286777 | PA      | $21348663.05   | 0.01%             | 2072-05-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      40500000 | PA      | $40919467.56   | 0.03%             | 2031-02-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3991229.79    | 0.00%             | 2032-08-02      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      17300000 | PA      | $17291709.82   | 0.01%             | 2031-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6151765.58    | 0.00%             | 2031-03-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4821780.71    | 0.00%             | 2033-03-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      14400000 | PA      | $14478775.18   | 0.01%             | 2031-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      43700000 | PA      | $46903304.79   | 0.03%             | 2029-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     134874000 | PA      | $84480857.39   | 0.06%             | 2044-06-25      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Carmila SA                                                                       | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |       1200000 | PA      | $1342027.06    | 0.00%             | 2029-04-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     395253000 | PA      | $389449568.57  | 0.27%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10747479.88   | 0.01%             | 2029-04-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $2772752.96    | 0.00%             | 2028-04-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $22226901.69   | 0.02%             | 2028-04-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $15554112.12   | 0.01%             | 2029-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       1600000 | PA      | $1744265.21    | 0.00%             | 2079-12-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $6367230.29    | 0.00%             | 2046-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                        | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $506911.74     | 0.00%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $788747.33     | 0.00%             | 2033-05-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       2100000 | PA      | $2322569.05    | 0.00%             | 2028-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |        100000 | PA      | $74553.42      | 0.00%             | 2041-05-28      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      33500000 | PA      | $34248970.30   | 0.02%             | 2030-12-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                                        | WENDEL SE                      | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $3313069.60    | 0.00%             | 2031-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |       1700000 | PA      | $1819836.97    | 0.00%             | 2029-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      26400000 | PA      | $29025663.54   | 0.02%             | 2028-11-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      23200000 | PA      | $23388637.52   | 0.02%             | 2031-06-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      13800000 | PA      | $14990931.73   | 0.01%             | 2028-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10169375.25   | 0.01%             | 2031-06-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $7379715.23    | 0.01%             | 2079-12-31      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6200000 | PA      | $6853813.04    | 0.00%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       4200000 | PA      | $3616877.67    | 0.00%             | 2036-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       6700000 | PA      | $6706219.99    | 0.00%             | 2031-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $1852905.08    | 0.00%             | 2034-06-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                       | CAISSE NA REA MU               | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3868305.88    | 0.00%             | 2028-07-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                                         | VINCI SA                       | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |       5800000 | PA      | $5757440.22    | 0.00%             | 2032-01-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $5119081.61    | 0.00%             | 2027-07-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     177959958 | PA      | $88899921.95   | 0.06%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      15600000 | PA      | $11069759.77   | 0.01%             | 2041-07-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      10800000 | PA      | $11872464.46   | 0.01%             | 2028-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Covivio Hotels SACA                                                              | COVIVIO HOTELS                 | CUSIP: N/A<br>LEI: 969500N2QX5LGFFZ0I67       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $5864406.98    | 0.00%             | 2029-07-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Alstom SA                                                                        | ALSTOM S                       | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4516276.29    | 0.00%             | 2027-07-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $15383511.40   | 0.01%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       2200000 | PA      | $2079920.53    | 0.00%             | 2036-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      35000000 | PA      | $34785253.80   | 0.02%             | 2031-09-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      11400000 | PA      | $12523398.58   | 0.01%             | 2029-09-21      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |        800000 | PA      | $801903.75     | 0.00%             | 2031-10-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4164494.05    | 0.00%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5274975.56    | 0.00%             | 2029-10-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $15679353.04   | 0.01%             | 2046-10-13      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1065233.09    | 0.00%             | 2029-10-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       3500000 | PA      | $3077010.61    | 0.00%             | 2036-10-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | COLONIAL SFL SOC               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |       1900000 | PA      | $2119743.53    | 0.00%             | 2028-04-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                     | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |       3400000 | PA      | $3522002.36    | 0.00%             | 2042-04-21      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      19600000 | PA      | $14263792.04   | 0.01%             | 2041-10-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |       4300000 | PA      | $4364391.77    | 0.00%             | 2031-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2654765.96    | 0.00%             | 2030-02-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4162424.67    | 0.00%             | 2030-11-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       8900000 | PA      | $9023730.91    | 0.01%             | 2031-11-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1141967.25    | 0.00%             | 2028-05-30      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |      22200000 | PA      | $12367436.17   | 0.01%             | 2051-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SAS                                                           | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $7845231.94    | 0.01%             | 2029-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       9900000 | PA      | $9471568.91    | 0.01%             | 2033-11-29      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $8881634.73    | 0.01%             | 2033-12-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     253573000 | PA      | $244926835.16  | 0.17%             | 2032-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      10400000 | PA      | $11255543.58   | 0.01%             | 2030-07-11      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $5662789.13    | 0.00%             | 2032-01-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $4677949.35    | 0.00%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ICADE                                                                            | ICADE                          | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |       1800000 | PA      | $1905807.83    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       8000000 | PA      | $7975760.85    | 0.01%             | 2032-01-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $10673278.23   | 0.01%             | 2030-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      49100000 | PA      | $49252611.46   | 0.03%             | 2032-01-19      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       3200000 | PA      | $4035566.51    | 0.00%             | 2028-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $10545942.93   | 0.01%             | 2034-02-02      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $3488359.58    | 0.00%             | 2033-01-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2210863.77    | 0.00%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      25100000 | PA      | $27220949.01   | 0.02%             | 2029-02-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3391939.41    | 0.00%             | 2030-02-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      66900000 | PA      | $72973860.11   | 0.05%             | 2028-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      27000000 | PA      | $29753594.83   | 0.02%             | 2029-02-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mercialys SA                                                                     | MERCIALYS                      | CUSIP: N/A<br>LEI: 969500081CGAXB7YS433       | Long             | DBT              | CORP              | FR        |       1600000 | PA      | $1828006.52    | 0.00%             | 2029-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7660127.45    | 0.01%             | 2029-02-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13658824.73   | 0.01%             | 2029-03-02      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |      11400000 | PA      | $12780332.52   | 0.01%             | 2028-03-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5477340.46    | 0.00%             | 2029-10-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6287096.78    | 0.00%             | 2027-08-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       6400000 | PA      | $7130130.29    | 0.00%             | 2029-04-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6414691.75    | 0.00%             | 2032-04-07      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      12500000 | PA      | $13003558.80   | 0.01%             | 2032-04-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     523222479 | PA      | $457494682.69  | 0.31%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      16200000 | PA      | $17621014.34   | 0.01%             | 2030-04-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nerval SAS                                                                       | NERVAL SAS                     | CUSIP: N/A<br>LEI: 969500J6JIKQCN6GP325       | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3414557.72    | 0.00%             | 2032-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $12748959.38   | 0.01%             | 2034-04-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      14600000 | PA      | $17249346.45   | 0.01%             | 2029-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SFH SA                                                          | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: 969500KN90DZLHUN3566       | Long             | DBT              | CORP              | FR        |      12500000 | PA      | $14209480.92   | 0.01%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      55100000 | PA      | $58236092.33   | 0.04%             | 2032-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $15267031.71   | 0.01%             | 2032-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $10527806.70   | 0.01%             | 2032-05-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7435749.37    | 0.01%             | 2032-11-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                                                     | CCF SFH SACA                   | CUSIP: N/A<br>LEI: 969500HCJLWDO4YCYT40       | Long             | DBT              | CORP              | FR        |       8800000 | PA      | $10199192.39   | 0.01%             | 2028-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5497532.40    | 0.00%             | 2032-05-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2249841.38    | 0.00%             | 2030-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       9100000 | PA      | $9817913.18    | 0.01%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     131812196 | PA      | $149170444.67  | 0.10%             | 2028-02-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $10827006.09   | 0.01%             | 2029-06-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       6200000 | PA      | $6853539.43    | 0.00%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23349518.74   | 0.02%             | 2028-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $9978164.01    | 0.01%             | 2030-05-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5680554.27    | 0.00%             | 2029-01-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Regie Autonome des Transports Parisiens EPIC                                     | R.A.T.P.                       | CUSIP: N/A<br>LEI: 969500K59E47ULNCAQ69       | Long             | DBT              | NUSS              | FR        |       5400000 | PA      | $5776391.43    | 0.00%             | 2032-05-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7143423.98    | 0.00%             | 2027-07-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      12500000 | PA      | $14491624.84   | 0.01%             | 2027-11-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     266218035 | PA      | $288200535.97  | 0.20%             | 2032-11-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13773641.47   | 0.01%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7083432.64    | 0.00%             | 2029-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      14000000 | PA      | $15628576.26   | 0.01%             | 2030-09-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11992603.66   | 0.01%             | 2032-09-06      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     101476072 | PA      | $94722870.57   | 0.06%             | 2043-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10520179.62   | 0.01%             | 2032-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |       9500000 | PA      | $10733526.12   | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $4120439.01    | 0.00%             | 2028-09-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $7593976.42    | 0.01%             | 2028-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      13500000 | PA      | $16348227.91   | 0.01%             | 2029-10-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      14800000 | PA      | $18347915.96   | 0.01%             | 2034-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       9100000 | PA      | $10592264.87   | 0.01%             | 2033-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3057400.57    | 0.00%             | 2034-03-05      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUS SA                     | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       5600000 | PA      | $7192904.68    | 0.00%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                                                      | BOUYGUES                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $9272968.62    | 0.01%             | 2032-06-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3525163.99    | 0.00%             | 2028-11-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       1400000 | PA      | $1743469.05    | 0.00%             | 2032-11-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $17732737.08   | 0.01%             | 2031-11-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      50000000 | PA      | $58759898.27   | 0.04%             | 2027-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4895483.44    | 0.00%             | 2032-11-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10770841.26   | 0.01%             | 2032-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $16538778.44   | 0.01%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $17594539.83   | 0.01%             | 2033-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      17000000 | PA      | $20377889.14   | 0.01%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $16946378.06   | 0.01%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JCDecaux SE                                                                      | JCDECAUX SE                    | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |       1500000 | PA      | $1825603.11    | 0.00%             | 2029-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5974187.92    | 0.00%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       6300000 | PA      | $7422974.52    | 0.01%             | 2035-01-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2258286.73    | 0.00%             | 2043-01-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7432938.24    | 0.01%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $8154903.10    | 0.01%             | 2030-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      30000000 | PA      | $35285493.81   | 0.02%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNP Assurances SA                                                                | CNP ASSURANCES                 | CUSIP: N/A<br>LEI: 969500QKVPV2H8UXM738       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6166160.63    | 0.00%             | 2053-07-18      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7433048.10    | 0.01%             | 2043-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8073861.65    | 0.01%             | 2034-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |       7500000 | PA      | $8686646.10    | 0.01%             | 2030-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      13600000 | PA      | $15922322.23   | 0.01%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3604968.41    | 0.00%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2695061.70    | 0.00%             | 2029-10-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10939091.57   | 0.01%             | 2035-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3032177.95    | 0.00%             | 2032-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      13000000 | PA      | $14953218.56   | 0.01%             | 2043-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |        700000 | PA      | $907244.35     | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |       6000000 | PA      | $6934928.17    | 0.00%             | 2031-04-30      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     112695000 | PA      | $101518706.76  | 0.07%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5854211.58    | 0.00%             | 2029-10-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23122856.48   | 0.02%             | 2033-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      24000000 | PA      | $28247241.98   | 0.02%             | 2027-06-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $19007667.92   | 0.01%             | 2029-02-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12883099.80   | 0.01%             | 2029-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10211281.82   | 0.01%             | 2033-02-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $11752848.15   | 0.01%             | 2030-03-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $24180455.68   | 0.02%             | 2030-03-02      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      18000000 | PA      | $21957531.25   | 0.02%             | 2079-12-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12009581.68   | 0.01%             | 2029-03-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      33000000 | PA      | $39048954.92   | 0.03%             | 2032-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4645207.64    | 0.00%             | 2053-04-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       4300000 | PA      | $4381995.15    | 0.00%             | 2053-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     344737865 | PA      | $394379473.43  | 0.27%             | 2033-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23588077.13   | 0.02%             | 2028-04-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $19146864.65   | 0.01%             | 2031-04-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      19600000 | PA      | $23026380.97   | 0.02%             | 2029-02-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     330028000 | PA      | $385955394.40  | 0.26%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      20000000 | PA      | $23462531.82   | 0.02%             | 2030-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |      13000000 | PA      | $15144054.11   | 0.01%             | 2030-01-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Home Loan SFH SA                                                     | BNP PARIBAS HOME               | CUSIP: N/A<br>LEI: 969500O7DJZNM0F0Z036       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11734209.42   | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6350883.77    | 0.00%             | 2031-05-22      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                               | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |      12500000 | PA      | $14693053.93   | 0.01%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6049485.77    | 0.00%             | 2033-05-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                     | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5924773.75    | 0.00%             | 2029-05-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $5547255.71    | 0.00%             | 2029-08-18      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      13900000 | PA      | $16030444.34   | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |       7000000 | PA      | $7833365.45    | 0.01%             | 2038-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5941105.09    | 0.00%             | 2027-06-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8434657.29    | 0.01%             | 2028-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      18000000 | PA      | $21601751.32   | 0.01%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1171718.45    | 0.00%             | 2031-06-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6122927.48    | 0.00%             | 2034-06-14      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3536232.68    | 0.00%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11789542.31   | 0.01%             | 2032-06-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      40000000 | PA      | $46241224.91   | 0.03%             | 2031-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gestion Securite de Stocks Securite SA                                           | SAGESS                         | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | NUSS              | FR        |       6700000 | PA      | $7919006.62    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d'Electricite SADIR                                      | RTE RESEAU DE TR               | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | CORP              | FR        |      13200000 | PA      | $15337841.26   | 0.01%             | 2035-07-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SAS                                                           | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1214579.19    | 0.00%             | 2028-07-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7227971.12    | 0.00%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      14100000 | PA      | $16532701.48   | 0.01%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |      13000000 | PA      | $15199591.22   | 0.01%             | 2031-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      29000000 | PA      | $34008605.43   | 0.02%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7074545.77    | 0.00%             | 2029-09-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tikehau Capital SCA                                                              | TIKEHAU CAPITAL                | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3817036.58    | 0.00%             | 2030-03-14      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6956218.64    | 0.00%             | 2033-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $8396428.82    | 0.01%             | 2033-10-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8444018.91    | 0.01%             | 2032-09-26      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      24000000 | PA      | $29247222.50   | 0.02%             | 2029-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thales SA                                                                        | THALES SA                      | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6079501.27    | 0.00%             | 2031-10-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Action Logement Services                                                         | ACTION LOGEMENT                | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | NUSS              | FR        |      12800000 | PA      | $14895254.25   | 0.01%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Suez SACA                                                                        | SUEZ                           | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $8729758.92    | 0.01%             | 2043-10-05      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5587295.90    | 0.00%             | 2028-10-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     197864846 | PA      | $232718489.11  | 0.16%             | 2033-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $13328764.51   | 0.01%             | 2031-11-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $19697978.62   | 0.01%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $594139.32     | 0.00%             | 2029-11-13      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      26000000 | PA      | $31942933.87   | 0.02%             | 2032-11-13      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sogecap SA                                                                       | SOGECAP SA                     | CUSIP: N/A<br>LEI: 9695009HXSFK8D6V0T62       | Long             | DBT              | CORP              | FR        |       3700000 | PA      | $4845312.37    | 0.00%             | 2044-05-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                               | TELEPERFORMANCE                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3637047.43    | 0.00%             | 2028-11-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                               | TELEPERFORMANCE                | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6199119.06    | 0.00%             | 2031-11-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $13234362.94   | 0.01%             | 2030-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12111058.95   | 0.01%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12287214.38   | 0.01%             | 2031-11-21      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $12028925.77   | 0.01%             | 2028-11-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $9916067.94    | 0.01%             | 2032-11-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Arkea SA                                                           | CRD MUTUEL ARKEA               | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $17929165.55   | 0.01%             | 2034-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2914182.78    | 0.00%             | 2032-06-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12431159.46   | 0.01%             | 2035-10-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $18921692.92   | 0.01%             | 2034-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4768840.07    | 0.00%             | 2032-01-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5946908.20    | 0.00%             | 2035-01-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      15400000 | PA      | $17948421.36   | 0.01%             | 2029-01-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2277205.96    | 0.00%             | 2034-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23283597.19   | 0.02%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $11673416.72   | 0.01%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      12000000 | PA      | $13393667.69   | 0.01%             | 2034-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      13600000 | PA      | $15673440.42   | 0.01%             | 2031-01-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Agence France Locale                                                             | AGENCE FRANCE                  | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              | NUSS              | FR        |      14500000 | PA      | $16366944.16   | 0.01%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     547692000 | PA      | $640541871.36  | 0.44%             | 2027-09-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5697118.67    | 0.00%             | 2028-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       2400000 | PA      | $2869449.26    | 0.00%             | 2031-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $10920769.80   | 0.01%             | 2032-01-22      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                     | KLEPIERRE SA                   | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |       2900000 | PA      | $3393804.23    | 0.00%             | 2033-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5891970.24    | 0.00%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5746252.24    | 0.00%             | 2033-11-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     329970000 | PA      | $312140862.43  | 0.21%             | 2049-06-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |      20500000 | PA      | $23824989.94   | 0.02%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| La Banque Postale SA                                                             | LA BANQUE POSTAL               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |       8500000 | PA      | $10045069.38   | 0.01%             | 2030-06-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5073375.99    | 0.00%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |     100000000 | PA      | $117250960.34  | 0.08%             | 2027-09-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5893919.67    | 0.00%             | 2036-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |      12500000 | PA      | $14592326.91   | 0.01%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pluxee NV                                                                        | PLUXEE NV                      | CUSIP: N/A<br>LEI: 213800RQNIQT48SEEO85       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5784121.22    | 0.00%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $8114933.28    | 0.01%             | 2029-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      77272176 | PA      | $72694982.88   | 0.05%             | 2055-05-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8292020.59    | 0.01%             | 2033-03-08      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                        | KERING                         | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2794030.05    | 0.00%             | 2036-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5858213.14    | 0.00%             | 2079-12-31      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Caisse de Refinancement de l'Habitat SA                                          | CSSE REFIN L'HAB               | CUSIP: N/A<br>LEI: 969500TVVZM86W7W5I94       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11576111.77   | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10663015.72   | 0.01%             | 2079-12-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       9000000 | PA      | $10706602.25   | 0.01%             | 2031-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Home Loan SFH SA                                                 | CREDIT AG HOME L               | CUSIP: N/A<br>LEI: 969500C9913Z7PKUGB44       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5762417.51    | 0.00%             | 2032-12-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      15000000 | PA      | $17144567.82   | 0.01%             | 2032-01-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5929941.92    | 0.00%             | 2036-04-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     337146697 | PA      | $392365531.69  | 0.27%             | 2030-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       8300000 | PA      | $9579542.14    | 0.01%             | 2032-04-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Groupe des Assurances du Credit Mutuel SADIR                                     | GACM                           | CUSIP: N/A<br>LEI: 96950090CGKLVXEKWF10       | Long             | DBT              | CORP              | FR        |       2300000 | PA      | $2724808.81    | 0.00%             | 2029-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                         | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5423793.05    | 0.00%             | 2030-05-03      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                               | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |      10800000 | PA      | $12670307.16   | 0.01%             | 2029-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA               | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $9150826.43    | 0.01%             | 2034-05-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                     | MICHELIN                       | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2264427.03    | 0.00%             | 2036-05-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bureau Veritas SA                                                                | BUREAU VERITAS                 | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5671214.36    | 0.00%             | 2036-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Covivio Hotels SACA                                                              | COVIVIO HOTELS                 | CUSIP: N/A<br>LEI: 969500N2QX5LGFFZ0I67       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3508439.83    | 0.00%             | 2033-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11548354.95   | 0.01%             | 2034-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNES               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11636641.58   | 0.01%             | 2034-10-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     319391991 | PA      | $358929899.31  | 0.25%             | 2034-11-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6037729.32    | 0.00%             | 2079-12-31      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3599759.52    | 0.00%             | 2036-06-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                 | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5247103.14    | 0.00%             | 2048-06-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Edenred SE                                                                       | EDENRED                        | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2900370.05    | 0.00%             | 2032-08-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $4290633.17    | 0.00%             | 2034-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5940382.12    | 0.00%             | 2029-07-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      22000000 | PA      | $25182498.30   | 0.02%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ITM Entreprises SAS                                                              | ITM ENTREPRISES                | CUSIP: N/A<br>LEI: 969500LMMR83QL6TLK43       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $3091727.76    | 0.00%             | 2029-07-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      21000000 | PA      | $24798644.20   | 0.02%             | 2034-08-28      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $7921633.30    | 0.01%             | 2036-09-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $6811554.53    | 0.00%             | 2034-11-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Carrefour SA                                                                     | CARREFOUR SA                   | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8107361.37    | 0.01%             | 2032-10-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Arkema SA                                                                        | ARKEMA                         | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11268139.05   | 0.01%             | 2034-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5595278.06    | 0.00%             | 2035-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Societe Des Grands Projets EPIC                                                  | SOCIETE PROJETS                | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              | NUSS              | FR        |       5000000 | PA      | $5138922.57    | 0.00%             | 2045-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5893652.67    | 0.00%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                       | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2315114.38    | 0.00%             | 2032-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |       4900000 | PA      | $5364584.55    | 0.00%             | 2039-10-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cofiroute SA                                                                     | COFIROUTE SA                   | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6795283.10    | 0.00%             | 2033-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TDF Infrastructure SAS                                                           | TDF INFRASTRUCTU               | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3506315.29    | 0.00%             | 2031-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| La Banque Postale Home Loan SFH SA                                               | LA BANQUE POST H               | CUSIP: N/A<br>LEI: 969500D5PFMTWUYSUF61       | Long             | DBT              | CORP              | FR        |      19200000 | PA      | $22155913.92   | 0.02%             | 2030-10-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3736550.83    | 0.00%             | 2064-11-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      25300000 | PA      | $29324139.03   | 0.02%             | 2030-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $9403399.59    | 0.01%             | 2030-11-13      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5885403.08    | 0.00%             | 2035-07-16      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11716273.71   | 0.01%             | 2034-01-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      26000000 | PA      | $30079599.97   | 0.02%             | 2035-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      10200000 | PA      | $11890103.79   | 0.01%             | 2035-05-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                                          | SFIL SA                        | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $11624633.97   | 0.01%             | 2030-09-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arkea Public Sector SCF SA                                                       | ARKEA PUBLIC SEC               | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |      12400000 | PA      | $14350989.14   | 0.01%             | 2032-01-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5306592.37    | 0.00%             | 2032-07-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     292695277 | PA      | $321239046.36  | 0.22%             | 2042-05-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |      21400000 | PA      | $23329856.08   | 0.02%             | 2045-05-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      11700000 | PA      | $13401872.73   | 0.01%             | 2032-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     326500000 | PA      | $370365666.99  | 0.25%             | 2035-05-25      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6943274.22    | 0.00%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      94554638 | PA      | $97343459.54   | 0.07%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     370000000 | PA      | $429900237.43  | 0.29%             | 2028-09-24      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Accor SA                                                                         | ACCOR                          | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |       9500000 | PA      | $10632054.07   | 0.01%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                                                            | AEROPORT PARIS                 | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6331625.16    | 0.00%             | 2033-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Liquide Finance SA                                                           | AIR LIQUIDE FIN                | CUSIP: N/A<br>LEI: 549300YGXL5Z3R14K812       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5781897.74    | 0.00%             | 2035-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNEDIC ASSEO                                                                     | UNEDIC                         | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | NUSS              | FR        |      13600000 | PA      | $15769486.38   | 0.01%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |       6300000 | PA      | $7242586.97    | 0.00%             | 2030-07-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     450000000 | PA      | $518614829.30  | 0.36%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      27800000 | PA      | $31280831.34   | 0.02%             | 2035-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CCF SFH SACA                                                                     | CCF SFH SACA                   | CUSIP: N/A<br>LEI: 969500HCJLWDO4YCYT40       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11464325.16   | 0.01%             | 2031-05-07      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8177758.75    | 0.01%             | 2030-05-14      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5832222.67    | 0.00%             | 2036-05-14      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET               | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |      16300000 | PA      | $18897679.48   | 0.01%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mutuelle Assurance Travailleur Mutualiste SAM                                    | MUTUELLE ASR TRV               | CUSIP: N/A<br>LEI: 969500TGV20DWSIW1W82       | Long             | DBT              | CORP              | FR        |       2200000 | PA      | $2630740.33    | 0.00%             | 2036-02-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |       7300000 | PA      | $8319175.08    | 0.01%             | 2037-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $13677656.08   | 0.01%             | 2035-10-22      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6867632.27    | 0.00%             | 2034-05-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12648752.23   | 0.01%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $8048322.80    | 0.01%             | 2030-06-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Mutuel Home Loan SFH SA                                                   | CRED MUTUEL HOME               | CUSIP: N/A<br>LEI: 9695009KQA7MMTQL8E07       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5657740.87    | 0.00%             | 2035-06-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      16000000 | PA      | $21648215.17   | 0.01%             | 2031-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      14700000 | PA      | $16866161.70   | 0.01%             | 2030-12-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Carmila SA                                                                       | CARMILA SA                     | CUSIP: N/A<br>LEI: 222100P6D3QKU33LZQ72       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11426754.28   | 0.01%             | 2033-01-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $8425643.42    | 0.01%             | 2034-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                          | VEOLIA ENVRNMT                 | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13845571.64   | 0.01%             | 2032-06-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Malakoff Humanis Prevoyance                                                      | MALAKOFF HUMANIS               | CUSIP: N/A<br>LEI: 969500UDOCU0ZBDSQN62       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3552893.93    | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bpifrance SACA                                                                   | BPIFRANCE                      | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | NUSS              | FR        |      25000000 | PA      | $28521201.39   | 0.02%             | 2033-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                        | GECINA                         | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5599511.41    | 0.00%             | 2035-08-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wendel SE                                                                        | WENDEL SE                      | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |       8000000 | PA      | $9196686.08    | 0.01%             | 2033-08-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      15000000 | PA      | $17206154.50   | 0.01%             | 2032-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELEC                 | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11455553.30   | 0.01%             | 2037-09-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11568003.02   | 0.01%             | 2033-09-02      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     101666783 | PA      | $117408314.25  | 0.08%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11463409.71   | 0.01%             | 2033-09-17      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11183813.49   | 0.01%             | 2034-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                     | CAPGEMINI SE                   | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2268949.81    | 0.00%             | 2031-09-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23029027.88   | 0.02%             | 2033-10-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11522582.78   | 0.01%             | 2029-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      10000000 | PA      | $11439676.17   | 0.01%             | 2033-05-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13680077.18   | 0.01%             | 2032-11-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Imerys SA                                                                        | IMERYS SA                      | CUSIP: N/A<br>LEI: 54930075MZSSIB2TGC64       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5761166.98    | 0.00%             | 2032-11-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3336793.92    | 0.00%             | 2045-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cie de Financement Foncier SA                                                    | CIE FIN FONCIER                | CUSIP: N/A<br>LEI: DKGVVH5FKILG8R13CO13       | Long             | DBT              | CORP              | FR        |       6400000 | PA      | $7349694.04    | 0.01%             | 2033-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $13307798.86   | 0.01%             | 2032-07-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11574559.03   | 0.01%             | 2032-03-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                    | CRDT AGR ASSR                  | CUSIP: N/A<br>LEI: 969500K2MUPSI57XK083       | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2289580.22    | 0.00%             | 2036-12-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SFH SA                                                                      | BPCE SFH                       | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23065568.29   | 0.02%             | 2036-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Arkea Public Sector SCF SA                                                       | ARKEA PUBLIC SEC               | CUSIP: N/A<br>LEI: 9695002BGH4R9KJFC936       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11660880.96   | 0.01%             | 2036-01-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                                    | RCI BANQUE                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6917979.02    | 0.00%             | 2032-02-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Public Sector SCF SA                                             | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500CN2FOU71HFHW51       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11508480.21   | 0.01%             | 2033-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APRR SA                                                                          | APRR SA                        | CUSIP: N/A<br>LEI: 9695002SV2VP9CU42826       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5735582.59    | 0.00%             | 2032-01-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Caisse Francaise de Financement Local SA                                         | CAISSE FR DE FIN               | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | NUSS              | FR        |      15000000 | PA      | $17266915.52   | 0.01%             | 2036-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Region of Ile de France                                                          | ILE DE FRANCE                  | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              | NUSS              | FR        |      13800000 | PA      | $15865448.01   | 0.01%             | 2036-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Caisse des Depots et Consignations                                               | CAISSE DES DEPOT               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              | NUSS              | FR        |       8000000 | PA      | $10582943.55   | 0.01%             | 2030-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11539536.15   | 0.01%             | 2031-12-19      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11456440.58   | 0.01%             | 2037-02-04      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      60000000 | PA      | $68720073.99   | 0.05%             | 2046-05-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                           | AGENCE FRANCAISE               | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |      25000000 | PA      | $28862225.85   | 0.02%             | 2036-01-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ile-de-France Mobilites                                                          | ILE DE FRANCE MB               | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              | NUSS              | FR        |      28300000 | PA      | $32261401.48   | 0.02%             | 2046-02-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |      87966568 | PA      | $101185603.41  | 0.07%             | 2057-05-25      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11392376.91   | 0.01%             | 2039-02-27      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                              | FRANCE O.A.T.                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | FR        |     162837560 | PA      | $190519217.06  | 0.13%             | 2037-06-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          1414 | NC      | $-6625246.45   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      67195000 | PA      | $89600419.59   | 0.06%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      78943703 | PA      | $100644232.73  | 0.07%             | 2036-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      76041431 | PA      | $98449476.08   | 0.07%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      77289072 | PA      | $83237401.21   | 0.06%             | 2055-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      96489000 | PA      | $109015387.11  | 0.07%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |       8553000 | PA      | $11607226.70   | 0.01%             | 2027-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      61370000 | PA      | $74275162.62   | 0.05%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      85775000 | PA      | $118121226.16  | 0.08%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      99044000 | PA      | $109789929.45  | 0.08%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      30807000 | PA      | $37587341.14   | 0.03%             | 2039-09-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      56116000 | PA      | $74275299.45   | 0.05%             | 2034-09-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      62132809 | PA      | $63286531.67   | 0.04%             | 2060-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      20248090 | PA      | $24320449.90   | 0.02%             | 2040-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      49138964 | PA      | $49132798.97   | 0.03%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     100571257 | PA      | $100841417.14  | 0.07%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      70330000 | PA      | $63099510.33   | 0.04%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      72276000 | PA      | $41937643.26   | 0.03%             | 2057-07-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     109700000 | PA      | $72854862.23   | 0.05%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      86164000 | PA      | $42573156.97   | 0.03%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      56167000 | PA      | $38291150.95   | 0.03%             | 2049-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      67998000 | PA      | $39549964.59   | 0.03%             | 2054-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     138909000 | PA      | $106679626.00  | 0.07%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      65509000 | PA      | $24950299.31   | 0.02%             | 2073-10-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     121095324 | PA      | $66772720.53   | 0.05%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     114078000 | PA      | $139824527.96  | 0.10%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     154557000 | PA      | $129864840.47  | 0.09%             | 2039-01-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     243700000 | PA      | $252745586.99  | 0.17%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     185867000 | PA      | $206901470.22  | 0.14%             | 2032-01-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     129862700 | PA      | $74039687.50   | 0.05%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     110268000 | PA      | $34325896.37   | 0.02%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      41212000 | PA      | $18761728.38   | 0.01%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     105496000 | PA      | $106100246.04  | 0.07%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     302346980 | PA      | $411537179.94  | 0.28%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     104500911 | PA      | $114291935.46  | 0.08%             | 2031-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     188742000 | PA      | $174574991.67  | 0.12%             | 2035-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     170000000 | PA      | $211404560.42  | 0.15%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      87493000 | PA      | $89983962.64   | 0.06%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      94976000 | PA      | $56279944.51   | 0.04%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     149986902 | PA      | $148139172.04  | 0.10%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     130250000 | PA      | $174545393.22  | 0.12%             | 2034-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     165981000 | PA      | $204824161.87  | 0.14%             | 2043-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     316935000 | PA      | $349759115.36  | 0.24%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     299071000 | PA      | $394935413.66  | 0.27%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     334414000 | PA      | $395384423.06  | 0.27%             | 2038-01-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     481149000 | PA      | $647313862.05  | 0.44%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      41639657 | PA      | $54085890.88   | 0.04%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     114337400 | PA      | $140359590.84  | 0.10%             | 2040-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     210000000 | PA      | $285226960.81  | 0.20%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     375000000 | PA      | $508089538.01  | 0.35%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     217119000 | PA      | $285407300.88  | 0.20%             | 2035-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      10000000 | PA      | $12936446.18   | 0.01%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      51001000 | PA      | $67894381.61   | 0.05%             | 2035-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     220000000 | PA      | $293520137.05  | 0.20%             | 2031-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     165000000 | PA      | $216077323.92  | 0.15%             | 2033-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      22028800 | PA      | $29415563.78   | 0.02%             | 2041-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      44637000 | PA      | $59698729.56   | 0.04%             | 2036-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      80050215 | PA      | $55248579.19   | 0.04%             | 2065-07-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     138894945 | PA      | $133807390.26  | 0.09%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      71918000 | PA      | $86232302.23   | 0.06%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      11743000 | PA      | $12960768.96   | 0.01%             | 2030-06-18      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      34062000 | PA      | $41938891.72   | 0.03%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |       5432000 | PA      | $6277291.93    | 0.00%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     151446000 | PA      | $176376397.32  | 0.12%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      43411000 | PA      | $49155585.26   | 0.03%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      31207874 | PA      | $37647989.73   | 0.03%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      38849000 | PA      | $27898635.13   | 0.02%             | 2052-01-24      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |      41067000 | PA      | $45538821.19   | 0.03%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      45500000 | PA      | $5727302.99    | 0.00%             | 2030-07-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      28200000 | PA      | $3459815.43    | 0.00%             | 2032-03-02      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: AO0406964<br>LEI: N/A                  | Long             | DBT              | NUSS              | HK        |       3000000 | PA      | $378113.49     | 0.00%             | 2027-06-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      58850000 | PA      | $7425559.63    | 0.01%             | 2029-01-17      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      13600000 | PA      | $1639771.23    | 0.00%             | 2034-03-07      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      57000000 | PA      | $6398337.15    | 0.00%             | 2036-03-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Bond Programme                                              | HK GOVT BOND PRO               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |      13000000 | PA      | $1630786.89    | 0.00%             | 2042-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |       5000000 | PA      | $5907944.20    | 0.00%             | 2027-06-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |       6000000 | PA      | $7337288.85    | 0.01%             | 2032-06-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government Infrastructure Bond Programme                               | HK GOVT INFRA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     119250000 | PA      | $15505168.95   | 0.01%             | 2035-07-24      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    5609330000 | PA      | $18401490.18   | 0.01%             | 2028-10-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     465190000 | PA      | $1316705.32    | 0.00%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    9755340000 | PA      | $30191368.62   | 0.02%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    7169000000 | PA      | $17072429.05   | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   14925610000 | PA      | $42931552.14   | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    5082310000 | PA      | $11569765.18   | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    1974720000 | PA      | $5685481.82    | 0.00%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    9451420000 | PA      | $24149607.19   | 0.02%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   20673470000 | PA      | $64990803.81   | 0.04%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    8500000000 | PA      | $25621901.03   | 0.02%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    8842970000 | PA      | $30505122.60   | 0.02%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |   14000650000 | PA      | $46740949.88   | 0.03%             | 2031-07-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: BRS3UTCV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   63792000000 | PA      | $4533722.50    | 0.00%             | 2037-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |   81900000000 | PA      | $5906920.40    | 0.00%             | 2041-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  730214000000 | PA      | $42460897.92   | 0.03%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  706587000000 | PA      | $40653632.04   | 0.03%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1025898000000 | PA      | $58485206.32   | 0.04%             | 2033-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  674148000000 | PA      | $42487170.96   | 0.03%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |   24484000000 | PA      | $1506735.46    | 0.00%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  509661000000 | PA      | $32615115.31   | 0.02%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  187925000000 | PA      | $11774644.43   | 0.01%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  318879000000 | PA      | $19067761.27   | 0.01%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  446806000000 | PA      | $27040515.85   | 0.02%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  422095000000 | PA      | $25693020.19   | 0.02%             | 2048-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  710151000000 | PA      | $42974162.13   | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  523168000000 | PA      | $33909295.62   | 0.02%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  577006000000 | PA      | $34684154.00   | 0.02%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  978735000000 | PA      | $57098698.78   | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  811318000000 | PA      | $49138751.87   | 0.03%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  953002000000 | PA      | $54488426.13   | 0.04%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  486019000000 | PA      | $28030299.29   | 0.02%             | 2051-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  784458000000 | PA      | $44442962.69   | 0.03%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  475210000000 | PA      | $28076183.72   | 0.02%             | 2042-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1778000000000 | PA      | $102740523.09  | 0.07%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1536857000000 | PA      | $89800143.75   | 0.06%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  970000000000 | PA      | $57236360.20   | 0.04%             | 2043-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  340000000000 | PA      | $19937933.91   | 0.01%             | 2038-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  710361000000 | PA      | $40441561.68   | 0.03%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  300000000000 | PA      | $17497209.71   | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  860000000000 | PA      | $49121421.37   | 0.03%             | 2054-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  760000000000 | PA      | $43340218.37   | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  200000000000 | PA      | $11485408.43   | 0.01%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  655000000000 | PA      | $38655928.02   | 0.03%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1350000000000 | PA      | $80654958.40   | 0.06%             | 2045-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        | 1640000000000 | PA      | $92391716.46   | 0.06%             | 2036-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |  400000000000 | PA      | $22221083.77   | 0.02%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      12000000 | PA      | $12557742.27   | 0.01%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |       6509000 | PA      | $7066437.93    | 0.00%             | 2043-10-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      48132954 | PA      | $54332148.66   | 0.04%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      23974000 | PA      | $27700041.24   | 0.02%             | 2036-06-18      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      36715000 | PA      | $41610620.60   | 0.03%             | 2028-05-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      19947000 | PA      | $20925660.00   | 0.01%             | 2033-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      24380000 | PA      | $27272063.17   | 0.02%             | 2029-05-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      61038093 | PA      | $46950703.47   | 0.03%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      10906000 | PA      | $10026058.22   | 0.01%             | 2035-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      58472000 | PA      | $66988305.23   | 0.05%             | 2027-05-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      55510000 | PA      | $58115756.78   | 0.04%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      42317000 | PA      | $42117196.36   | 0.03%             | 2032-10-18      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      72534573 | PA      | $72940695.04   | 0.05%             | 2031-10-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      75083000 | PA      | $57754127.47   | 0.04%             | 2041-04-22      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |      39343944 | PA      | $36035793.23   | 0.02%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                          | IRISH GOVT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IE        |       2523004 | PA      | $2516685.85    | 0.00%             | 2037-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      82324000 | PA      | $32036945.60   | 0.02%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     131154000 | PA      | $40693650.23   | 0.03%             | 2047-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     166992000 | PA      | $54710187.85   | 0.04%             | 2028-09-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     173975000 | PA      | $53135095.99   | 0.04%             | 2030-03-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     157924450 | PA      | $41421219.26   | 0.03%             | 2037-05-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     181900000 | PA      | $53414090.37   | 0.04%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     201040000 | PA      | $50140566.11   | 0.03%             | 2052-11-29      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     262280789 | PA      | $88925417.30   | 0.06%             | 2029-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     245519461 | PA      | $83405703.24   | 0.06%             | 2035-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      52240000 | PA      | $17731047.29   | 0.01%             | 2027-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      50000000 | PA      | $17085215.84   | 0.01%             | 2028-07-31      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     100000000 | PA      | $34300042.41   | 0.02%             | 2035-10-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL FIXED                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     140317000 | PA      | $47452845.99   | 0.03%             | 2031-07-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      32315000 | PA      | $39975953.69   | 0.03%             | 2027-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     114810000 | PA      | $153307380.60  | 0.11%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      49264000 | PA      | $63413068.92   | 0.04%             | 2034-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |       7882000 | PA      | $9370525.69    | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: EG9398371<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      49351000 | PA      | $63492400.37   | 0.04%             | 2039-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      50000000 | PA      | $61168168.74   | 0.04%             | 2028-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |       9328000 | PA      | $11569019.92   | 0.01%             | 2044-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      71781000 | PA      | $85677125.54   | 0.06%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      61036000 | PA      | $60832435.16   | 0.04%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      69424000 | PA      | $74375139.87   | 0.05%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      67658000 | PA      | $61267778.23   | 0.04%             | 2047-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: JK8403186<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      25000000 | PA      | $25422909.99   | 0.02%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      14100000 | PA      | $14710052.38   | 0.01%             | 2031-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      47014000 | PA      | $38018264.41   | 0.03%             | 2067-03-01      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       1000000 | PA      | $1126857.45    | 0.00%             | 2029-03-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: AN8683541<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      62810000 | PA      | $63932222.41   | 0.04%             | 2048-03-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     200000000 | PA      | $232950919.14  | 0.16%             | 2027-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       6683000 | PA      | $7651039.38    | 0.01%             | 2027-10-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      11274000 | PA      | $12433332.12   | 0.01%             | 2029-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       2500000 | PA      | $2361656.04    | 0.00%             | 2038-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |        100000 | PA      | $109930.65     | 0.00%             | 2030-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |       6435000 | PA      | $6778903.94    | 0.00%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     135249000 | PA      | $145414020.88  | 0.10%             | 2049-09-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      40825000 | PA      | $44965021.06   | 0.03%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |       2500000 | PA      | $2799716.39    | 0.00%             | 2028-01-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: ZP3884035<br>LEI: 8156007D348794DB1690 | Long             | DBT              | CORP              | IT        |        300000 | PA      | $210991.04     | 0.00%             | 2045-01-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      74319000 | PA      | $61288937.49   | 0.04%             | 2050-09-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       8400000 | PA      | $9060533.99    | 0.01%             | 2030-02-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      88654000 | PA      | $84123645.05   | 0.06%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75122000 | PA      | $80715573.38   | 0.06%             | 2030-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      35847000 | PA      | $39392169.32   | 0.03%             | 2030-12-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     151525000 | PA      | $173710839.50  | 0.12%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     140982000 | PA      | $121867261.66  | 0.08%             | 2041-03-01      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     158588000 | PA      | $166894520.72  | 0.11%             | 2031-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75969000 | PA      | $51900034.51   | 0.04%             | 2051-09-01      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      68377000 | PA      | $59533210.44   | 0.04%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90622000 | PA      | $101544526.84  | 0.07%             | 2028-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      51149000 | PA      | $52472677.72   | 0.04%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      66713000 | PA      | $49748998.67   | 0.03%             | 2045-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      12000000 | PA      | $8126350.43    | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     139312000 | PA      | $155570623.06  | 0.11%             | 2028-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      72000000 | PA      | $74568875.98   | 0.05%             | 2031-12-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      65399000 | PA      | $66730178.58   | 0.05%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      20000000 | PA      | $15049508.06   | 0.01%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      81934000 | PA      | $94864417.48   | 0.07%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      68494000 | PA      | $76137094.47   | 0.05%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     183698000 | PA      | $214670830.32  | 0.15%             | 2029-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      61037000 | PA      | $66716077.28   | 0.05%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      70059000 | PA      | $82092925.39   | 0.06%             | 2027-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     143790000 | PA      | $178375791.35  | 0.12%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90842000 | PA      | $107786013.99  | 0.07%             | 2028-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     128036000 | PA      | $152875233.15  | 0.10%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      66889000 | PA      | $78081037.46   | 0.05%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      85006000 | PA      | $102012367.94  | 0.07%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     182046000 | PA      | $224777197.49  | 0.15%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     206084000 | PA      | $246826661.41  | 0.17%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      22834000 | PA      | $27190451.06   | 0.02%             | 2030-07-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      21900000 | PA      | $26043075.55   | 0.02%             | 2030-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |       7500000 | PA      | $8932079.13    | 0.01%             | 2028-06-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      11000000 | PA      | $13079939.51   | 0.01%             | 2028-06-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     100000000 | PA      | $122179608.31  | 0.08%             | 2034-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75000000 | PA      | $91124749.57   | 0.06%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     283835000 | PA      | $343517657.82  | 0.24%             | 2029-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $12152826.79   | 0.01%             | 2030-02-14      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                                   | BPER BANCA                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      31700000 | PA      | $37839515.06   | 0.03%             | 2028-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     126375000 | PA      | $150331717.19  | 0.10%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       7053000 | PA      | $8605275.37    | 0.01%             | 2034-04-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $12134913.38   | 0.01%             | 2030-01-17      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      15000000 | PA      | $18035012.32   | 0.01%             | 2031-01-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      18300000 | PA      | $21631396.27   | 0.01%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     161800000 | PA      | $190940304.52  | 0.13%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       5000000 | PA      | $5931227.65    | 0.00%             | 2030-01-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     356177000 | PA      | $422775309.83  | 0.29%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     105595000 | PA      | $125705866.51  | 0.09%             | 2034-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |      20000000 | PA      | $23658958.53   | 0.02%             | 2032-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      18000000 | PA      | $21348961.26   | 0.01%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      20000000 | PA      | $23290655.52   | 0.02%             | 2036-03-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPER Banca SPA                                                                   | BPER BANCA                     | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | DBT              | CORP              | IT        |      10500000 | PA      | $12290876.87   | 0.01%             | 2031-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                              | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      15000000 | PA      | $17786241.42   | 0.01%             | 2029-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     254165000 | PA      | $301324427.22  | 0.21%             | 2031-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Unipol Gruppo SpA                                                                | UNIPOL ASSICURAZ               | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |       4500000 | PA      | $5463860.33    | 0.00%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     138097000 | PA      | $163786332.50  | 0.11%             | 2037-10-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Iccrea Banca SpA                                                                 | ICCREA BANCA SPA               | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |      20000000 | PA      | $23465196.01   | 0.02%             | 2034-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      20000000 | PA      | $23652864.94   | 0.02%             | 2028-06-11      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      17000000 | PA      | $20123135.45   | 0.01%             | 2034-06-11      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      74099000 | PA      | $87715926.06   | 0.06%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       5000000 | PA      | $5964892.62    | 0.00%             | 2031-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     208447000 | PA      | $247292783.30  | 0.17%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     251397000 | PA      | $295039913.15  | 0.20%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      13200000 | PA      | $15279108.87   | 0.01%             | 2031-09-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                    | BANCO BPM SPA                  | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11815832.06   | 0.01%             | 2030-09-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      15000000 | PA      | $17697884.97   | 0.01%             | 2032-09-16      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      96897000 | PA      | $109287613.05  | 0.07%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     251061000 | PA      | $292506663.04  | 0.20%             | 2031-11-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      90000000 | PA      | $105503460.51  | 0.07%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Italia SpA                                                       | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 8156007D348794DB1690       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11564049.00   | 0.01%             | 2034-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     156968000 | PA      | $182675279.02  | 0.13%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      60505000 | PA      | $68440632.71   | 0.05%             | 2046-04-30      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |       2700000 | PA      | $3129896.58    | 0.00%             | 2032-02-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     177882000 | PA      | $201683873.96  | 0.14%             | 2040-10-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      30000000 | PA      | $34993473.33   | 0.02%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      50000000 | PA      | $58443793.33   | 0.04%             | 2028-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     221976000 | PA      | $258593391.96  | 0.18%             | 2032-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     210000000 | PA      | $242983518.44  | 0.17%             | 2035-10-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11495477.34   | 0.01%             | 2030-08-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     200000000 | PA      | $230479165.96  | 0.16%             | 2030-10-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                                              | MONTE DEI PASCHI               | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5754907.91    | 0.00%             | 2031-01-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5863735.16    | 0.00%             | 2037-06-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      74839000 | PA      | $87111317.83   | 0.06%             | 2027-08-26      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      38434000 | PA      | $44448040.06   | 0.03%             | 2029-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      94022000 | PA      | $109148294.91  | 0.07%             | 2032-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     128295000 | PA      | $152225537.98  | 0.10%             | 2055-10-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      75000000 | PA      | $86683943.77   | 0.06%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      25000000 | PA      | $28161028.84   | 0.02%             | 2035-10-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     119450000 | PA      | $136107303.01  | 0.09%             | 2036-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11470671.08   | 0.01%             | 2032-02-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     100000000 | PA      | $115654339.04  | 0.08%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     110255000 | PA      | $126882685.32  | 0.09%             | 2033-03-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |     219396000 | PA      | $249095672.33  | 0.17%             | 2041-10-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E               | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |      27600000 | PA      | $31473551.97   | 0.02%             | 2034-02-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                | BTPS                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |      78492000 | PA      | $91669469.22   | 0.06%             | 2036-07-01      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10000000000 | PA      | $63785896.33   | 0.04%             | 2027-04-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $69998033.28   | 0.05%             | 2027-05-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $70032441.00   | 0.05%             | 2027-06-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13000000000 | PA      | $82619656.35   | 0.06%             | 2027-07-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19000000000 | PA      | $120962067.01  | 0.08%             | 2027-08-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $95436255.63   | 0.07%             | 2027-09-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $95515540.86   | 0.07%             | 2027-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $95454987.07   | 0.07%             | 2027-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12000000000 | PA      | $76322974.03   | 0.05%             | 2027-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20000000000 | PA      | $127331174.35  | 0.09%             | 2028-01-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20000000000 | PA      | $127705240.97  | 0.09%             | 2028-02-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20000000000 | PA      | $127657615.53  | 0.09%             | 2028-03-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Two Year Bond                                                   | JAPAN GOVT  2-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $31951007.63   | 0.02%             | 2028-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12604000000 | PA      | $79516261.40   | 0.05%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5900000000 | PA      | $37126796.27   | 0.03%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3000000000 | PA      | $18861404.62   | 0.01%             | 2027-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8000000000 | PA      | $50215809.14   | 0.03%             | 2027-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7450000000 | PA      | $46579919.26   | 0.03%             | 2028-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6253000000 | PA      | $39022985.72   | 0.03%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $31081795.54   | 0.02%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4500000000 | PA      | $28023403.28   | 0.02%             | 2028-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12480208.23   | 0.01%             | 2028-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000000000 | PA      | $31089862.99   | 0.02%             | 2028-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5600000000 | PA      | $34899852.45   | 0.02%             | 2028-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7000000000 | PA      | $43238296.45   | 0.03%             | 2028-12-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6000000000 | PA      | $37158007.09   | 0.03%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7000000000 | PA      | $43467690.59   | 0.03%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9000000000 | PA      | $55669272.78   | 0.04%             | 2029-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7000000000 | PA      | $43555363.29   | 0.03%             | 2029-03-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9500000000 | PA      | $58934370.03   | 0.04%             | 2029-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9500000000 | PA      | $58888634.35   | 0.04%             | 2029-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7500000000 | PA      | $46212537.13   | 0.03%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7000000000 | PA      | $43249617.71   | 0.03%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $67968961.71   | 0.05%             | 2029-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20500000000 | PA      | $126979269.27  | 0.09%             | 2029-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10000000000 | PA      | $62152304.30   | 0.04%             | 2029-12-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13000000000 | PA      | $81086311.52   | 0.06%             | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12359200000 | PA      | $77365592.10   | 0.05%             | 2029-12-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   29000000000 | PA      | $180280360.26  | 0.12%             | 2030-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   22000000000 | PA      | $136448692.15  | 0.09%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20000000000 | PA      | $124449439.49  | 0.09%             | 2030-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   30000000000 | PA      | $187685081.92  | 0.13%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   23000000000 | PA      | $144503334.29  | 0.10%             | 2030-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   38600000000 | PA      | $244504340.84  | 0.17%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7500000000 | PA      | $47696464.50   | 0.03%             | 2031-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10557150000 | PA      | $66676964.70   | 0.05%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5587000000 | PA      | $35156685.08   | 0.02%             | 2027-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7492600000 | PA      | $46952971.00   | 0.03%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7007950000 | PA      | $43733865.01   | 0.03%             | 2028-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5893400000 | PA      | $36634911.04   | 0.03%             | 2028-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4689800000 | PA      | $29033098.77   | 0.02%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6723850000 | PA      | $41428515.06   | 0.03%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7240600000 | PA      | $44407315.97   | 0.03%             | 2029-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7981850000 | PA      | $48713354.70   | 0.03%             | 2029-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5205600000 | PA      | $31596723.48   | 0.02%             | 2029-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6308450000 | PA      | $38079573.98   | 0.03%             | 2029-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6000000000 | PA      | $36017549.10   | 0.02%             | 2030-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5066950000 | PA      | $30245152.27   | 0.02%             | 2030-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5883650000 | PA      | $34916507.87   | 0.02%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9079600000 | PA      | $53575114.84   | 0.04%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9583450000 | PA      | $56195421.32   | 0.04%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8795650000 | PA      | $51265231.55   | 0.04%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4362500000 | PA      | $25259592.54   | 0.02%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4498300000 | PA      | $25891106.28   | 0.02%             | 2031-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2300000000 | PA      | $13233023.67   | 0.01%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3900000000 | PA      | $22284478.68   | 0.02%             | 2032-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4000000000 | PA      | $22716898.21   | 0.02%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6600000000 | PA      | $38023950.94   | 0.03%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8950000000 | PA      | $51271194.50   | 0.04%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $84769100.32   | 0.06%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15121250000 | PA      | $87508577.97   | 0.06%             | 2033-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   26250000000 | PA      | $148702448.02  | 0.10%             | 2033-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   31000000000 | PA      | $177377265.50  | 0.12%             | 2034-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   31000000000 | PA      | $180726069.43  | 0.12%             | 2034-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   33100000000 | PA      | $188787363.29  | 0.13%             | 2034-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   27300000000 | PA      | $158960303.15  | 0.11%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   26800000000 | PA      | $157956962.60  | 0.11%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   33000000000 | PA      | $195362128.96  | 0.13%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   37000000000 | PA      | $221992933.47  | 0.15%             | 2035-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   33850000000 | PA      | $209546451.47  | 0.14%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2651100000 | PA      | $16774737.67   | 0.01%             | 2036-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |       9800000 | PA      | $63438.95      | 0.00%             | 2027-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1007350000 | PA      | $6523113.57    | 0.00%             | 2027-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1092700000 | PA      | $7072328.09    | 0.00%             | 2027-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1925950000 | PA      | $12497650.77   | 0.01%             | 2028-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2852400000 | PA      | $18576329.02   | 0.01%             | 2028-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3260200000 | PA      | $21262332.81   | 0.01%             | 2028-06-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1986900000 | PA      | $12887725.97   | 0.01%             | 2028-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2530200000 | PA      | $16336342.04   | 0.01%             | 2028-12-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2023500000 | PA      | $13062238.91   | 0.01%             | 2029-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2200500000 | PA      | $14280981.45   | 0.01%             | 2029-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2696400000 | PA      | $17499426.74   | 0.01%             | 2029-06-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5792650000 | PA      | $37585938.18   | 0.03%             | 2029-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6356900000 | PA      | $41221330.33   | 0.03%             | 2029-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2798800000 | PA      | $18212567.75   | 0.01%             | 2029-12-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4771850000 | PA      | $31040912.44   | 0.02%             | 2030-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6989050000 | PA      | $45308289.50   | 0.03%             | 2030-03-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2437950000 | PA      | $15729977.93   | 0.01%             | 2030-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      19550000 | PA      | $125153.25     | 0.00%             | 2030-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     277950000 | PA      | $1765006.56    | 0.00%             | 2030-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2130750000 | PA      | $13676050.55   | 0.01%             | 2030-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     682650000 | PA      | $4363157.55    | 0.00%             | 2030-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5383600000 | PA      | $34807774.04   | 0.02%             | 2030-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1462800000 | PA      | $9416482.43    | 0.01%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1643800000 | PA      | $10665208.13   | 0.01%             | 2031-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5938750000 | PA      | $38183004.50   | 0.03%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2925550000 | PA      | $18725928.76   | 0.01%             | 2031-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4101150000 | PA      | $26202189.85   | 0.02%             | 2031-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3599750000 | PA      | $22892979.80   | 0.02%             | 2031-06-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7223450000 | PA      | $45840044.61   | 0.03%             | 2031-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5189650000 | PA      | $32777077.58   | 0.02%             | 2031-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6066800000 | PA      | $38230400.09   | 0.03%             | 2031-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7117350000 | PA      | $45079846.02   | 0.03%             | 2031-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5951000000 | PA      | $37596388.53   | 0.03%             | 2032-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3010300000 | PA      | $18915940.30   | 0.01%             | 2032-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2863850000 | PA      | $17897270.71   | 0.01%             | 2032-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2800000000 | PA      | $17552001.79   | 0.01%             | 2032-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3971850000 | PA      | $24608040.59   | 0.02%             | 2032-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4015400000 | PA      | $25024840.75   | 0.02%             | 2032-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9337900000 | PA      | $58378990.46   | 0.04%             | 2032-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7875600000 | PA      | $49113907.72   | 0.03%             | 2032-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4625550000 | PA      | $29034094.72   | 0.02%             | 2032-12-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6493850000 | PA      | $40114090.37   | 0.03%             | 2033-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6038850000 | PA      | $37065454.92   | 0.03%             | 2033-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9321550000 | PA      | $57779832.05   | 0.04%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11247400000 | PA      | $69475991.93   | 0.05%             | 2033-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8848700000 | PA      | $54098760.47   | 0.04%             | 2033-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8735200000 | PA      | $52832166.84   | 0.04%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10287850000 | PA      | $61926548.46   | 0.04%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13414050000 | PA      | $79779457.24   | 0.05%             | 2034-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12236350000 | PA      | $71253527.16   | 0.05%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12679700000 | PA      | $73474712.69   | 0.05%             | 2035-03-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10294150000 | PA      | $59880956.47   | 0.04%             | 2035-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13302000000 | PA      | $76294640.39   | 0.05%             | 2035-09-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12679950000 | PA      | $70942576.86   | 0.05%             | 2035-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11435200000 | PA      | $59769994.65   | 0.04%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11427100000 | PA      | $57939583.03   | 0.04%             | 2036-06-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14032150000 | PA      | $72948070.71   | 0.05%             | 2036-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15434600000 | PA      | $80392206.71   | 0.06%             | 2036-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13579500000 | PA      | $71070100.73   | 0.05%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12160750000 | PA      | $62402889.98   | 0.04%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17326450000 | PA      | $88188957.74   | 0.06%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13888600000 | PA      | $70109445.21   | 0.05%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16964950000 | PA      | $83851650.74   | 0.06%             | 2038-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16283200000 | PA      | $79679073.33   | 0.05%             | 2038-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16220350000 | PA      | $80962832.40   | 0.06%             | 2038-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15377150000 | PA      | $74079792.14   | 0.05%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15593350000 | PA      | $73359453.18   | 0.05%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   18197650000 | PA      | $83606935.38   | 0.06%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14947050000 | PA      | $67985089.47   | 0.05%             | 2039-09-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   18848200000 | PA      | $84953703.10   | 0.06%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16826800000 | PA      | $76354000.50   | 0.05%             | 2040-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20680350000 | PA      | $92990797.76   | 0.06%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   21756200000 | PA      | $96950980.26   | 0.07%             | 2040-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   21946750000 | PA      | $98531409.93   | 0.07%             | 2040-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17395350000 | PA      | $77393190.51   | 0.05%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19910200000 | PA      | $86437903.57   | 0.06%             | 2041-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19537250000 | PA      | $85424524.39   | 0.06%             | 2041-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   20301350000 | PA      | $88031065.16   | 0.06%             | 2041-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19138550000 | PA      | $86791108.50   | 0.06%             | 2042-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   19691000000 | PA      | $90229443.37   | 0.06%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16190000000 | PA      | $76244460.34   | 0.05%             | 2042-09-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14270000000 | PA      | $70224196.31   | 0.05%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15500000000 | PA      | $71960206.64   | 0.05%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16819250000 | PA      | $77608158.91   | 0.05%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16377950000 | PA      | $80547344.99   | 0.06%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $70815387.56   | 0.05%             | 2043-12-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14000000000 | PA      | $69303760.34   | 0.05%             | 2044-03-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14500000000 | PA      | $75167599.89   | 0.05%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $75937012.55   | 0.05%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12700000000 | PA      | $66355473.99   | 0.05%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15000000000 | PA      | $83311478.39   | 0.06%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11000000000 | PA      | $61933312.89   | 0.04%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14500000000 | PA      | $84003277.76   | 0.06%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                                | JAPAN GOVT 20-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12800000000 | PA      | $79769938.49   | 0.05%             | 2045-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1316550000 | PA      | $8734024.91    | 0.01%             | 2029-09-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      82900000 | PA      | $541128.60     | 0.00%             | 2030-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $7789128.68    | 0.01%             | 2032-05-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $7536499.76    | 0.01%             | 2032-11-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $7171522.85    | 0.00%             | 2033-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2152750000 | PA      | $13343868.07   | 0.01%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2560800000 | PA      | $16114998.02   | 0.01%             | 2033-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1804100000 | PA      | $11653394.70   | 0.01%             | 2034-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1581550000 | PA      | $10267361.38   | 0.01%             | 2034-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     395050000 | PA      | $2560633.58    | 0.00%             | 2034-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1121450000 | PA      | $7199068.60    | 0.00%             | 2034-12-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1419000000 | PA      | $9020848.26    | 0.01%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1745550000 | PA      | $11064080.95   | 0.01%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $3133669.45    | 0.00%             | 2035-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1223850000 | PA      | $7714052.68    | 0.01%             | 2035-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1076600000 | PA      | $6884819.69    | 0.00%             | 2036-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     707050000 | PA      | $4510493.95    | 0.00%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     292600000 | PA      | $1860704.62    | 0.00%             | 2036-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     393950000 | PA      | $2450060.24    | 0.00%             | 2036-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2462150000 | PA      | $15404338.34   | 0.01%             | 2037-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1128350000 | PA      | $7082871.08    | 0.00%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3832300000 | PA      | $23909850.78   | 0.02%             | 2038-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3654600000 | PA      | $22392119.72   | 0.02%             | 2038-09-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4758050000 | PA      | $28608029.78   | 0.02%             | 2039-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5453150000 | PA      | $32136213.57   | 0.02%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9003150000 | PA      | $53269054.43   | 0.04%             | 2040-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9465300000 | PA      | $53474655.37   | 0.04%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9369300000 | PA      | $53905693.47   | 0.04%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11488400000 | PA      | $63723249.95   | 0.04%             | 2041-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10942400000 | PA      | $60084808.91   | 0.04%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15732950000 | PA      | $84309015.53   | 0.06%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9770250000 | PA      | $51057134.11   | 0.04%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8860900000 | PA      | $46818356.94   | 0.03%             | 2043-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6908950000 | PA      | $35723333.77   | 0.02%             | 2043-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7751900000 | PA      | $39260874.20   | 0.03%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8401000000 | PA      | $42318469.91   | 0.03%             | 2044-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5029200000 | PA      | $25205734.90   | 0.02%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7417700000 | PA      | $37005498.33   | 0.03%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5315200000 | PA      | $25432872.97   | 0.02%             | 2044-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8510100000 | PA      | $40502612.97   | 0.03%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4047900000 | PA      | $19524201.64   | 0.01%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3044500000 | PA      | $14064998.82   | 0.01%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4637850000 | PA      | $21295050.21   | 0.01%             | 2045-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7948350000 | PA      | $31893854.19   | 0.02%             | 2046-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7953300000 | PA      | $27992283.39   | 0.02%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8752050000 | PA      | $32146519.20   | 0.02%             | 2046-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7442850000 | PA      | $27796566.65   | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6707600000 | PA      | $26124759.88   | 0.02%             | 2047-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7530600000 | PA      | $29109488.48   | 0.02%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7910400000 | PA      | $30249232.16   | 0.02%             | 2047-09-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8796450000 | PA      | $33458649.31   | 0.02%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7620450000 | PA      | $28742859.60   | 0.02%             | 2048-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11707600000 | PA      | $42655358.64   | 0.03%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5500950000 | PA      | $20944253.54   | 0.01%             | 2048-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9541900000 | PA      | $34222231.12   | 0.02%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8208950000 | PA      | $27578988.83   | 0.02%             | 2049-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4325050000 | PA      | $13952864.63   | 0.01%             | 2049-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    7870800000 | PA      | $25147984.01   | 0.02%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    9895150000 | PA      | $31299625.77   | 0.02%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10219450000 | PA      | $31992919.89   | 0.02%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10665650000 | PA      | $35230585.96   | 0.02%             | 2050-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13014950000 | PA      | $42573339.24   | 0.03%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14367950000 | PA      | $48052195.66   | 0.03%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12841600000 | PA      | $42556991.04   | 0.03%             | 2051-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11625200000 | PA      | $38223572.95   | 0.03%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13852500000 | PA      | $45140161.49   | 0.03%             | 2051-09-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15399900000 | PA      | $49808611.06   | 0.03%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13197000000 | PA      | $46526263.53   | 0.03%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13643000000 | PA      | $52168294.33   | 0.04%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13350000000 | PA      | $52276367.54   | 0.04%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10500000000 | PA      | $43219020.79   | 0.03%             | 2052-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13100000000 | PA      | $50919851.87   | 0.03%             | 2053-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13600000000 | PA      | $49697781.87   | 0.03%             | 2053-06-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11242500000 | PA      | $48272941.73   | 0.03%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11800000000 | PA      | $47910276.26   | 0.03%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13030000000 | PA      | $55615623.86   | 0.04%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12800000000 | PA      | $60133861.20   | 0.04%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13000000000 | PA      | $59453316.73   | 0.04%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   13800000000 | PA      | $66152698.28   | 0.05%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11500000000 | PA      | $56359843.19   | 0.04%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10500000000 | PA      | $56115412.47   | 0.04%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11700000000 | PA      | $67800907.73   | 0.05%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   10000000000 | PA      | $60293564.56   | 0.04%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     660050000 | PA      | $3523437.59    | 0.00%             | 2048-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2992350000 | PA      | $15138469.81   | 0.01%             | 2049-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2852200000 | PA      | $14187644.96   | 0.01%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6451000000 | PA      | $31425342.60   | 0.02%             | 2051-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    8427650000 | PA      | $38562774.20   | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    5000550000 | PA      | $22086687.20   | 0.02%             | 2053-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4998450000 | PA      | $20855919.68   | 0.01%             | 2054-03-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    6207050000 | PA      | $23558100.90   | 0.02%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   14045950000 | PA      | $36643838.41   | 0.03%             | 2056-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   11953900000 | PA      | $37545912.92   | 0.03%             | 2057-03-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12257650000 | PA      | $36418252.89   | 0.02%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   15021500000 | PA      | $38302814.84   | 0.03%             | 2059-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   21350050000 | PA      | $53530659.68   | 0.04%             | 2060-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   18162350000 | PA      | $48865683.47   | 0.03%             | 2061-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   16617300000 | PA      | $49915320.76   | 0.03%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   17500000000 | PA      | $57795819.36   | 0.04%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   18620500000 | PA      | $81468906.86   | 0.06%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                                 | JAPAN GOVT 40-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   12500000000 | PA      | $69426990.51   | 0.05%             | 2065-03-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12388125.58   | 0.01%             | 2028-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12357133.28   | 0.01%             | 2029-06-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12404426.56   | 0.01%             | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bond                                                  | JAPAN GOVT  5-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6334252.50    | 0.00%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4000000000 | PA      | $22797278.91   | 0.02%             | 2033-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    4000000000 | PA      | $23235657.76   | 0.02%             | 2034-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                                   | JAPAN GOVT 10-YR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12143361.76   | 0.01%             | 2035-09-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Saitama Prefecture                                                               | SAITAMA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3248474.98    | 0.00%             | 2029-06-22      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    1580100000 | PA      | $9583314.83    | 0.01%             | 2029-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $2931700.68    | 0.00%             | 2030-12-20      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     868300000 | PA      | $5103382.71    | 0.00%             | 2030-12-20      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |      15000000 | PA      | $87314.27      | 0.00%             | 2031-03-20      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |     110000000 | PA      | $700721.32     | 0.00%             | 2031-06-20      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |      60000000 | PA      | $343738.20     | 0.00%             | 2035-06-20      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                                    | TOKYO METRO GOVT               | CUSIP: N/A<br>LEI: 353800FABE4GGB1BMO18       | Long             | DBT              | NUSS              | JP        |    1275800000 | PA      | $7525435.32    | 0.01%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| City of Yokohama Japan                                                           | YOKOHAMA CITY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1500000000 | PA      | $9033909.17    | 0.01%             | 2029-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| City of Yokohama Japan                                                           | YOKOHAMA CITY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $2973388.27    | 0.00%             | 2030-06-12      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2413188.98    | 0.00%             | 2029-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     180000000 | PA      | $768219.83     | 0.00%             | 2041-06-11      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2400000000 | PA      | $15138465.08   | 0.01%             | 2027-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Aichi Prefecture                                                                 | AICHI PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1711849.77    | 0.00%             | 2033-09-20      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     520000000 | PA      | $2927463.32    | 0.00%             | 2035-09-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     130000000 | PA      | $765692.40     | 0.00%             | 2034-09-26      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Osaka Prefecture                                                                 | OSAKA PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1790000000 | PA      | $9298447.16    | 0.01%             | 2035-09-28      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                 | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     700000000 | PA      | $4101982.11    | 0.00%             | 2034-09-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Hyogo Prefecture                                                                 | HYOGO PREFECTURE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     750000000 | PA      | $4688673.47    | 0.00%             | 2029-07-13      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Fukuoka Prefecture                                                               | FUKUOKA PREFECT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $1551392.48    | 0.00%             | 2049-06-18      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     386300000 | PA      | $2427369.49    | 0.00%             | 2027-10-25      | Fixed         | 0.21%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     233600000 | PA      | $1458239.22    | 0.00%             | 2028-02-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2779300000 | PA      | $17258296.40   | 0.01%             | 2028-04-25      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     434000000 | PA      | $2692551.19    | 0.00%             | 2028-05-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     510000000 | PA      | $3160109.27    | 0.00%             | 2028-06-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1167200000 | PA      | $7217485.26    | 0.00%             | 2028-07-25      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     272500000 | PA      | $1685394.79    | 0.00%             | 2028-08-25      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     664400000 | PA      | $4113120.86    | 0.00%             | 2028-09-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |       6600000 | PA      | $40815.86      | 0.00%             | 2028-10-25      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $617413.82     | 0.00%             | 2028-11-24      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1085000000 | PA      | $6658994.75    | 0.00%             | 2029-01-25      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     780000000 | PA      | $4777921.62    | 0.00%             | 2029-02-22      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZS0521865<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    1201100000 | PA      | $7322887.78    | 0.01%             | 2029-04-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZS5858635<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    1500000000 | PA      | $9131768.71    | 0.01%             | 2029-05-25      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: AZ9764293<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6043911.09    | 0.00%             | 2029-08-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZR4755156<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |      24400000 | PA      | $147134.81     | 0.00%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: ZQ5359901<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |    2227900000 | PA      | $13392019.25   | 0.01%             | 2029-11-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     314700000 | PA      | $1881921.28    | 0.00%             | 2030-02-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $2900254.64    | 0.00%             | 2030-06-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      74500000 | PA      | $440899.43     | 0.00%             | 2030-08-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1824900000 | PA      | $10789085.53   | 0.01%             | 2030-09-25      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1038500000 | PA      | $6120913.23    | 0.00%             | 2030-10-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |      31800000 | PA      | $186978.19     | 0.00%             | 2030-11-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3514488.45    | 0.00%             | 2031-01-24      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     781200000 | PA      | $4570430.42    | 0.00%             | 2031-02-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2150000000 | PA      | $12587203.19   | 0.01%             | 2031-03-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     584200000 | PA      | $3387882.73    | 0.00%             | 2031-06-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1200000000 | PA      | $6925920.48    | 0.00%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1300000000 | PA      | $7475841.59    | 0.01%             | 2031-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $5751798.41    | 0.00%             | 2031-09-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $571093.48     | 0.00%             | 2031-12-25      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2282640.86    | 0.00%             | 2032-01-23      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1137228.45    | 0.00%             | 2032-03-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    3766800000 | PA      | $21506586.16   | 0.01%             | 2032-04-23      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $5686614.29    | 0.00%             | 2032-06-25      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     250000000 | PA      | $1424031.01    | 0.00%             | 2032-07-23      | Fixed         | 0.36%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     250000000 | PA      | $1415955.10    | 0.00%             | 2032-08-25      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $567869.76     | 0.00%             | 2032-11-25      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $572526.52     | 0.00%             | 2032-12-24      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3448479.45    | 0.00%             | 2033-04-25      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2258057.55    | 0.00%             | 2033-07-25      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2287454.76    | 0.00%             | 2033-08-25      | Fixed         | 0.78%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     750000000 | PA      | $4307357.48    | 0.00%             | 2033-11-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $4515723.16    | 0.00%             | 2034-03-24      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1750000000 | PA      | $9880814.89    | 0.01%             | 2034-04-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $2854868.58    | 0.00%             | 2034-05-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $575882.66     | 0.00%             | 2034-07-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1154041.84    | 0.00%             | 2035-01-25      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $5895600.27    | 0.00%             | 2035-05-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $2946416.91    | 0.00%             | 2035-08-24      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $5944188.94    | 0.00%             | 2035-10-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $4756808.02    | 0.00%             | 2035-11-22      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3633255.53    | 0.00%             | 2035-12-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3699269.52    | 0.00%             | 2036-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3733163.55    | 0.00%             | 2036-02-25      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3706117.85    | 0.00%             | 2036-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1600000000 | PA      | $10197055.35   | 0.01%             | 2036-04-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2169900000 | PA      | $12675956.90   | 0.01%             | 2031-04-25      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Major Joint Local Government Bond                                                | MAJOR JOINT LOCA               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $573010.44     | 0.00%             | 2034-11-24      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1261179.52    | 0.00%             | 2027-06-01      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2482218.26    | 0.00%             | 2028-09-20      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $4292223.56    | 0.00%             | 2029-12-20      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3125001.12    | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1143535.12    | 0.00%             | 2031-09-19      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1198109.29    | 0.00%             | 2030-06-20      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    4300000000 | PA      | $25370568.55   | 0.02%             | 2030-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    1500000000 | PA      | $8487088.24    | 0.01%             | 2033-06-20      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3765067.36    | 0.00%             | 2035-12-20      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     586000000 | PA      | $3705212.63    | 0.00%             | 2027-05-25      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     119000000 | PA      | $751252.08     | 0.00%             | 2027-07-23      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     341000000 | PA      | $2135369.21    | 0.00%             | 2027-12-20      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     373000000 | PA      | $2192365.84    | 0.00%             | 2030-12-20      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The                                                 | KANSAI EL PW CO                | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | DBT              | CORP              | JP        |     213000000 | PA      | $1220853.33    | 0.00%             | 2031-09-19      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |      89000000 | PA      | $543266.90     | 0.00%             | 2029-05-25      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3618392.26    | 0.00%             | 2029-11-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kyushu Electric Power Co Inc                                                     | KYUSHU EL PWR CO               | CUSIP: N/A<br>LEI: 549300BYNZPLKQVQH430       | Long             | DBT              | CORP              | JP        |      50000000 | PA      | $290422.98     | 0.00%             | 2031-04-25      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                      | KUBOTA CORP                    | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2523667.98    | 0.00%             | 2027-06-02      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Kubota Corp                                                                      | KUBOTA CORP                    | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1715008.14    | 0.00%             | 2032-06-02      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12455047.75   | 0.01%             | 2028-10-31      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12569196.77   | 0.01%             | 2028-06-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Nuclear Damage Compensation and Decommissioning Facilitation Corp                | NUCLEAR DAMAGE C               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6337337.68    | 0.00%             | 2027-11-30      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN MUNI ENT               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1937972.41    | 0.00%             | 2027-06-18      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN MUNI ENT               | CUSIP: EH3004213<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     310000000 | PA      | $2006684.42    | 0.00%             | 2028-04-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Japan Investment Corp                                                            | JAPAN INV CORP                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     900000000 | PA      | $5622838.17    | 0.00%             | 2029-10-31      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Suntory Holdings Ltd                                                             | SUNTORY HOLDINGS               | CUSIP: N/A<br>LEI: 54930074QUY8RD0UZM08       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1139567.82    | 0.00%             | 2033-05-25      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ENEOS Holdings Inc                                                               | ENEOS HOLDINGS                 | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1158167.16    | 0.00%             | 2032-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                                     | JPN HOUSING FIN                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     630000000 | PA      | $1903280.89    | 0.00%             | 2050-03-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                 | SUMITOMO ELECTRC               | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1691904.19    | 0.00%             | 2033-07-13      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDIN               | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1248296.76    | 0.00%             | 2027-12-20      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDIN               | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $2873440.64    | 0.00%             | 2033-11-02      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                  | SONY GROUP CORP                | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | DBT              | CORP              | JP        |     100000000 | PA      | $628065.73     | 0.00%             | 2027-12-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Sony Group Corp                                                                  | SONY CORP                      | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1817698.19    | 0.00%             | 2029-10-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |    1000000000 | PA      | $5710309.48    | 0.00%             | 2031-10-14      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                            | DAIICHI SANKYO                 | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $3629753.63    | 0.00%             | 2036-07-25      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     831400000 | PA      | $5243352.05    | 0.00%             | 2027-05-21      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AN7626491<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $5042315.86    | 0.00%             | 2027-06-14      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     497600000 | PA      | $3133442.39    | 0.00%             | 2027-07-16      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     487600000 | PA      | $3059056.42    | 0.00%             | 2027-10-15      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     975200000 | PA      | $6108201.06    | 0.00%             | 2027-11-15      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AP9082656<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3752076.27    | 0.00%             | 2027-12-17      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     975200000 | PA      | $6091554.36    | 0.00%             | 2028-01-21      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AR0736298<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |       7500000 | PA      | $46800.92      | 0.00%             | 2028-02-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: AR1691807<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |     116000000 | PA      | $722295.93     | 0.00%             | 2028-03-14      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     450000000 | PA      | $2628089.97    | 0.00%             | 2031-03-28      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     900000000 | PA      | $5203669.45    | 0.00%             | 2031-05-28      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $569473.80     | 0.00%             | 2032-03-26      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1712309.09    | 0.00%             | 2033-08-26      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6447231.32    | 0.00%             | 2028-12-20      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |      50000000 | PA      | $324239.37     | 0.00%             | 2029-04-27      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6221235.99    | 0.00%             | 2028-09-27      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: BRS9C2CF7<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    1710000000 | PA      | $11054232.77   | 0.01%             | 2030-01-28      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: BVN1ANDT5<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |      10000000 | PA      | $63584.36      | 0.00%             | 2031-06-27      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI               | CUSIP: N/A<br>LEI: 5493007YYYNZ4NMEOD64       | Long             | DBT              | NUSS              | JP        |    2000000000 | PA      | $12484395.90   | 0.01%             | 2028-07-28      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Chugoku Electric Power Co Inc/The                                                | CHUGOKU ELEC PWR               | CUSIP: N/A<br>LEI: 353800MV866ELME96Q46       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $2835384.37    | 0.00%             | 2033-05-25      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| TDK Corp                                                                         | TDK CORP                       | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2454096.52    | 0.00%             | 2028-12-01      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                                                       | DENSO CORP                     | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3114802.15    | 0.00%             | 2028-03-17      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Central Japan Railway Co                                                         | CENT JAPAN RAIL                | CUSIP: BRS96G6M5<br>LEI: 353800YAR3OVUITHTG64 | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3218148.57    | 0.00%             | 2029-12-18      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2280182.68    | 0.00%             | 2033-06-01      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $2916371.88    | 0.00%             | 2031-03-18      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    1000000000 | PA      | $6284491.07    | 0.00%             | 2027-08-18      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2512002.81    | 0.00%             | 2027-12-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1258241.90    | 0.00%             | 2028-01-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1881290.60    | 0.00%             | 2028-02-21      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2493365.27    | 0.00%             | 2028-05-18      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    1200000000 | PA      | $7459833.29    | 0.01%             | 2028-08-17      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3104389.51    | 0.00%             | 2028-09-14      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2471022.96    | 0.00%             | 2029-03-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |    1000000000 | PA      | $6195003.67    | 0.00%             | 2029-05-29      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Central Nippon Expressway Co Ltd                                                 | CNTRL NIPPON EXP               | CUSIP: N/A<br>LEI: 3538005TH2GJERPBFN83       | Long             | DBT              | CORP              | JP        |     900000000 | PA      | $5564248.92    | 0.00%             | 2030-01-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3105230.43    | 0.00%             | 2028-07-27      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2488459.90    | 0.00%             | 2028-08-31      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3710948.36    | 0.00%             | 2029-07-31      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| West Nippon Expressway Co Ltd                                                    | WEST NIPPON EXP                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $4362107.31    | 0.00%             | 2028-05-25      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     180000000 | PA      | $1032208.34    | 0.00%             | 2046-03-19      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      50000000 | PA      | $279786.15     | 0.00%             | 2046-12-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     160000000 | PA      | $1040112.62    | 0.00%             | 2028-09-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1143400000 | PA      | $7223550.65    | 0.00%             | 2027-04-30      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |       5400000 | PA      | $34067.11      | 0.00%             | 2027-05-31      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     241600000 | PA      | $1522580.62    | 0.00%             | 2027-06-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AO2464011<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2518541.09    | 0.00%             | 2027-07-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     301300000 | PA      | $1894613.97    | 0.00%             | 2027-08-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1447700000 | PA      | $9077773.00    | 0.01%             | 2027-09-30      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     585200000 | PA      | $3672636.03    | 0.00%             | 2027-10-29      | Fixed         | 0.17%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     292500000 | PA      | $1831366.13    | 0.00%             | 2027-11-30      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1250256.08    | 0.00%             | 2027-12-28      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     305800000 | PA      | $1909708.16    | 0.00%             | 2028-01-31      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $3098263.87    | 0.00%             | 2028-06-30      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $6185757.72    | 0.00%             | 2028-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $5487813.23    | 0.00%             | 2047-03-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     500000000 | PA      | $2954821.63    | 0.00%             | 2034-07-31      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1600000000 | PA      | $9335473.41    | 0.01%             | 2034-10-31      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1000000000 | PA      | $5621920.73    | 0.00%             | 2035-01-31      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $3417685.93    | 0.00%             | 2035-07-31      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $1119892.31    | 0.00%             | 2035-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     160000000 | PA      | $636466.93     | 0.00%             | 2055-03-19      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1800000000 | PA      | $9834943.37    | 0.01%             | 2036-01-31      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1400000000 | PA      | $6897557.79    | 0.00%             | 2038-01-29      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $3867837.88    | 0.00%             | 2038-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AT9465242<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $1939601.55    | 0.00%             | 2038-08-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: ZS6668397<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $1932918.65    | 0.00%             | 2049-05-31      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: ZR5694701<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $1174960.62    | 0.00%             | 2049-09-30      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: BG7387338<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $577639.17     | 0.00%             | 2050-03-31      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     760000000 | PA      | $4940743.71    | 0.00%             | 2028-06-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1417890.58    | 0.00%             | 2038-09-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1010000000 | PA      | $5369274.96    | 0.00%             | 2048-03-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1180000000 | PA      | $4687232.40    | 0.00%             | 2055-03-19      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $507676.34     | 0.00%             | 2036-04-30      | Fixed         | 0.31%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     700000000 | PA      | $3522326.40    | 0.00%             | 2036-10-31      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $354118.42     | 0.00%             | 2048-04-30      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: AT5926718<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |     200000000 | PA      | $693118.84     | 0.00%             | 2048-07-31      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     760000000 | PA      | $4916855.57    | 0.00%             | 2027-10-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: EH7910860<br>LEI: 353800378BR5QG3RWY08 | Long             | DBT              | NUSS              | JP        |    1130000000 | PA      | $7360322.90    | 0.01%             | 2029-04-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |    1100000000 | PA      | $5429348.60    | 0.00%             | 2036-07-31      | Fixed         | 0.15%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     600000000 | PA      | $2900637.35    | 0.00%             | 2038-09-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     800000000 | PA      | $2417911.15    | 0.00%             | 2049-12-28      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      60000000 | PA      | $387745.33     | 0.00%             | 2027-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     300000000 | PA      | $1391412.47    | 0.00%             | 2039-03-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     400000000 | PA      | $2579644.98    | 0.00%             | 2029-12-28      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $579236.95     | 0.00%             | 2040-02-29      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan Expressway Holding and Debt Repayment Agency                               | JPN EXP HLD/DEBT               | CUSIP: N/A<br>LEI: 353800378BR5QG3RWY08       | Long             | DBT              | NUSS              | JP        |      60000000 | PA      | $197083.72     | 0.00%             | 2057-03-19      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Japan Highway Public Corp                                                        | JAPAN HIGHWAY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |     100000000 | PA      | $644928.62     | 0.00%             | 2034-12-20      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Hikari Tsushin Inc                                                               | HIKARI TSUSHIN                 | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1697760.28    | 0.00%             | 2033-03-23      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                                      | HITACHI LTD                    | CUSIP: ZP8217132<br>LEI: 549300T6IPOCDWLKC615 | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1194399.80    | 0.00%             | 2030-03-12      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3781751.46    | 0.00%             | 2027-06-18      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1168512.92    | 0.00%             | 2031-01-29      | Fixed         | 0.18%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: AZ0174443<br>LEI: 3538001KIDW45H6JDO83 | Long             | DBT              | CORP              | JP        |     630000000 | PA      | $3813544.47    | 0.00%             | 2029-07-31      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2402596.66    | 0.00%             | 2029-11-29      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     370000000 | PA      | $2218233.37    | 0.00%             | 2030-01-31      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |    1800000000 | PA      | $10552461.05   | 0.01%             | 2030-11-29      | Fixed         | 0.19%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3497605.06    | 0.00%             | 2031-04-23      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| East Nippon Expressway Co Ltd                                                    | EAST NIPPON EXP                | CUSIP: N/A<br>LEI: 3538001KIDW45H6JDO83       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $57700.59      | 0.00%             | 2031-07-15      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd                                                            | FAST RETAILING                 | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | DBT              | CORP              | JP        |     800000000 | PA      | $4972186.90    | 0.00%             | 2028-06-06      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |     700000000 | PA      | $4353845.29    | 0.00%             | 2028-09-14      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: ZP8426170<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1789287.53    | 0.00%             | 2030-03-05      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp                                                          | PANASONIC HLDG                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $2898028.81    | 0.00%             | 2033-09-14      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     100000000 | PA      | $601556.58     | 0.00%             | 2030-06-24      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     300000000 | PA      | $1872023.57    | 0.00%             | 2029-06-08      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | DBT              | CORP              | JP        |     600000000 | PA      | $3405228.32    | 0.00%             | 2033-06-06      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN                 | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $2869528.60    | 0.00%             | 2033-09-12      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                  | MITSUBISHI CORP                | CUSIP: EK3118339<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |     800000000 | PA      | $4860817.48    | 0.00%             | 2032-06-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                                  | MITSUBISHI HEAVY               | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | DBT              | CORP              | JP        |     400000000 | PA      | $2298629.36    | 0.00%             | 2031-09-01      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |     500000000 | PA      | $3149651.88    | 0.00%             | 2029-03-07      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Sompo Japan Insurance Inc                                                        | SOMPO JAPAN INS                | CUSIP: N/A<br>LEI: 549300IOFUQ8JIFJOY25       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1255127.34    | 0.00%             | 2027-10-14      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                              | ASTELLAS PHARMA                | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | DBT              | CORP              | JP        |     200000000 | PA      | $1241750.44    | 0.00%             | 2028-08-31      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Deposit Insurance Corp of Japan                                                  | DEPOSIT INS CORP               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |    1100000000 | PA      | $6978012.01    | 0.00%             | 2027-07-26      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |    1000000000 | PA      | $6296218.58    | 0.00%             | 2027-05-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     300000000 | PA      | $1870655.55    | 0.00%             | 2028-07-13      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     900000000 | PA      | $5591171.60    | 0.00%             | 2029-01-26      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |    1000000000 | PA      | $6379355.50    | 0.00%             | 2029-06-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |    1000000000 | PA      | $6368560.57    | 0.00%             | 2031-06-30      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   65000000000 | PA      | $39046966.36   | 0.03%             | 2042-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  102000000000 | PA      | $68639329.29   | 0.05%             | 2027-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  218000000000 | PA      | $146539932.17  | 0.10%             | 2028-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   70000000000 | PA      | $47188532.90   | 0.03%             | 2028-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  170000000000 | PA      | $113646742.18  | 0.08%             | 2029-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   58000000000 | PA      | $39126928.26   | 0.03%             | 2027-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   85000000000 | PA      | $56186873.99   | 0.04%             | 2029-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  135000000000 | PA      | $90356331.92   | 0.06%             | 2027-12-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  215000000000 | PA      | $141393564.25  | 0.10%             | 2028-06-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   30000000000 | PA      | $19955501.62   | 0.01%             | 2027-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   70000000000 | PA      | $46292087.38   | 0.03%             | 2028-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   80000000000 | PA      | $51200474.65   | 0.04%             | 2056-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   20000000000 | PA      | $14050769.96   | 0.01%             | 2030-12-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   30000000000 | PA      | $20423658.98   | 0.01%             | 2031-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $31458522.45   | 0.02%             | 2028-03-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   43000000000 | PA      | $30778763.35   | 0.02%             | 2029-12-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   60000000000 | PA      | $40132111.65   | 0.03%             | 2033-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $25810879.85   | 0.02%             | 2044-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $27306013.35   | 0.02%             | 2035-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   52000000000 | PA      | $26010125.13   | 0.02%             | 2046-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $21455121.36   | 0.01%             | 2036-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   85000000000 | PA      | $43104003.17   | 0.03%             | 2047-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   60000000000 | PA      | $39984077.67   | 0.03%             | 2027-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   35000000000 | PA      | $20015575.44   | 0.01%             | 2037-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   25000000000 | PA      | $16600507.35   | 0.01%             | 2027-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   94950000000 | PA      | $52409628.06   | 0.04%             | 2048-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   55000000000 | PA      | $36442298.41   | 0.02%             | 2028-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   31000000000 | PA      | $17768898.19   | 0.01%             | 2038-09-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  120000000000 | PA      | $78576537.22   | 0.05%             | 2028-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  139000000000 | PA      | $67490310.41   | 0.05%             | 2049-03-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $25613295.58   | 0.02%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   45000000000 | PA      | $21606959.95   | 0.01%             | 2039-09-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   70000000000 | PA      | $43592415.05   | 0.03%             | 2029-12-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  180000000000 | PA      | $77188628.64   | 0.05%             | 2050-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  130000000000 | PA      | $79934389.83   | 0.05%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   50500000000 | PA      | $25098632.79   | 0.02%             | 2040-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  120000000000 | PA      | $73290930.42   | 0.05%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  208454410000 | PA      | $96609202.61   | 0.07%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  117409350000 | PA      | $72670798.99   | 0.05%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   63600000000 | PA      | $39815692.56   | 0.03%             | 2031-12-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  123256700000 | PA      | $65069382.55   | 0.04%             | 2052-03-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   50000000000 | PA      | $32892586.97   | 0.02%             | 2032-06-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   96500000000 | PA      | $57531957.12   | 0.04%             | 2052-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  107000000000 | PA      | $73836182.51   | 0.05%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  167500000000 | PA      | $102143164.61  | 0.07%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   69700000000 | PA      | $45225309.29   | 0.03%             | 2033-06-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   82900000000 | PA      | $54067847.26   | 0.04%             | 2053-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   63000000000 | PA      | $43167700.24   | 0.03%             | 2033-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  180500000000 | PA      | $109979713.63  | 0.08%             | 2054-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   99952000000 | PA      | $65600575.89   | 0.05%             | 2034-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   78160090000 | PA      | $43063516.78   | 0.03%             | 2054-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $25215552.86   | 0.02%             | 2034-12-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  212500000000 | PA      | $113791027.85  | 0.08%             | 2055-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  163000000000 | PA      | $99192049.89   | 0.07%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  152825000000 | PA      | $81696533.59   | 0.06%             | 2055-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   66000000000 | PA      | $42181671.52   | 0.03%             | 2035-12-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |  120000000000 | PA      | $80325776.70   | 0.06%             | 2028-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |    3000000000 | PA      | $1094803.60    | 0.00%             | 2066-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |    9000000000 | PA      | $3872944.17    | 0.00%             | 2068-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   51968000000 | PA      | $19271154.83   | 0.01%             | 2070-09-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   34400000000 | PA      | $17792616.07   | 0.01%             | 2041-09-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   70000000000 | PA      | $45419753.91   | 0.03%             | 2030-03-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   80000000000 | PA      | $51306348.44   | 0.04%             | 2030-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   60000000000 | PA      | $39787900.49   | 0.03%             | 2031-03-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   91066510000 | PA      | $56608820.19   | 0.04%             | 2042-09-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   50000000000 | PA      | $33634503.10   | 0.02%             | 2043-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   40000000000 | PA      | $23414180.15   | 0.02%             | 2044-09-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   56000000000 | PA      | $32029549.62   | 0.02%             | 2045-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   39875000000 | PA      | $25716355.88   | 0.02%             | 2072-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Treasury Bond                                                              | KOREA TRSY BD                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |   42000000000 | PA      | $22301654.53   | 0.02%             | 2074-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc                                                                     | SK HYNIX INC                   | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | DBT              | CORP              | KR        |    4940000000 | PA      | $3354004.87    | 0.00%             | 2028-02-14      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       1464000 | PA      | $1704819.29    | 0.00%             | 2028-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       3000000 | PA      | $3138239.50    | 0.00%             | 2030-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      30000000 | PA      | $29099721.49   | 0.02%             | 2032-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      18000000 | PA      | $18287155.23   | 0.01%             | 2031-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       7500000 | PA      | $6760022.38    | 0.00%             | 2042-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |       3788000 | PA      | $4369681.18    | 0.00%             | 2034-03-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                           | DUCHY OF LUX                   | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |      15405000 | PA      | $17360616.68   | 0.01%             | 2034-10-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     476380000 | PA      | $28644538.37   | 0.02%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1421680000 | PA      | $81720332.88   | 0.06%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    2119510000 | PA      | $122007918.45  | 0.08%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1584700000 | PA      | $83871838.46   | 0.06%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    2291280000 | PA      | $125881665.31  | 0.09%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    2153350000 | PA      | $103401331.33  | 0.07%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    2099170000 | PA      | $110001795.43  | 0.08%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1447030000 | PA      | $69795413.06   | 0.05%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1618710000 | PA      | $85180034.96   | 0.06%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    2143010000 | PA      | $102206886.25  | 0.07%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1990740000 | PA      | $115019608.98  | 0.08%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1411730000 | PA      | $81971580.99   | 0.06%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |    1660760000 | PA      | $94984120.44   | 0.07%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     988370000 | PA      | $52055269.85   | 0.04%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     306414100 | PA      | $14576139.00   | 0.01%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     962867000 | PA      | $52878890.69   | 0.04%             | 2032-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |     151130000 | PA      | $7979829.25    | 0.01%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     115722000 | PA      | $29277989.43   | 0.02%             | 2027-09-30      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: AS3795851<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     102850000 | PA      | $26619522.28   | 0.02%             | 2028-10-31      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      70610000 | PA      | $18248212.65   | 0.01%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     274660000 | PA      | $69549562.19   | 0.05%             | 2030-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      21400000 | PA      | $5612632.93    | 0.00%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |       3500000 | PA      | $894477.06     | 0.00%             | 2028-08-08      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      47576000 | PA      | $12873443.87   | 0.01%             | 2033-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: ZS8777154<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |      84996000 | PA      | $22257812.53   | 0.02%             | 2034-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     102768000 | PA      | $25412002.16   | 0.02%             | 2036-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      53000000 | PA      | $13511786.50   | 0.01%             | 2040-07-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      16050000 | PA      | $4311159.73    | 0.00%             | 2033-08-30      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      17000000 | PA      | $4678991.56    | 0.00%             | 2035-10-31      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      20000000 | PA      | $5486339.17    | 0.00%             | 2037-08-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     105285000 | PA      | $28146690.16   | 0.02%             | 2039-09-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      68162000 | PA      | $18017014.40   | 0.01%             | 2041-09-30      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: ZS5870457<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |     146959000 | PA      | $40273570.93   | 0.03%             | 2049-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      61350000 | PA      | $18586671.08   | 0.01%             | 2052-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Investment Issue                                             | MALAYSIA INVEST                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      68000000 | PA      | $16954224.35   | 0.01%             | 2056-01-31      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     343525000 | PA      | $87104974.02   | 0.06%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     280000000 | PA      | $70568671.79   | 0.05%             | 2030-05-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     464000000 | PA      | $121082269.17  | 0.08%             | 2029-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     270000000 | PA      | $67452886.82   | 0.05%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      77498000 | PA      | $19761607.53   | 0.01%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     107325000 | PA      | $27564113.69   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      38316000 | PA      | $9325521.07    | 0.01%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     670025000 | PA      | $169857233.86  | 0.12%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     125550000 | PA      | $31974485.37   | 0.02%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     113902000 | PA      | $29177789.07   | 0.02%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     304965000 | PA      | $78483047.98   | 0.05%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      50000000 | PA      | $12483229.26   | 0.01%             | 2041-01-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      63176000 | PA      | $17051122.07   | 0.01%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      68798000 | PA      | $18092122.65   | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      10138000 | PA      | $2656815.61    | 0.00%             | 2031-06-30      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      12243000 | PA      | $3193535.15    | 0.00%             | 2032-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      90014000 | PA      | $23115703.99   | 0.02%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      57819000 | PA      | $15853664.07   | 0.01%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      96709000 | PA      | $26878030.54   | 0.02%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     299000000 | PA      | $77365427.50   | 0.05%             | 2044-05-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      52395000 | PA      | $13827798.42   | 0.01%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      68554000 | PA      | $17036020.27   | 0.01%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     264020000 | PA      | $72519317.06   | 0.05%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |       9296000 | PA      | $2627551.21    | 0.00%             | 2043-09-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      17140000 | PA      | $4750057.42    | 0.00%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      55822000 | PA      | $15893606.39   | 0.01%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     130259000 | PA      | $32868092.92   | 0.02%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |     252100000 | PA      | $67406836.33   | 0.05%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MY        |      85000000 | PA      | $20816916.28   | 0.01%             | 2055-07-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      25000000 | PA      | $31443110.85   | 0.02%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     113619612 | PA      | $138371075.40  | 0.09%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      72561000 | PA      | $75627458.76   | 0.05%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      89780865 | PA      | $101145221.22  | 0.07%             | 2028-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      37283000 | PA      | $40484791.72   | 0.03%             | 2029-07-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     193145279 | PA      | $195846773.58  | 0.13%             | 2031-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                    | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $7195686.13    | 0.00%             | 2041-03-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     230214516 | PA      | $184424971.09  | 0.13%             | 2038-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     183579288 | PA      | $200534091.14  | 0.14%             | 2029-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     101001000 | PA      | $102482213.97  | 0.07%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      45000000 | PA      | $38464106.27   | 0.03%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      75000000 | PA      | $85297438.04   | 0.06%             | 2033-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      70758000 | PA      | $82313734.60   | 0.06%             | 2030-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |      58405000 | PA      | $66602578.05   | 0.05%             | 2044-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     113579038 | PA      | $128090987.15  | 0.09%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     123000000 | PA      | $137459508.26  | 0.09%             | 2035-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     200000000 | PA      | $226122766.10  | 0.16%             | 2036-07-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Netherlands Government Bond                                                      | NETHERLANDS GOVT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NL        |     113679000 | PA      | $54338461.40   | 0.04%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |      97934000 | PA      | $10060256.33   | 0.01%             | 2028-04-26      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     674764000 | PA      | $66538910.15   | 0.05%             | 2029-09-06      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     542457000 | PA      | $51476819.65   | 0.04%             | 2030-08-19      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     228090000 | PA      | $20897396.19   | 0.01%             | 2031-09-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     102900000 | PA      | $9870741.95    | 0.01%             | 2042-10-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     371154000 | PA      | $36644670.15   | 0.03%             | 2033-08-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     400995000 | PA      | $41100349.28   | 0.03%             | 2034-04-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     167126000 | PA      | $16543505.94   | 0.01%             | 2039-05-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     304124000 | PA      | $31245562.61   | 0.02%             | 2035-06-12      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bond                                                           | NORWEGIAN GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NO        |     100000000 | PA      | $10508762.29   | 0.01%             | 2036-06-03      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       2000000 | PA      | $1127172.32    | 0.00%             | 2028-02-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      98545000 | PA      | $56818936.93   | 0.04%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      73786000 | PA      | $41118343.38   | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      42399000 | PA      | $20726939.19   | 0.01%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     111019000 | PA      | $61243151.99   | 0.04%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     130000000 | PA      | $78091112.58   | 0.05%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |     107161000 | PA      | $55564813.37   | 0.04%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      53030000 | PA      | $27435473.43   | 0.02%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      72010000 | PA      | $41690021.94   | 0.03%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      65786000 | PA      | $38460619.48   | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      70500000 | PA      | $40095369.17   | 0.03%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      36308000 | PA      | $14079573.38   | 0.01%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      40523000 | PA      | $15655956.08   | 0.01%             | 2051-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GVT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      17000000 | PA      | $9660731.30    | 0.01%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |       1280000 | PA      | $697977.45     | 0.00%             | 2030-04-24      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |       9000000 | PA      | $5239151.26    | 0.00%             | 2028-10-18      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Housing New Zealand Ltd                                                          | HOUSING NZ LTD                 | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              | NUSS              | NZ        |       9280000 | PA      | $4037515.94    | 0.00%             | 2035-09-10      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       1510000 | PA      | $856816.44     | 0.00%             | 2027-09-24      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      19265000 | PA      | $10900306.51   | 0.01%             | 2028-05-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       4000000 | PA      | $2384495.88    | 0.00%             | 2027-07-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       4000000 | PA      | $2399580.33    | 0.00%             | 2028-02-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       5000000 | PA      | $3020750.39    | 0.00%             | 2028-12-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      10000000 | PA      | $5228083.32    | 0.00%             | 2030-07-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |       7091000 | PA      | $3874485.52    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: ZR1469322<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |      10145000 | PA      | $5569203.54    | 0.00%             | 2029-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |       5000000 | PA      | $2176954.48    | 0.00%             | 2037-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      10000000 | PA      | $5321091.61    | 0.00%             | 2031-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| New Zealand Local Government Funding Agency Bond                                 | NZ LGFA BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NZ        |      27300000 | PA      | $13738722.10   | 0.01%             | 2035-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          2879 | NC      | $-5781399.14   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     106165000 | PA      | $30639261.98   | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      81758000 | PA      | $25219695.27   | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      21925000 | PA      | $6279441.13    | 0.00%             | 2042-02-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      14700000 | PA      | $4144923.10    | 0.00%             | 2055-02-12      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      24269000 | PA      | $7198779.15    | 0.00%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      97747000 | PA      | $29006933.59   | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      34891000 | PA      | $10277252.57   | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     129404000 | PA      | $35693340.27   | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      55392000 | PA      | $13448899.04   | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     100647000 | PA      | $31497257.43   | 0.02%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |      88014000 | PA      | $26396612.50   | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Peru Government Bond                                                             | PERU B SOBERANO                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |     124101000 | PA      | $36875749.97   | 0.03%             | 2035-08-12      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      12658000 | PA      | $3578362.61    | 0.00%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     128925000 | PA      | $34363630.66   | 0.02%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      75899000 | PA      | $20513989.17   | 0.01%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      13138000 | PA      | $2804777.79    | 0.00%             | 2047-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     112704000 | PA      | $28965217.16   | 0.02%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     667080000 | PA      | $150294736.12  | 0.10%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     309056000 | PA      | $84993384.15   | 0.06%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     169964000 | PA      | $49620963.54   | 0.03%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     327778000 | PA      | $92820394.32   | 0.06%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     590000000 | PA      | $162067504.97  | 0.11%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     244979000 | PA      | $64605810.79   | 0.04%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     440000000 | PA      | $121407687.04  | 0.08%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     357100000 | PA      | $96230578.59   | 0.07%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                               | POLAND GOVT BOND               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |     508134000 | PA      | $132341977.92  | 0.09%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco BPI SA                                                                     | BANCO BPI                      | CUSIP: N/A<br>LEI: 3DM5DPGI3W6OU6GJ4N92       | Long             | DBT              | CORP              | PT        |      20000000 | PA      | $23764265.42   | 0.02%             | 2028-07-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |       8800000 | PA      | $10405893.13   | 0.01%             | 2028-04-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |      10000000 | PA      | $11795319.02   | 0.01%             | 2031-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                                         | BANCO SAN TOTTA                | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |       4600000 | PA      | $5277580.90    | 0.00%             | 2027-09-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brisa-Concessao Rodoviaria SA                                                    | BCR-BRISA CONCES               | CUSIP: N/A<br>LEI: 529900O4HQ501ZCXL896       | Long             | DBT              | CORP              | PT        |       6500000 | PA      | $7586207.33    | 0.01%             | 2027-05-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                    | NOVO BANCO                     | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |       9800000 | PA      | $11368313.08   | 0.01%             | 2031-01-22      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Novo Banco SA                                                                    | NOVO BANCO                     | CUSIP: N/A<br>LEI: 5493009W2E2YDCXY6S81       | Long             | DBT              | CORP              | PT        |      11000000 | PA      | $12736436.66   | 0.01%             | 2030-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      24303000 | PA      | $26500205.49   | 0.02%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      30000000 | PA      | $33823064.09   | 0.02%             | 2040-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      28144000 | PA      | $34821768.41   | 0.02%             | 2037-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      81074000 | PA      | $92667891.34   | 0.06%             | 2035-06-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      32175000 | PA      | $38694137.91   | 0.03%             | 2045-02-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |       5000000 | PA      | $3054304.18    | 0.00%             | 2052-04-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      26041463 | PA      | $30053112.96   | 0.02%             | 2036-06-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: ZP3538151<br>LEI: N/A                  | Long             | DBT              | NUSS              | PT        |      36570000 | PA      | $38759196.34   | 0.03%             | 2030-10-18      | Fixed         | 0.47%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      78774000 | PA      | $89890992.92   | 0.06%             | 2027-10-15      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      25950669 | PA      | $24457112.81   | 0.02%             | 2035-10-12      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      44938000 | PA      | $45841255.69   | 0.03%             | 2031-10-17      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      22796315 | PA      | $18298756.80   | 0.01%             | 2042-04-11      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      36500000 | PA      | $41971964.91   | 0.03%             | 2033-10-14      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      30529000 | PA      | $34792865.55   | 0.02%             | 2034-10-20      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      19000000 | PA      | $22006491.22   | 0.02%             | 2028-10-17      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |     171798000 | PA      | $197108617.21  | 0.14%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      64390545 | PA      | $69761238.94   | 0.05%             | 2032-07-16      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                | PORTUGUESE OT'S                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |      36678000 | PA      | $42597048.32   | 0.03%             | 2038-06-18      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     116950000 | PA      | $26225584.40   | 0.02%             | 2027-07-26      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     164005000 | PA      | $29109172.09   | 0.02%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      63500000 | PA      | $14487450.55   | 0.01%             | 2031-04-28      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     111380000 | PA      | $23759825.36   | 0.02%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      50000000 | PA      | $9476349.79    | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     150000000 | PA      | $32062908.33   | 0.02%             | 2027-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      60000000 | PA      | $13504150.36   | 0.01%             | 2028-04-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     266530000 | PA      | $59524694.14   | 0.04%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     183000000 | PA      | $40206025.21   | 0.03%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     160180000 | PA      | $36991491.40   | 0.03%             | 2031-07-27      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      90880000 | PA      | $20698553.36   | 0.01%             | 2027-05-31      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      48925000 | PA      | $11189835.85   | 0.01%             | 2033-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      68975000 | PA      | $15399175.94   | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     188000000 | PA      | $42146571.00   | 0.03%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      50000000 | PA      | $11680943.61   | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      55400000 | PA      | $12445479.97   | 0.01%             | 2030-07-29      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      91450000 | PA      | $21621991.68   | 0.01%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          1021 | NC      | $101470.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     197155000 | PA      | $20858474.76   | 0.01%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     153430000 | PA      | $16073129.21   | 0.01%             | 2028-05-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |      50000000 | PA      | $5311428.88    | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     340485000 | PA      | $34716798.73   | 0.02%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     390000000 | PA      | $41507468.41   | 0.03%             | 2027-06-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     850000000 | PA      | $93667426.82   | 0.06%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     104000000 | PA      | $11495387.44   | 0.01%             | 2029-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                                | NORDEA HYPOTEK                 | CUSIP: N/A<br>LEI: 5493000K2HPWIF6MFO29       | Long             | DBT              | CORP              | SE        |     100000000 | PA      | $10827731.72   | 0.01%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     584000000 | PA      | $63139832.62   | 0.04%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     500000000 | PA      | $55710920.37   | 0.04%             | 2029-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     300000000 | PA      | $31862006.44   | 0.02%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     200000000 | PA      | $20953624.87   | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |     150000000 | PA      | $15830603.02   | 0.01%             | 2030-12-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     967920000 | PA      | $92762374.83   | 0.06%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                      | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     420800000 | PA      | $44659068.40   | 0.03%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     300000000 | PA      | $31522707.75   | 0.02%             | 2027-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     300000000 | PA      | $27912605.67   | 0.02%             | 2032-06-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     206590000 | PA      | $12206693.84   | 0.01%             | 2071-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     576000000 | PA      | $62764438.68   | 0.04%             | 2028-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     220000000 | PA      | $22248211.42   | 0.02%             | 2033-11-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                      | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     200000000 | PA      | $21683030.52   | 0.01%             | 2029-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     500000000 | PA      | $54517001.98   | 0.04%             | 2029-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     200000000 | PA      | $21796114.92   | 0.01%             | 2028-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     150000000 | PA      | $16462915.71   | 0.01%             | 2029-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                                | DANSKE HYPO                    | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |     250000000 | PA      | $27495599.90   | 0.02%             | 2028-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |    1054500000 | PA      | $114713575.92  | 0.08%             | 2029-03-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |     150000000 | PA      | $16748693.51   | 0.01%             | 2029-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     405000000 | PA      | $41886047.28   | 0.03%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     250000000 | PA      | $27037694.62   | 0.02%             | 2030-12-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |     200000000 | PA      | $21607380.25   | 0.01%             | 2030-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     100000000 | PA      | $10720579.46   | 0.01%             | 2030-11-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Hypotek AB                                                      | LANSFORSAKRINGAR               | CUSIP: N/A<br>LEI: 5493001P7BX1N0JAG961       | Long             | DBT              | CORP              | SE        |     100000000 | PA      | $10652080.91   | 0.01%             | 2032-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Hypotek AB                                                                | DANSKE HYPO                    | CUSIP: N/A<br>LEI: 549300R24NNCTGT7CW53       | Long             | DBT              | CORP              | SE        |     300000000 | PA      | $32324063.79   | 0.02%             | 2030-12-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                           | SWEDISH GOVRNMNT               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |     500000000 | PA      | $52150085.29   | 0.04%             | 2036-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |     250000000 | PA      | $26555119.01   | 0.02%             | 2031-05-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     250000000 | PA      | $26798895.24   | 0.02%             | 2031-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      37968000 | PA      | $33013727.86   | 0.02%             | 2046-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      46386000 | PA      | $36970061.11   | 0.03%             | 2036-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      25552000 | PA      | $20498525.87   | 0.01%             | 2028-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      23361000 | PA      | $19975991.47   | 0.01%             | 2042-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      32146000 | PA      | $27645870.65   | 0.02%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      47999000 | PA      | $39147347.83   | 0.03%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       1750000 | PA      | $1405628.38    | 0.00%             | 2031-07-04      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       7500000 | PA      | $6030318.20    | 0.00%             | 2029-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       7750000 | PA      | $6352860.96    | 0.00%             | 2030-05-31      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      37296000 | PA      | $30712754.93   | 0.02%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      37832000 | PA      | $30501012.65   | 0.02%             | 2039-07-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      30000000 | PA      | $24288092.39   | 0.02%             | 2029-01-23      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      58000000 | PA      | $48102911.53   | 0.03%             | 2035-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      30122000 | PA      | $22721326.58   | 0.02%             | 2050-03-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      29000000 | PA      | $23217657.92   | 0.02%             | 2040-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      55000000 | PA      | $43970542.50   | 0.03%             | 2027-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      24750000 | PA      | $20842632.64   | 0.01%             | 2029-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |        250000 | PA      | $197189.17     | 0.00%             | 2029-01-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      52250000 | PA      | $42665084.80   | 0.03%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      61405000 | PA      | $50298172.82   | 0.03%             | 2032-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      35242000 | PA      | $33580043.99   | 0.02%             | 2072-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      30000000 | PA      | $24250095.07   | 0.02%             | 2028-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      40000000 | PA      | $32398227.53   | 0.02%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |      15500000 | PA      | $11855088.78   | 0.01%             | 2033-07-21      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      23440000 | PA      | $20238797.28   | 0.01%             | 2034-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      40700000 | PA      | $31726247.97   | 0.02%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Housing & Development Board                                                      | HOUSING & DEV                  | CUSIP: N/A<br>LEI: 254900QGEU61YJ8GAO70       | Long             | DBT              | NUSS              | SG        |       3250000 | PA      | $2610830.36    | 0.00%             | 2029-01-22      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      41117000 | PA      | $30922972.16   | 0.02%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                        | SINGAPORE GOV'T                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SG        |      30700000 | PA      | $29689934.30   | 0.02%             | 2054-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      44548000 | PA      | $50183126.49   | 0.03%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       8733000 | PA      | $4664339.72    | 0.00%             | 2050-10-20      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      23720000 | PA      | $24274440.94   | 0.02%             | 2031-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |       3850000 | PA      | $4654280.44    | 0.00%             | 2033-03-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                         | REP OF SLOVENIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SI        |      36843000 | PA      | $38590454.86   | 0.03%             | 2055-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       1131437 | PA      | $1167314.89    | 0.00%             | 2032-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      24545395 | PA      | $20828153.72   | 0.01%             | 2036-04-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       8000000 | PA      | $9736435.37    | 0.01%             | 2032-10-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      35725602 | PA      | $42227639.51   | 0.03%             | 2035-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      22730151 | PA      | $26016322.12   | 0.02%             | 2043-02-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      11000000 | PA      | $13052620.35   | 0.01%             | 2033-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      37804000 | PA      | $44437810.17   | 0.03%             | 2028-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      28013000 | PA      | $33439620.17   | 0.02%             | 2034-03-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tatra Banka as                                                                   | TATRA BANKA AS                 | CUSIP: N/A<br>LEI: 3157002JBFAI478MD587       | Long             | DBT              | CORP              | SK        |      30000000 | PA      | $34929423.75   | 0.02%             | 2028-10-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      43500000 | PA      | $50471891.44   | 0.03%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      42833872 | PA      | $48573778.66   | 0.03%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tatra Banka as                                                                   | TATRA BANKA AS                 | CUSIP: N/A<br>LEI: 3157002JBFAI478MD587       | Long             | DBT              | CORP              | SK        |      10000000 | PA      | $11530146.95   | 0.01%             | 2031-09-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      35300000 | PA      | $40315619.99   | 0.03%             | 2037-11-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       7043478 | PA      | $8086584.29    | 0.01%             | 2046-02-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |       4950000 | PA      | $4801441.27    | 0.00%             | 2037-03-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      11530000 | PA      | $9005245.53    | 0.01%             | 2047-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |      11716000 | PA      | $12605587.29   | 0.01%             | 2030-04-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1732978000 | PA      | $53120604.22   | 0.04%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     800000000 | PA      | $25012067.80   | 0.02%             | 2027-11-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     470725000 | PA      | $15001592.39   | 0.01%             | 2027-12-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |      58761000 | PA      | $1950317.20    | 0.00%             | 2028-03-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1980000000 | PA      | $61757340.41   | 0.04%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    2403000000 | PA      | $75912515.26   | 0.05%             | 2028-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1067863000 | PA      | $34084899.53   | 0.02%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1100000000 | PA      | $34735322.34   | 0.02%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     300000000 | PA      | $9168784.11    | 0.01%             | 2029-04-17      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     852018000 | PA      | $28948776.23   | 0.02%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     300000000 | PA      | $9541849.84    | 0.01%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1106839000 | PA      | $34111862.90   | 0.02%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     500000000 | PA      | $15436941.48   | 0.01%             | 2030-03-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1700000000 | PA      | $51426268.58   | 0.04%             | 2031-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1550000000 | PA      | $52113441.67   | 0.04%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     196901000 | PA      | $5774739.23    | 0.00%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1280397000 | PA      | $37365592.24   | 0.03%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     490000000 | PA      | $14621505.30   | 0.01%             | 2036-05-17      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     899997000 | PA      | $30423504.39   | 0.02%             | 2036-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1147041000 | PA      | $38732911.72   | 0.03%             | 2067-06-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     135638000 | PA      | $4853556.43    | 0.00%             | 2037-12-12      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1278753000 | PA      | $42417979.74   | 0.03%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     959882000 | PA      | $26299901.07   | 0.02%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     451239000 | PA      | $17192328.41   | 0.01%             | 2044-06-29      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1490000000 | PA      | $45357538.06   | 0.03%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     553090000 | PA      | $16388220.86   | 0.01%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1165802000 | PA      | $41802457.09   | 0.03%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     602289000 | PA      | $20323351.04   | 0.01%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     738415000 | PA      | $25254259.64   | 0.02%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1045000000 | PA      | $32817750.95   | 0.02%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     450778000 | PA      | $16465694.09   | 0.01%             | 2066-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1726385000 | PA      | $58535289.90   | 0.04%             | 2037-06-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1500000000 | PA      | $48914573.20   | 0.03%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     500000000 | PA      | $12654784.88   | 0.01%             | 2077-06-17      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1207600000 | PA      | $37340151.53   | 0.03%             | 2050-06-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: EI5261702<br>LEI: N/A                  | Long             | DBT              | NUSS              | TH        |       7038000 | PA      | $293074.17     | 0.00%             | 2061-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1300000000 | PA      | $42062480.56   | 0.03%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    1040000000 | PA      | $32325474.78   | 0.02%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |      73451000 | PA      | $2582325.35    | 0.00%             | 2041-06-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     402800000 | PA      | $11532623.36   | 0.01%             | 2052-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    2366277000 | PA      | $73922958.06   | 0.05%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     417737000 | PA      | $10720835.17   | 0.01%             | 2071-06-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     941000000 | PA      | $34769426.78   | 0.02%             | 2072-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     950000000 | PA      | $29364589.62   | 0.02%             | 2047-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVT                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     606063000 | PA      | $14948096.98   | 0.01%             | 2049-06-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government International Bond                                | AUSTRIA REP OF                 | CUSIP: 052591AS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AT        |        798000 | PA      | $632348.98     | 0.00%             | 2034-12-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       1152000 | PA      | $875767.73     | 0.00%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769CG7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     812000000 | PA      | $5247234.71    | 0.00%             | 2037-06-20      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DP4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |        684000 | PA      | $944372.42     | 0.00%             | 2032-06-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Yorkshire Power Finance Ltd                                                      | YORKSHIRE POWER                | CUSIP: N/A<br>LEI: 213800USJR8TNU5T6T16       | Long             | DBT              | CORP              | KY        |       1651000 | PA      | $2327959.90    | 0.00%             | 2028-08-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       7802000 | PA      | $10971796.53   | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IT        |       5802000 | PA      | $8032036.70    | 0.01%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | N/A       |        488000 | PA      | $678733.22     | 0.00%             | 2028-12-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO                   | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       4302000 | PA      | $6024339.01    | 0.00%             | 2028-11-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       1268000 | PA      | $1535698.32    | 0.00%             | 2028-12-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                  | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |       6657000 | PA      | $9017617.14    | 0.01%             | 2028-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                  | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |       2780000 | PA      | $3447582.22    | 0.00%             | 2038-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |        100000 | PA      | $136871.57     | 0.00%             | 2028-12-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Spain Government International Bond                                              | SPAIN KINGDOM                  | CUSIP: EC1185833<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |        500000 | PA      | $684869.42     | 0.00%             | 2029-04-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       8292000 | PA      | $11368549.55   | 0.01%             | 2028-12-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       3416000 | PA      | $4510724.23    | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: EC1243194<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       1650000 | PA      | $2272656.77    | 0.00%             | 2028-12-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |       1541000 | PA      | $2134515.10    | 0.00%             | 2029-05-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |        474000 | PA      | $653512.20     | 0.00%             | 2028-12-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: EC1355816<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1402907.65    | 0.00%             | 2029-06-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                     | 3I GROUP PLC                   | CUSIP: EC1986149<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | DBT              | CORP              | GB        |       2439000 | PA      | $3347222.32    | 0.00%             | 2032-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                        | AEGON LTD                      | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | DBT              | CORP              | BM        |       1000000 | PA      | $1405024.57    | 0.00%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2926000 | PA      | $4180600.31    | 0.00%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |         48000 | PA      | $71569.50      | 0.00%             | 2030-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Legal & General Finance PLC                                                      | LEGAL & GENL FIN               | CUSIP: EC3157236<br>LEI: 213800AJC8I72ZCD2E71 | Long             | DBT              | CORP              | GB        |       3413000 | PA      | $4777503.83    | 0.00%             | 2031-12-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       7184000 | PA      | $9595768.15    | 0.01%             | 2035-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |        125000 | PA      | $172211.56     | 0.00%             | 2028-03-31      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: EC3941787<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       4876000 | PA      | $6790062.01    | 0.00%             | 2032-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Canary Wharf Finance II PLC                                                      | CANARY WHARF II                | CUSIP: EC3985420<br>LEI: 213800O9MO3KVXP3XQ22 | Long             | DBT              | CORP              | GB        |        338000 | PA      | $468180.75     | 0.00%             | 2035-01-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |       1512000 | PA      | $2097236.90    | 0.00%             | 2031-07-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      12000000 | PA      | $16869251.27   | 0.01%             | 2028-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       5120000 | PA      | $7345449.78    | 0.01%             | 2032-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       4265000 | PA      | $5746906.85    | 0.00%             | 2036-06-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |       1922000 | PA      | $2667208.14    | 0.00%             | 2031-12-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       1579000 | PA      | $2163299.55    | 0.00%             | 2033-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       2451000 | PA      | $2775333.62    | 0.00%             | 2052-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      10434000 | PA      | $14778179.78   | 0.01%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       3073000 | PA      | $4371696.26    | 0.00%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                        | LONDON POWER                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |        238000 | PA      | $327738.35     | 0.00%             | 2027-06-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LCR Finance PLC                                                                  | LCR FINANCE PLC                | CUSIP: N/A<br>LEI: 2138008GSNH2EM5YC581       | Long             | DBT              | NUSS              | GB        |       3267000 | PA      | $3988804.87    | 0.00%             | 2051-03-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       7210000 | PA      | $10073209.51   | 0.01%             | 2032-11-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Ltd                                                       | UNITED UTIL WAT                | CUSIP: EC7876542<br>LEI: 213800RQ5FMB2GQ69174 | Long             | DBT              | CORP              | GB        |       3321000 | PA      | $4549321.12    | 0.00%             | 2027-12-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: EC7912669<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |       1266000 | PA      | $1681813.24    | 0.00%             | 2033-04-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       1185000 | PA      | $1704990.84    | 0.00%             | 2033-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP               | CUSIP: EC8511957<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |       3152000 | PA      | $4134898.64    | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Artesian Finance II PLC                                                          | ARTESIAN FIN II                | CUSIP: EC9615823<br>LEI: 213800SC4ON8GU2Q2Q62 | Long             | DBT              | CORP              | GB        |       1495000 | PA      | $2034220.13    | 0.00%             | 2033-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Juturna European Loan Conduit No 16 PLC                                          | JUTURNA EURO                   | CUSIP: N/A<br>LEI: 2138002G6EP1VAWYE654       | Long             | DBT              | CORP              | GB        |       1508024 | PA      | $2035860.80    | 0.00%             | 2033-08-10      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       1464000 | PA      | $2012052.00    | 0.00%             | 2029-03-31      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Derby Healthcare PLC                                                             | DERBY HEALTHCARE               | CUSIP: ED1362265<br>LEI: 25490033UV5PQQ7FCV22 | Long             | DBT              | CORP              | GB        |       1453158 | PA      | $1889057.94    | 0.00%             | 2041-06-30      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       7509000 | PA      | $9564950.34    | 0.01%             | 2033-10-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank Capital Funding Sterling 1 LP                                          | HSBC BNK CAO FND               | CUSIP: N/A<br>LEI: 2138007XGRZME1ZCTY76       | Long             | DBT              | CORP              | JE        |         62000 | PA      | $85808.89      | 0.00%             | 2079-12-31      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CTRL Section 1 Finance PLC                                                       | CTRL SECTION 1                 | CUSIP: ED2136700<br>LEI: 213800T8KP4APS3KNZ67 | Long             | DBT              | CORP              | GB        |         99778 | PA      | $135169.79     | 0.00%             | 2035-05-02      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| RMPA Services PLC                                                                | RMPA SERVS PLC                 | CUSIP: N/A<br>LEI: 894500HR4WSN0TNS0D12       | Long             | DBT              | CORP              | GB        |       1690562 | PA      | $2276717.10    | 0.00%             | 2038-09-30      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Telereal Securitisation PLC                                                      | TELEREAL SECUR                 | CUSIP: N/A<br>LEI: 213800HO84XTEA5NZO43       | Long             | DBT              | CORP              | GB        |        220912 | PA      | $304371.67     | 0.00%             | 2031-12-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |        969000 | PA      | $1280011.73    | 0.00%             | 2037-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       3755000 | PA      | $4315692.89    | 0.00%             | 2054-10-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                          | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |       2046000 | PA      | $2691945.15    | 0.00%             | 2035-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadgate Financing PLC                                                          | BROADGATE FINANC               | CUSIP: N/A<br>LEI: 213800FFPA11956QDF26       | Long             | DBT              | CORP              | GB        |       2409200 | PA      | $3215058.48    | 0.00%             | 2031-10-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Ltd                                                       | UNITED UTIL WAT                | CUSIP: ED8138619<br>LEI: 213800RQ5FMB2GQ69174 | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7584073.51    | 0.01%             | 2035-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                                          | GREENE KING FIN                | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |        149470 | PA      | $200915.05     | 0.00%             | 2031-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                | WESSEX WATER FIN               | CUSIP: ED8391200<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |        316000 | PA      | $428145.08     | 0.00%             | 2028-03-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| White City Property Finance PLC                                                  | WHITE CITY                     | CUSIP: ED8574979<br>LEI: 5493009BGIJJLWNPOJ21 | Long             | DBT              | CORP              | GB        |       2050854 | PA      | $2774266.45    | 0.00%             | 2035-04-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                 | NORTHERN PWRGRID               | CUSIP: ED9245900<br>LEI: 213800VZL2QT3Q7NOP46 | Long             | DBT              | CORP              | GB        |        742000 | PA      | $957588.00     | 0.00%             | 2035-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: EF0667370<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       3466000 | PA      | $4662730.70    | 0.00%             | 2029-08-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |        465000 | PA      | $568204.97     | 0.00%             | 2037-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: N/A<br>LEI: 3C7474T6CDKPR9K6YT90       | Long             | DBT              | CORP              | US        |      11585000 | PA      | $13934861.94   | 0.01%             | 2035-09-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Scotland Gas Networks PLC                                                        | SCOTLAND GAS NET               | CUSIP: EF1253238<br>LEI: 549300Y7M5CC1U5DBX07 | Long             | DBT              | CORP              | GB        |        502000 | PA      | $630106.94     | 0.00%             | 2034-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                                | NORTHERN GAS                   | CUSIP: EF1611385<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |         59000 | PA      | $80025.38      | 0.00%             | 2027-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northern Gas Networks Finance PLC                                                | NORTHERN GAS                   | CUSIP: EF1611344<br>LEI: 213800KZQUVA8TJZFL60 | Long             | DBT              | CORP              | GB        |       1465000 | PA      | $1809210.57    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Network Rail Infrastructure Finance PLC                                          | NETWRK RAIL INFR               | CUSIP: N/A<br>LEI: 213800H88F5EE4B1D697       | Long             | DBT              | CORP              | GB        |       4367000 | PA      | $5867505.00    | 0.00%             | 2030-12-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southern Electric Power Distribution PLC                                         | SOUTHERN ELECTR                | CUSIP: N/A<br>LEI: 549300SR1GYYNBZQGX56       | Long             | DBT              | CORP              | GB        |       4736000 | PA      | $5706614.84    | 0.00%             | 2037-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |        502000 | PA      | $656121.77     | 0.00%             | 2031-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | HSBC BANK PLC                  | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |       1200000 | PA      | $1311971.20    | 0.00%             | 2046-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                       | ASPIRE DEFENCE                 | CUSIP: EF3482512<br>LEI: 213800EQV9JHWCGV7H79 | Long             | DBT              | CORP              | GB        |       2605711 | PA      | $3263606.42    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Aspire Defence Finance PLC                                                       | ASPIRE DEFENCE                 | CUSIP: N/A<br>LEI: 213800EQV9JHWCGV7H79       | Long             | DBT              | CORP              | GB        |       1231606 | PA      | $1544497.79    | 0.00%             | 2040-03-31      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       5150000 | PA      | $6714358.52    | 0.00%             | 2034-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Finance PLC                                                       | WELLCOME TRUST F               | CUSIP: N/A<br>LEI: 549300U3Y9NRYP7NOM09       | Long             | DBT              | CORP              | GB        |       6416000 | PA      | $8154315.89    | 0.01%             | 2036-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freshwater Finance PLC                                                           | FRESHWATER FIN                 | CUSIP: EF7379946<br>LEI: 5493004P1F1N0081ID73 | Long             | DBT              | CORP              | IE        |       2108000 | PA      | $2461386.01    | 0.00%             | 2036-10-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |        450000 | PA      | $434015.37     | 0.00%             | 2052-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: EF8021778<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       1737000 | PA      | $2174249.32    | 0.00%             | 2035-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: EF9173768<br>LEI: 353800SENYJ2DSM6PS44 | Long             | DBT              | CORP              | JP        |       5000000 | PA      | $6667383.10    | 0.00%             | 2031-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meadowhall Finance PLC                                                           | MEADOWHALL                     | CUSIP: N/A<br>LEI: 213800TPCOG55GYF9V34       | Long             | DBT              | CORP              | GB        |        307288 | PA      | $405658.64     | 0.00%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Dali Capital PLC                                                                 | DALI CAPITAL 29                | CUSIP: EG0502237<br>LEI: 549300CUYQI7648PE528 | Long             | DBT              | CORP              | IE        |        200000 | PA      | $238399.27     | 0.00%             | 2037-12-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       2116000 | PA      | $2619209.55    | 0.00%             | 2042-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4145000 | PA      | $4928288.12    | 0.00%             | 2044-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                      | INVESTOR AB                    | CUSIP: EG3985058<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $6691906.53    | 0.00%             | 2037-05-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: EG4262457<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5985572.32    | 0.00%             | 2027-05-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: N/A<br>LEI: D01LMJZU09ULLNCY6Z23       | Long             | DBT              | CORP              | US        |        500000 | PA      | $581382.36     | 0.00%             | 2050-02-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                          | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |         50000 | PA      | $68799.63      | 0.00%             | 2027-05-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Services Finance Ltd                                             | YORKS WATER FIN                | CUSIP: EG4572640<br>LEI: 213800SPVHJCCUH13862 | Long             | DBT              | CORP              | GB        |        400000 | PA      | $507099.87     | 0.00%             | 2037-05-28      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     199400000 | PA      | $1281946.81    | 0.00%             | 2027-06-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: EG5612718<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       7060000 | PA      | $8524503.20    | 0.01%             | 2027-06-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL (ENTNZENEL)               | CUSIP: EG5612957<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |       1455000 | PA      | $1903057.02    | 0.00%             | 2037-06-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       5085000 | PA      | $6998737.85    | 0.00%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Water Services Finance Ltd                                              | SOUTHERN WATER                 | CUSIP: N/A<br>LEI: 213800BTY35K1724Z452       | Long             | DBT              | CORP              | KY        |         50000 | PA      | $52961.89      | 0.00%             | 2056-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       5600000 | PA      | $7383937.22    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: EH0065126<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       1956000 | PA      | $2768023.37    | 0.00%             | 2031-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |        737000 | PA      | $1037255.93    | 0.00%             | 2038-01-18      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GE Capital UK Funding Unlimited Co                                               | GE CAPITAL UK                  | CUSIP: N/A<br>LEI: BR7Z6BPTFF652NNO9651       | Long             | DBT              | CORP              | IE        |       4959000 | PA      | $6926035.78    | 0.00%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 2 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138008F9VZUZWUBZD27       | Long             | DBT              | CORP              | GB        |       1329220 | PA      | $1822669.78    | 0.00%             | 2039-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |        567000 | PA      | $795767.36     | 0.00%             | 2039-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       5950000 | PA      | $8442021.01    | 0.01%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: EH3443791<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |         82000 | PA      | $107891.52     | 0.00%             | 2040-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       2623000 | PA      | $3542399.71    | 0.00%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       5079000 | PA      | $7398707.80    | 0.01%             | 2038-06-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       1527000 | PA      | $2157521.84    | 0.00%             | 2031-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SCOTTISH & SOUTH               | CUSIP: EH5062086<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       3272000 | PA      | $4444303.15    | 0.00%             | 2038-08-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       2455000 | PA      | $3565453.98    | 0.00%             | 2033-09-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                              | AFFINITY SUTTON                | CUSIP: EH5480601<br>LEI: 213800CIN9MC8IN3GK94 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1332575.26    | 0.00%             | 2038-09-17      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                 | CIRCLE ANGLIA                  | CUSIP: N/A<br>LEI: 213800LLT17R5JUEIB78       | Long             | DBT              | CORP              | GB        |       2390000 | PA      | $3538001.60    | 0.00%             | 2038-11-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SCOTTISH & SOUTH               | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       7518000 | PA      | $10991788.45   | 0.01%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: EH6206096<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       3184000 | PA      | $4643231.84    | 0.00%             | 2028-11-20      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: EH6315145<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       4439000 | PA      | $6593234.43    | 0.00%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: EH6872624<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |        400000 | PA      | $560664.48     | 0.00%             | 2039-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO ASA               | CUSIP: EH7469180<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       3477000 | PA      | $5104327.08    | 0.00%             | 2031-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       3048000 | PA      | $4331293.57    | 0.00%             | 2039-03-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |       6045000 | PA      | $8469277.06    | 0.01%             | 2034-03-27      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vattenfall AB                                                                    | VATTENFALL AB                  | CUSIP: N/A<br>LEI: 549300T5RZ1HA5HZ3109       | Long             | DBT              | CORP              | SE        |       6457000 | PA      | $9281682.36    | 0.01%             | 2039-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 1 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 2138005QTX8CMPSEOS15       | Long             | DBT              | CORP              | GB        |        819528 | PA      | $1224814.84    | 0.00%             | 2039-07-13      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       6850000 | PA      | $9700328.69    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       1500000 | PA      | $1988682.98    | 0.00%             | 2039-07-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: EH8901157<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       2090000 | PA      | $2963218.77    | 0.00%             | 2039-07-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 2 PLC                                                            | THFC FUNDING 2                 | CUSIP: N/A<br>LEI: 2138009P1ZT8JPYGUB82       | Long             | DBT              | CORP              | GB        |       1184000 | PA      | $1639663.00    | 0.00%             | 2039-07-08      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |        574000 | PA      | $745559.68     | 0.00%             | 2039-08-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KPN NV                         | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       3944000 | PA      | $5492528.60    | 0.00%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3390000 | PA      | $4307012.19    | 0.00%             | 2040-09-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |       5252000 | PA      | $6523729.19    | 0.00%             | 2029-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EDF NRG NET EPN                | CUSIP: EI0420253<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $8320701.49    | 0.01%             | 2036-11-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       1387000 | PA      | $1974434.90    | 0.00%             | 2031-11-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       2313000 | PA      | $3140083.77    | 0.00%             | 2034-11-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genfinance II PLC                                                                | GENFINANCE II                  | CUSIP: N/A<br>LEI: 2138006JJ7RJD7M6KV22       | Long             | DBT              | CORP              | GB        |       2863000 | PA      | $3755696.29    | 0.00%             | 2039-12-21      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |        400000 | PA      | $501415.97     | 0.00%             | 2040-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                            | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |        850000 | PA      | $1071192.07    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                           | NATIONAL GRID ED               | CUSIP: EI1916143<br>LEI: 549300RHOCSNK1FZ4116 | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $1388729.25    | 0.00%             | 2040-03-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | RESEAU FERRE FRA               | CUSIP: EI1932835<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       4483000 | PA      | $4847719.38    | 0.00%             | 2060-03-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                               | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $3394281.46    | 0.00%             | 2030-03-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HLDGS PLC                 | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       3752000 | PA      | $4857679.23    | 0.00%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | DONG A/S                       | CUSIP: EI2033872<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       1702000 | PA      | $2099205.59    | 0.00%             | 2040-04-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 3 PLC                                                     | TESCO PROPERTY                 | CUSIP: N/A<br>LEI: 213800HCQGDQGFP75D78       | Long             | DBT              | CORP              | GB        |       4593429 | PA      | $6105043.62    | 0.00%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: BVN10TFG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       3410000 | PA      | $4729299.05    | 0.00%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: BVN110671<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       1414000 | PA      | $1779114.15    | 0.00%             | 2040-07-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $912163.13     | 0.00%             | 2042-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                     | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |         54000 | PA      | $66045.88      | 0.00%             | 2040-07-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Great Rolling Stock Co PLC/The                                                   | GREAT ROLLING ST               | CUSIP: N/A<br>LEI: 21380012DN57CMIGJT65       | Long             | DBT              | CORP              | GB        |        111512 | PA      | $158341.87     | 0.00%             | 2035-07-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |       3234000 | PA      | $4179109.17    | 0.00%             | 2040-07-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: EI4162968<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       2850000 | PA      | $3890877.55    | 0.00%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPER                | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $1395955.63    | 0.00%             | 2030-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBC4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       1956000 | PA      | $2683494.11    | 0.00%             | 2029-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 4 PLC                                                     | TESCO PROP FIN 4               | CUSIP: N/A<br>LEI: 213800UCE6O94DGHWT77       | Long             | DBT              | CORP              | GB        |       2611057 | PA      | $3459476.67    | 0.00%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | LLOYDS BANK PLC                | CUSIP: N/A<br>LEI: H7FNTJ4851HG0EXQ1Z70       | Long             | DBT              | CORP              | GB        |       5072000 | PA      | $7119494.01    | 0.00%             | 2029-02-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                            | EVERSHOLT FUNDNG               | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |        581143 | PA      | $828988.94     | 0.00%             | 2035-02-22      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Peabody Capital PLC                                                              | PEABODY CAPTL                  | CUSIP: EI6076968<br>LEI: 2138009WI8Z824PDAR42 | Long             | DBT              | CORP              | GB        |       2750000 | PA      | $3260311.33    | 0.00%             | 2043-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | BAA FUNDING LTD                | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       7731000 | PA      | $9725843.51    | 0.01%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       5316000 | PA      | $6677957.31    | 0.00%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       1251000 | PA      | $1737902.31    | 0.00%             | 2030-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Community Finance Co 1 PLC                                                       | COM FINANCE 1                  | CUSIP: N/A<br>LEI: 213800VZPKVQ7LLB8E76       | Long             | DBT              | CORP              | GB        |       2097000 | PA      | $2783395.56    | 0.00%             | 2034-07-31      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Moat Homes Finance PLC                                                           | MOAT HOMES FIN P               | CUSIP: N/A<br>LEI: 213800OEBSZ4X3VVE789       | Long             | DBT              | CORP              | GB        |       1035000 | PA      | $1230715.94    | 0.00%             | 2041-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THFC Funding No 3 PLC                                                            | THFC FUNDING 3                 | CUSIP: N/A<br>LEI: 2138003VKRGBYNDTVV92       | Long             | DBT              | CORP              | GB        |       7737000 | PA      | $9228030.34    | 0.01%             | 2043-10-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                            | BG ENERGY CAP                  | CUSIP: EI8604791<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2562095.50    | 0.00%             | 2036-11-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       8901000 | PA      | $11492855.21   | 0.01%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |        264000 | PA      | $298903.48     | 0.00%             | 2042-01-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       4052000 | PA      | $5260236.38    | 0.00%             | 2037-01-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $3577448.08    | 0.00%             | 2034-01-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |      13649000 | PA      | $15370974.62   | 0.01%             | 2042-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5633000 | PA      | $6807666.33    | 0.00%             | 2037-06-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |       4696000 | PA      | $6466614.67    | 0.00%             | 2029-02-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       2731000 | PA      | $3183058.33    | 0.00%             | 2042-03-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Circle Anglia Social Housing PLC                                                 | CIRCLE ANGLIA                  | CUSIP: EJ0428734<br>LEI: 213800LLT17R5JUEIB78 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1173153.09    | 0.00%             | 2044-03-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       3324000 | PA      | $4435414.06    | 0.00%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                               | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |       4050000 | PA      | $4780707.21    | 0.00%             | 2043-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       1360000 | PA      | $1824274.75    | 0.00%             | 2027-10-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       1853000 | PA      | $2489903.96    | 0.00%             | 2027-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $126031.63     | 0.00%             | 2033-12-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       2057000 | PA      | $2316751.29    | 0.00%             | 2047-04-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |       3413000 | PA      | $4023901.38    | 0.00%             | 2032-05-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Saxon Weald Capital PLC                                                          | SAXON WEALD CAPI               | CUSIP: N/A<br>LEI: 213800UEFOLHAOF85L31       | Long             | DBT              | CORP              | GB        |        281000 | PA      | $356427.32     | 0.00%             | 2042-06-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       8376000 | PA      | $9207620.80    | 0.01%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                    | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $111883.44     | 0.00%             | 2043-06-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: EJ2313116<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $3054827.67    | 0.00%             | 2042-06-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |        100000 | PA      | $114864.00     | 0.00%             | 2032-06-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       2863000 | PA      | $3074615.45    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                             | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |        282000 | PA      | $294875.57     | 0.00%             | 2042-07-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                   | AMPLIUS LIVING                 | CUSIP: N/A<br>LEI: 213800MK4P25WMPIZR12       | Long             | DBT              | CORP              | GB        |        912000 | PA      | $1115077.86    | 0.00%             | 2038-08-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       3188000 | PA      | $4108027.02    | 0.00%             | 2029-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       3704000 | PA      | $4013475.37    | 0.00%             | 2041-08-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                     | CENTRICA PLC                   | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |       6567000 | PA      | $6593860.86    | 0.00%             | 2044-09-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SP Manweb PLC                                                                    | SP MANWEB                      | CUSIP: N/A<br>LEI: 2138009ZFBGRSP57KS35       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $135659.25     | 0.00%             | 2027-09-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       2155000 | PA      | $2785539.75    | 0.00%             | 2029-09-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |       7231000 | PA      | $9531915.23    | 0.01%             | 2029-09-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       1500000 | PA      | $1770468.92    | 0.00%             | 2027-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       7847000 | PA      | $9237599.65    | 0.01%             | 2027-09-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       7316000 | PA      | $7897296.71    | 0.01%             | 2042-09-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Affinity Sutton Capital Markets PLC                                              | AFFINITY SUTTON                | CUSIP: N/A<br>LEI: 213800CIN9MC8IN3GK94       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $821779.09     | 0.00%             | 2042-10-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                 | UNI OF CAMBRIDGE               | CUSIP: N/A<br>LEI: 549300BHKNQHVK7MQW57       | Long             | DBT              | CORP              | GB        |        406000 | PA      | $385441.64     | 0.00%             | 2052-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Great Places Housing Group Ltd                                                   | GRT PL HSE GRP                 | CUSIP: N/A<br>LEI: 213800PI2FGITU4W2A31       | Long             | DBT              | CORP              | GB        |       2955000 | PA      | $3309963.98    | 0.00%             | 2042-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance PLC                                                            | RIO TINTO FINANC               | CUSIP: EJ4698381<br>LEI: 2138009113L7IDGEM175 | Long             | DBT              | CORP              | GB        |        400000 | PA      | $526412.78     | 0.00%             | 2029-12-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       4896000 | PA      | $5674581.59    | 0.00%             | 2032-12-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       1860000 | PA      | $2477170.85    | 0.00%             | 2027-12-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       3217000 | PA      | $3397375.32    | 0.00%             | 2045-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |       2637000 | PA      | $3192429.99    | 0.00%             | 2032-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |         25000 | PA      | $29533.64      | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       1455000 | PA      | $1699943.98    | 0.00%             | 2038-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       2908000 | PA      | $3521309.59    | 0.00%             | 2028-01-29      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 6 PLC                                                     | TESCO PROP FIN 6               | CUSIP: N/A<br>LEI: 213800FORYFOB97FHO66       | Long             | DBT              | CORP              | GB        |       2542860 | PA      | $3248749.69    | 0.00%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Affinity Water Finance PLC                                                       | AFFINITY WATER                 | CUSIP: N/A<br>LEI: 213800SN9HLGE6532G57       | Long             | DBT              | CORP              | GB        |       2231000 | PA      | $2644135.54    | 0.00%             | 2036-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       9045000 | PA      | $9666765.66    | 0.01%             | 2040-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| High Speed Rail Finance 1 PLC                                                    | HIGH SPEED RAIL                | CUSIP: N/A<br>LEI: 21380087GQQTIHCRLU65       | Long             | DBT              | CORP              | GB        |       3324000 | PA      | $4071823.00    | 0.00%             | 2038-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |        300000 | PA      | $335763.93     | 0.00%             | 2033-03-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2700546.61    | 0.00%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |       2906000 | PA      | $3283482.63    | 0.00%             | 2033-05-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       6455000 | PA      | $7293204.60    | 0.01%             | 2033-04-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                             | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |       2281000 | PA      | $2213138.84    | 0.00%             | 2045-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      12014000 | PA      | $12296306.26   | 0.01%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Robert Bosch Investment Nederland BV                                             | ROBERT BOSCH INV               | CUSIP: N/A<br>LEI: 72450009QLIV38GTKN14       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $580562.84     | 0.00%             | 2028-05-24      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                                                           | CEZ AS                         | CUSIP: N/A<br>LEI: 529900S5R9YHJHYKKG94       | Long             | DBT              | CORP              | CZ        |       6141000 | PA      | $7181008.75    | 0.00%             | 2028-06-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BC2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |        452000 | PA      | $514699.90     | 0.00%             | 2033-06-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Raiffeisen-Landesbank Steiermark AG                                              | RAIFF LB STEIER                | CUSIP: N/A<br>LEI: 529900UNUKYZ9HND3309       | Long             | DBT              | CORP              | AT        |        100000 | PA      | $115886.82     | 0.00%             | 2028-06-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: EJ7155512<br>LEI: 529900B2JGN28UCEQ136 | Long             | DBT              | NUSS              | AT        |       2192000 | PA      | $2497026.62    | 0.00%             | 2033-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| University of Manchester                                                         | UNIV OF MANCHEST               | CUSIP: EJ7285376<br>LEI: 213800L6WZJ6FSGIEJ60 | Long             | DBT              | CORP              | GB        |        957000 | PA      | $948116.40     | 0.00%             | 2053-07-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       1100000 | PA      | $1439483.73    | 0.00%             | 2033-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      14627000 | PA      | $17069656.11   | 0.01%             | 2030-09-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       2293000 | PA      | $2570099.58    | 0.00%             | 2041-04-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: EJ8189833<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       3000000 | PA      | $3511815.01    | 0.00%             | 2031-09-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |      14038000 | PA      | $16151335.66   | 0.01%             | 2033-10-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: EJ8924148<br>LEI: 969500VZN4KDEZ14C105 | Long             | DBT              | NUSS              | FR        |       3600000 | PA      | $4222404.78    | 0.00%             | 2028-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: EJ9027123<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       1228000 | PA      | $1278321.35    | 0.00%             | 2046-10-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Telereal Secured Finance PLC                                                     | TELEREAL SECURED               | CUSIP: N/A<br>LEI: 213800OMYN4NJ6W4AD35       | Long             | DBT              | CORP              | GB        |        826118 | PA      | $1066524.14    | 0.00%             | 2031-12-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAA2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       3650000 | PA      | $4898372.33    | 0.00%             | 2028-11-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: N/A<br>LEI: INR2EJN1ERAN0W5ZP974       | Long             | DBT              | CORP              | US        |       7964000 | PA      | $9375675.82    | 0.01%             | 2028-12-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |       2590000 | PA      | $3196472.96    | 0.00%             | 2063-12-19      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                         | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |       1700000 | PA      | $1705442.67    | 0.00%             | 2053-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                               | ASTER TREASURY P               | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |       3319000 | PA      | $3605527.61    | 0.00%             | 2043-12-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Myriad Capital Plc                                                               | MYRIAD CAPITAL P               | CUSIP: EJ9725296<br>LEI: 213800M9SF74JBO6GS73 | Long             | DBT              | CORP              | GB        |        500000 | PA      | $553992.71     | 0.00%             | 2043-12-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMH Treasury PLC                                                                 | EMH TREASURY PLC               | CUSIP: EK0435702<br>LEI: 213800WLIFOOG58XDG67 | Long             | DBT              | CORP              | GB        |        449000 | PA      | $488156.33     | 0.00%             | 2044-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: EK0407552<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |       3400000 | PA      | $4041986.17    | 0.00%             | 2029-01-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAM7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       2574000 | PA      | $2792658.42    | 0.00%             | 2034-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBX1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2551062.00    | 0.00%             | 2034-02-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: EK0567348<br>LEI: 2138006NA5VAMMBK3892 | Long             | DBT              | CORP              | GB        |      10004000 | PA      | $12852074.84   | 0.01%             | 2034-03-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: EK0615147<br>LEI: 21380056VIC699RDGA46 | Long             | DBT              | CORP              | GB        |       2142000 | PA      | $2044480.85    | 0.00%             | 2054-02-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMP TOBACCO FIN                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |       3730000 | PA      | $4835743.56    | 0.00%             | 2032-06-07      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transport for London                                                             | TFL                            | CUSIP: N/A<br>LEI: 213800FGQ9DJHGRLQZ89       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $2763739.42    | 0.00%             | 2064-04-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       6706000 | PA      | $7831136.03    | 0.01%             | 2029-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3146000 | PA      | $3103810.26    | 0.00%             | 2114-03-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Merseylink Issuer PLC                                                            | MERSEYLINK PLC                 | CUSIP: N/A<br>LEI: 549300KCJFKMWJNEFT60       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $112932.14     | 0.00%             | 2043-03-31      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BPHA Finance PLC                                                                 | BPHA FINANCE                   | CUSIP: N/A<br>LEI: 213800T2EIKFAUKDRH27       | Long             | DBT              | CORP              | GB        |        987000 | PA      | $1114240.29    | 0.00%             | 2044-04-11      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       4552000 | PA      | $5318623.36    | 0.00%             | 2029-04-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                           | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |       1093000 | PA      | $1055599.62    | 0.00%             | 2059-05-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BK4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       1228000 | PA      | $1422283.58    | 0.00%             | 2029-05-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3688000 | PA      | $4909745.95    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Affordable Housing Finance PLC                                                   | AFFORDABLE HSG                 | CUSIP: N/A<br>LEI: 213800CUPSEPGZJDL997       | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $2626584.01    | 0.00%             | 2042-05-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OeBB-Infrastruktur AG                                                            | OEBB INFRASTRUKT               | CUSIP: N/A<br>LEI: 529900UUANUJ60MNMX97       | Long             | DBT              | CORP              | AT        |       1464000 | PA      | $1683472.59    | 0.00%             | 2029-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Jersey International Bond                                                        | STATES OF JERSEY               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JE        |        782000 | PA      | $725268.24     | 0.00%             | 2054-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |        600000 | PA      | $561025.79     | 0.00%             | 2054-06-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $2818155.01    | 0.00%             | 2029-06-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital Canada Ltd                                                 | TOTAL CAP CANADA               | CUSIP: N/A<br>LEI: 5299005IX98ZZ9LSGK46       | Long             | DBT              | CORP              | CA        |       7700000 | PA      | $8723065.08    | 0.01%             | 2029-09-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WHG Treasury PLC                                                                 | WHG TREASURY                   | CUSIP: N/A<br>LEI: 984500477D9DBB3BD757       | Long             | DBT              | CORP              | GB        |       2906000 | PA      | $2998350.42    | 0.00%             | 2045-10-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: EK5348413<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       5600000 | PA      | $6499765.48    | 0.00%             | 2029-10-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                     | GUINNESS PARTNER               | CUSIP: N/A<br>LEI: 213800OE2SS4VDHBR129       | Long             | DBT              | CORP              | GB        |       2242000 | PA      | $2240910.56    | 0.00%             | 2044-10-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       1547000 | PA      | $1754623.98    | 0.00%             | 2029-10-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Housing Finance PLC                                                    | YORKSHIRE HOUSIN               | CUSIP: EK5496501<br>LEI: 213800Y8UNLWBP74TZ18 | Long             | DBT              | CORP              | GB        |       1791000 | PA      | $1792436.67    | 0.00%             | 2044-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAB0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       6366000 | PA      | $7894460.58    | 0.01%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BG Energy Capital PLC                                                            | BG ENERGY CAP                  | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |       3101000 | PA      | $3510551.91    | 0.00%             | 2029-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wheatley Group Capital PLC                                                       | WHEATLEY GROUP C               | CUSIP: N/A<br>LEI: 213800H5Z7A5G7ZS2U33       | Long             | DBT              | CORP              | GB        |       1131000 | PA      | $1203569.91    | 0.00%             | 2044-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                          | BRIT SKY BROADCA               | CUSIP: N/A<br>LEI: 2138003TS48MQKF4BZ29       | Long             | DBT              | CORP              | GB        |       2366000 | PA      | $3090114.04    | 0.00%             | 2029-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 04650NAE4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1850000 | PA      | $2115287.26    | 0.00%             | 2029-12-17      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       3291000 | PA      | $3670555.59    | 0.00%             | 2031-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Riverside Finance Plc                                                            | RIVERSIDE FINANC               | CUSIP: EK6192778<br>LEI: 213800JXNDC257C21Q43 | Long             | DBT              | CORP              | GB        |       1093000 | PA      | $1044786.22    | 0.00%             | 2044-12-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                             | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $915887.81     | 0.00%             | 2047-01-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      26035000 | PA      | $27911952.38   | 0.02%             | 2031-03-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      10504000 | PA      | $11399463.96   | 0.01%             | 2030-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      13800000 | PA      | $14890629.25   | 0.01%             | 2030-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       4501000 | PA      | $4467042.40    | 0.00%             | 2035-02-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       1850000 | PA      | $1994033.04    | 0.00%             | 2030-02-20      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIASONERA AB                 | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       1100000 | PA      | $1082255.52    | 0.00%             | 2035-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |       1090000 | PA      | $1003562.55    | 0.00%             | 2045-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      13501000 | PA      | $14023942.45   | 0.01%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AF2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       1525000 | PA      | $1588007.25    | 0.00%             | 2035-03-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216BQ2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       2750000 | PA      | $2734324.50    | 0.00%             | 2035-03-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       4728000 | PA      | $4019168.73    | 0.00%             | 2045-03-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BP2<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       4408000 | PA      | $4377610.13    | 0.00%             | 2035-03-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: EK7979033<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |        440000 | PA      | $344043.27     | 0.00%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WPP Finance Deutschland GmbH                                                     | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300187TP95ZWG8155       | Long             | DBT              | CORP              | DE        |       3769000 | PA      | $4067696.76    | 0.00%             | 2030-03-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $6333412.94    | 0.00%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: EK8055080<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2775173.91    | 0.00%             | 2030-03-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       4500000 | PA      | $5004407.11    | 0.00%             | 2079-12-31      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                     | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |       1323000 | PA      | $1445762.46    | 0.00%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      15994000 | PA      | $18395242.75   | 0.01%             | 2027-05-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       1635000 | PA      | $1308198.99    | 0.00%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       4685000 | PA      | $5064931.57    | 0.00%             | 2030-04-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2633000 | PA      | $2818994.14    | 0.00%             | 2030-04-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       2800000 | PA      | $2981710.17    | 0.00%             | 2030-04-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       2801000 | PA      | $3055848.55    | 0.00%             | 2030-04-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122AZ1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       8906000 | PA      | $8916707.56    | 0.01%             | 2035-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |        831000 | PA      | $913244.86     | 0.00%             | 2030-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       7280000 | PA      | $8156471.19    | 0.01%             | 2030-05-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       3154000 | PA      | $3666374.02    | 0.00%             | 2027-06-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BN7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       8602000 | PA      | $9716343.96    | 0.01%             | 2030-06-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | DBT              | CORP              | GB        |       4523000 | PA      | $5673064.90    | 0.00%             | 2055-07-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| University of Liverpool                                                          | UNI OF LIVERPOOL               | CUSIP: N/A<br>LEI: 213800FEIAW5YCVLG823       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $83144.18      | 0.00%             | 2055-06-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       1564000 | PA      | $1621058.65    | 0.00%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Affordable Housing Finance PLC                                                   | AFFORDABLE HSG                 | CUSIP: N/A<br>LEI: 213800CUPSEPGZJDL997       | Long             | DBT              | CORP              | GB        |       1307000 | PA      | $1199352.38    | 0.00%             | 2043-08-11      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Wods Transmission PLC                                                            | WODS TRANSMISSIO               | CUSIP: N/A<br>LEI: 2138004ZZ63SPEQ3W108       | Long             | DBT              | CORP              | GB        |         58897 | PA      | $73845.53      | 0.00%             | 2034-08-24      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      12450000 | PA      | $13735590.50   | 0.01%             | 2030-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BM1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       3496000 | PA      | $4056904.08    | 0.00%             | 2027-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10593000 | PA      | $11657567.63   | 0.01%             | 2030-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Funding PLC                                                         | METROPOLITAN FNG               | CUSIP: N/A<br>LEI: 213800LCRSEF1I4UB827       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $977473.46     | 0.00%             | 2048-04-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       1815000 | PA      | $1617976.32    | 0.00%             | 2049-10-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       2926000 | PA      | $3200718.99    | 0.00%             | 2030-10-21      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      10936000 | PA      | $13156424.77   | 0.01%             | 2047-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       7533000 | PA      | $7551928.80    | 0.01%             | 2035-10-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |         25000 | PA      | $27543.43      | 0.00%             | 2030-11-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAD6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       3975000 | PA      | $4609777.34    | 0.00%             | 2027-12-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crh Finance UK PLC                                                               | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300MQJDHXCWSM5880       | Long             | DBT              | CORP              | GB        |       2773000 | PA      | $3647883.08    | 0.00%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       8492000 | PA      | $8854472.50    | 0.01%             | 2036-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       6007000 | PA      | $7047195.62    | 0.00%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       7493000 | PA      | $9893267.42    | 0.01%             | 2028-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cardiff University                                                               | CARDIFF UNI                    | CUSIP: N/A<br>LEI: 549300OORZW54UVPSL54       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $759978.17     | 0.00%             | 2055-12-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Leeds                                                              | UNIV OF LEEDS                  | CUSIP: N/A<br>LEI: 213800S82DDTUZA6T344       | Long             | DBT              | CORP              | GB        |       2100000 | PA      | $1715851.41    | 0.00%             | 2050-12-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3623000 | PA      | $4136571.32    | 0.00%             | 2031-02-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       2300000 | PA      | $3048724.58    | 0.00%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |       1528000 | PA      | $2021844.14    | 0.00%             | 2033-11-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JL6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       2100000 | PA      | $2405748.27    | 0.00%             | 2028-03-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4400000 | PA      | $4977367.79    | 0.00%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       2501000 | PA      | $2877259.69    | 0.00%             | 2028-03-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BV9<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       4200000 | PA      | $4854073.61    | 0.00%             | 2028-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      12184000 | PA      | $14313808.73   | 0.01%             | 2028-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       9950000 | PA      | $11348619.13   | 0.01%             | 2028-04-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       8900000 | PA      | $8058471.22    | 0.01%             | 2037-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Finance 16 Ltd                                                      | CKH FIN 16                     | CUSIP: N/A<br>LEI: 254900EAR706W4E5ZN70       | Long             | DBT              | CORP              | KY        |        100000 | PA      | $114632.83     | 0.00%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4251910.29    | 0.00%             | 2031-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      10800000 | PA      | $12318628.99   | 0.01%             | 2028-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |       7187000 | PA      | $6901132.10    | 0.00%             | 2036-04-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       1200000 | PA      | $1371934.84    | 0.00%             | 2028-05-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |        100000 | PA      | $113694.45     | 0.00%             | 2028-05-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AX4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6722213.55    | 0.00%             | 2028-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDL5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2029000 | PA      | $2193173.94    | 0.00%             | 2035-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BQ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |        552000 | PA      | $624954.39     | 0.00%             | 2028-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: LW0799434<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       8500000 | PA      | $9755330.78    | 0.01%             | 2028-05-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BV0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       2910000 | PA      | $2846894.10    | 0.00%             | 2036-05-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                                   | NEXT GROUP PLC                 | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Long             | DBT              | CORP              | GB        |       3459000 | PA      | $4570513.97    | 0.00%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |       4331000 | PA      | $4638987.18    | 0.00%             | 2031-05-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4217000 | PA      | $4775122.97    | 0.00%             | 2028-05-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CB8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       7642000 | PA      | $8603381.45    | 0.01%             | 2028-11-20      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       6400000 | PA      | $6449885.93    | 0.00%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       1209000 | PA      | $1379006.76    | 0.00%             | 2028-05-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |       2547000 | PA      | $2908565.17    | 0.00%             | 2028-05-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: LW1558276<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      25000000 | PA      | $28391026.04   | 0.02%             | 2028-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       4712000 | PA      | $5424593.20    | 0.00%             | 2028-05-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      16347000 | PA      | $18835856.71   | 0.01%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       8913000 | PA      | $8563676.15    | 0.01%             | 2036-05-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      15604000 | PA      | $16343550.15   | 0.01%             | 2032-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4828737.05    | 0.00%             | 2048-06-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       8037000 | PA      | $8723262.91    | 0.01%             | 2031-06-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       2737000 | PA      | $2803545.90    | 0.00%             | 2036-06-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      11139000 | PA      | $13169449.63   | 0.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AR1<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |       4607000 | PA      | $5962769.68    | 0.00%             | 2028-07-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      11317000 | PA      | $11826203.44   | 0.01%             | 2031-07-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DH8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       1725000 | PA      | $1929689.06    | 0.00%             | 2028-07-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       6110000 | PA      | $6508981.51    | 0.00%             | 2031-07-29      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |        429000 | PA      | $310554.12     | 0.00%             | 2049-08-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       1849000 | PA      | $1515901.27    | 0.00%             | 2049-08-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       1924000 | PA      | $1347864.51    | 0.00%             | 2056-08-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       1510000 | PA      | $1947766.83    | 0.00%             | 2028-08-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $5484870.87    | 0.00%             | 2028-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $3047746.67    | 0.00%             | 2052-09-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       1453000 | PA      | $1890954.67    | 0.00%             | 2049-09-12      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                                 | WPP FINANCE 2013               | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |       1393000 | PA      | $1131494.59    | 0.00%             | 2046-09-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: N/A<br>LEI: 254900JOFV74IJ7H9933       | Long             | DBT              | CORP              | US        |       4833000 | PA      | $5625484.64    | 0.00%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       5323000 | PA      | $6751477.30    | 0.00%             | 2028-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       1990000 | PA      | $1823634.70    | 0.00%             | 2038-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FINANCE P               | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |        502000 | PA      | $380177.55     | 0.00%             | 2046-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       2683000 | PA      | $3012718.40    | 0.00%             | 2028-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $7620600.13    | 0.01%             | 2041-10-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: QZ7966521<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |      13856000 | PA      | $14950965.55   | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       6502000 | PA      | $7269653.62    | 0.00%             | 2028-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4876000 | PA      | $3367466.91    | 0.00%             | 2047-09-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |        822000 | PA      | $841659.47     | 0.00%             | 2033-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CRH Finance DAC                                                                  | CRH FINANCE                    | CUSIP: N/A<br>LEI: 549300C4ROP5J6I59W35       | Long             | DBT              | CORP              | IE        |        733000 | PA      | $825664.16     | 0.00%             | 2028-10-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      18700000 | PA      | $17037985.30   | 0.01%             | 2036-10-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ASN Bank NV                                                                      | ASN BANK NV                    | CUSIP: QZ8314606<br>LEI: 724500A1FNICHSDF2I11 | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2531925.20    | 0.00%             | 2031-10-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      25257000 | PA      | $25271000.33   | 0.02%             | 2033-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: QZ9977062<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |       4500000 | PA      | $4116616.18    | 0.00%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: N/A<br>LEI: 4YV9Y5M8S0BRK1RP0397       | Long             | DBT              | CORP              | US        |       1184000 | PA      | $1109299.62    | 0.00%             | 2036-11-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       7400000 | PA      | $7639223.33    | 0.01%             | 2031-11-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |       1004000 | PA      | $947591.84     | 0.00%             | 2036-11-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       9681000 | PA      | $11122924.68   | 0.01%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |        733000 | PA      | $849004.82     | 0.00%             | 2027-05-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       1687000 | PA      | $1995852.11    | 0.00%             | 2031-12-05      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       8100000 | PA      | $8614303.13    | 0.01%             | 2032-12-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10800000 | PA      | $10297252.42   | 0.01%             | 2037-01-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |        400000 | PA      | $461533.98     | 0.00%             | 2028-10-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       6591000 | PA      | $7852738.41    | 0.01%             | 2048-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: AM1130609<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |       8200000 | PA      | $8079844.30    | 0.01%             | 2037-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |       2710000 | PA      | $3086036.78    | 0.00%             | 2032-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Nationale SNCF SACA                                                      | SOCIETE NATIONAL               | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              | NUSS              | FR        |       4600000 | PA      | $5167129.24    | 0.00%             | 2029-02-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: AM3605921<br>LEI: 213800ZNMO2OSVLXAK89 | Long             | DBT              | CORP              | GB        |       2400000 | PA      | $3031638.25    | 0.00%             | 2029-02-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BH7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |        511000 | PA      | $662376.20     | 0.00%             | 2029-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      14425000 | PA      | $19054775.89   | 0.01%             | 2027-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       5549000 | PA      | $6980387.07    | 0.00%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |        582000 | PA      | $672610.65     | 0.00%             | 2032-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       1975000 | PA      | $2266947.76    | 0.00%             | 2027-10-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       1455000 | PA      | $1371290.32    | 0.00%             | 2038-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       3108000 | PA      | $3619501.74    | 0.00%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Westfield America Management Ltd                                                 | WESTFIELD AMERIC               | CUSIP: AM9809428<br>LEI: 875500W7WGQNQWSP6E89 | Long             | DBT              | CORP              | AU        |       5900000 | PA      | $7440833.47    | 0.01%             | 2029-03-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       2132000 | PA      | $2706612.63    | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Martlet Homes Ltd                                                                | MARTLET HOM                    | CUSIP: N/A<br>LEI: 2138001TCZGXYSUJLZ52       | Long             | DBT              | CORP              | GB        |       2635000 | PA      | $1980262.08    | 0.00%             | 2052-05-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      20500000 | PA      | $23727506.77   | 0.02%             | 2027-05-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      17049000 | PA      | $19641355.72   | 0.01%             | 2027-05-04      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718ET2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       2198000 | PA      | $2764354.93    | 0.00%             | 2029-05-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       4771000 | PA      | $5322402.33    | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BU6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       8706000 | PA      | $8589749.09    | 0.01%             | 2037-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      14628000 | PA      | $15116413.20   | 0.01%             | 2033-04-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                           | HOLCIM STRLNG                  | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |       1282000 | PA      | $1524672.86    | 0.00%             | 2032-05-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |       3100000 | PA      | $3240288.66    | 0.00%             | 2032-05-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ASN Bank NV                                                                      | ASN BANK NV                    | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2872196.00    | 0.00%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       7079000 | PA      | $8186140.44    | 0.01%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       4913000 | PA      | $5180236.41    | 0.00%             | 2032-05-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      15749000 | PA      | $18086052.14   | 0.01%             | 2027-05-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |      13952000 | PA      | $16054388.24   | 0.01%             | 2027-05-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       9725000 | PA      | $11246866.28   | 0.01%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: AN6306376<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       3300000 | PA      | $3676882.04    | 0.00%             | 2029-05-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CW8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       4260000 | PA      | $4772758.12    | 0.00%             | 2029-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                         | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $111182.26     | 0.00%             | 2029-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Penarian Housing Finance PLC                                                     | PENARIAN HOUSING               | CUSIP: N/A<br>LEI: 213800ITDRPW2XEQ8T51       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $660410.09     | 0.00%             | 2052-06-07      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Channel Link Enterprises Finance PLC                                             | CHANNEL LINK ENT               | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |       3336000 | PA      | $4201191.77    | 0.00%             | 2050-06-30      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3700000 | PA      | $3895099.14    | 0.00%             | 2032-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      12443000 | PA      | $14318211.50   | 0.01%             | 2027-05-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       3100000 | PA      | $3582895.96    | 0.00%             | 2027-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Global Switch Holdings Ltd                                                       | SWITCH HOLDINGS                | CUSIP: N/A<br>LEI: 635400NTV7KC9RQ3ZL20       | Long             | DBT              | CORP              | VG        |        100000 | PA      | $115906.69     | 0.00%             | 2027-05-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       2231000 | PA      | $2602464.49    | 0.00%             | 2027-06-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5736678.78    | 0.00%             | 2027-06-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       5000000 | PA      | $5765388.01    | 0.00%             | 2027-06-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                   | FCC AQUALIA SA                 | CUSIP: AN6847411<br>LEI: 959800BYDMFZGPTXHN28 | Long             | DBT              | CORP              | ES        |       1893000 | PA      | $2211940.18    | 0.00%             | 2027-06-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | DBT              | CORP              | US        |       1656000 | PA      | $1918418.44    | 0.00%             | 2027-06-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |       1860000 | PA      | $2149602.45    | 0.00%             | 2027-06-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |        100000 | PA      | $115458.01     | 0.00%             | 2027-06-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       7700000 | PA      | $9016633.55    | 0.01%             | 2079-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206REF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       9534000 | PA      | $10259440.36   | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       7279000 | PA      | $8351141.74    | 0.01%             | 2027-06-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       5149000 | PA      | $5768566.27    | 0.00%             | 2029-06-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |       3072000 | PA      | $3850186.99    | 0.00%             | 2029-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |       1300000 | PA      | $1488055.34    | 0.00%             | 2027-06-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      10113000 | PA      | $11671536.42   | 0.01%             | 2027-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       7821000 | PA      | $8218295.02    | 0.01%             | 2032-06-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       2439000 | PA      | $1915634.76    | 0.00%             | 2047-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       8600000 | PA      | $6819429.58    | 0.00%             | 2047-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: AO2641378<br>LEI: 213800RH8HIW5NAYSU08 | Long             | DBT              | CORP              | GB        |       3200000 | PA      | $3947592.41    | 0.00%             | 2029-07-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                        | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |       4938000 | PA      | $6290684.87    | 0.00%             | 2029-07-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BV3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5657140.54    | 0.00%             | 2029-07-24      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BW1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       3289000 | PA      | $3504181.62    | 0.00%             | 2037-07-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       4401000 | PA      | $5075440.91    | 0.00%             | 2027-07-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       4796000 | PA      | $5520275.97    | 0.00%             | 2027-07-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Eversholt Funding PLC                                                            | EVERSHOLT FUND                 | CUSIP: N/A<br>LEI: 5493002X7O83FCJVYO69       | Long             | DBT              | CORP              | GB        |       6635000 | PA      | $7249320.46    | 0.00%             | 2042-08-07      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |       7592000 | PA      | $8475216.91    | 0.01%             | 2029-07-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       8823000 | PA      | $9893085.79    | 0.01%             | 2030-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5583457.06    | 0.00%             | 2029-08-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ISS Global A/S                                                                   | ISS GLOBAL A/S                 | CUSIP: N/A<br>LEI: 213800W6DPUGWBGTD766       | Long             | DBT              | CORP              | DK        |       9771000 | PA      | $11228304.36   | 0.01%             | 2027-08-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |       5410000 | PA      | $6200876.05    | 0.00%             | 2027-09-05      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: AP0290290<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $7752758.60    | 0.01%             | 2029-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |       9610000 | PA      | $12743165.81   | 0.01%             | 2028-09-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| British Land Co PLC/The                                                          | BRITISH LAND                   | CUSIP: N/A<br>LEI: RV5B68J2GV3QGMRPW209       | Long             | DBT              | CORP              | GB        |        913000 | PA      | $1130717.92    | 0.00%             | 2029-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: AP0967186<br>LEI: 959800L8KD863DP30X04 | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2275062.41    | 0.00%             | 2029-09-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       1996000 | PA      | $1971946.06    | 0.00%             | 2037-09-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       1787000 | PA      | $1219896.83    | 0.00%             | 2057-09-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: AP0972533<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4450988.04    | 0.00%             | 2029-09-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nortegas Energia Grupo SL                                                        | NORTEGAS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |       2139000 | PA      | $2477496.99    | 0.00%             | 2027-09-28      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       2141000 | PA      | $2035418.48    | 0.00%             | 2039-09-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |        100000 | PA      | $110839.34     | 0.00%             | 2029-10-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                        | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |        642000 | PA      | $797282.54     | 0.00%             | 2029-10-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                        | SEGRO PLC                      | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | DBT              | CORP              | GB        |       1600000 | PA      | $1596767.29    | 0.00%             | 2037-10-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Apotheker-und Aerztebank eG                                             | DEUTSCHE APO ARZ               | CUSIP: N/A<br>LEI: 5299007S3UH5RKUYDA52       | Long             | DBT              | CORP              | DE        |        300000 | PA      | $341196.69     | 0.00%             | 2027-10-05      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $130536.09     | 0.00%             | 2027-10-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |        100000 | PA      | $81773.49      | 0.00%             | 2048-10-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |       2146000 | PA      | $2474018.19    | 0.00%             | 2027-10-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      10017000 | PA      | $12359761.79   | 0.01%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |       5950000 | PA      | $6794013.10    | 0.00%             | 2027-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON INTL FIN BV               | CUSIP: AP5375799<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       5463000 | PA      | $6244822.93    | 0.00%             | 2027-10-19      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citizen Treasury PLC                                                             | CITIZEN TRSY                   | CUSIP: N/A<br>LEI: 213800U87S2B5BF1RO21       | Long             | DBT              | CORP              | GB        |       4322000 | PA      | $3559464.06    | 0.00%             | 2048-10-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Peabody Trust                                                                    | PEABODY TRUST                  | CUSIP: AP7098381<br>LEI: 213800RE21RPMCU87D71 | Long             | DBT              | CORP              | GB        |       1491000 | PA      | $1211352.46    | 0.00%             | 2047-10-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Statnett SF                                                                      | STATNETT SF                    | CUSIP: AP4912220<br>LEI: 5967007LIEEXZXHAI017 | Long             | DBT              | CORP              | NO        |       5597000 | PA      | $6058435.57    | 0.00%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       2975000 | PA      | $2810958.68    | 0.00%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       1464000 | PA      | $1621239.41    | 0.00%             | 2029-11-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        951000 | PA      | $1062896.13    | 0.00%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       5326000 | PA      | $5732630.86    | 0.00%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718EX3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       3459000 | PA      | $3820061.18    | 0.00%             | 2029-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       4785000 | PA      | $4938504.83    | 0.00%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       4515000 | PA      | $5150081.12    | 0.00%             | 2028-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Italgas Reti SpA                                                                 | ITALGAS RETI                   | CUSIP: N/A<br>LEI: 815600E731A5016E3080       | Long             | DBT              | CORP              | IT        |       3234000 | PA      | $3712831.41    | 0.00%             | 2027-10-31      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                                  | STADSHYPOTEK AB                | CUSIP: N/A<br>LEI: 549300UOX05QGUJJ5707       | Long             | DBT              | CORP              | SE        |       3459000 | PA      | $3934634.78    | 0.00%             | 2027-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Housing & Care 21                                                                | HOUSING AND CARE               | CUSIP: AP7311065<br>LEI: 2138006KF8SVD28K9813 | Long             | DBT              | CORP              | GB        |       2264000 | PA      | $1909273.11    | 0.00%             | 2049-11-08      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                           | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |       2141000 | PA      | $1215513.62    | 0.00%             | 2118-02-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| University of Oxford                                                             | OXFORD UNIVERSIT               | CUSIP: N/A<br>LEI: 5493009OEHU6YS545T65       | Long             | DBT              | CORP              | GB        |       4459000 | PA      | $2512290.02    | 0.00%             | 2117-12-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       4459000 | PA      | $5203055.46    | 0.00%             | 2030-01-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       1237000 | PA      | $1145817.23    | 0.00%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |        597000 | PA      | $678473.35     | 0.00%             | 2027-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2860232.41    | 0.00%             | 2027-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BE5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       1590000 | PA      | $1636987.17    | 0.00%             | 2032-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: AP9353636<br>LEI: 529900PM64WH8AF1E917 | Long             | DBT              | CORP              | DE        |        746000 | PA      | $681675.63     | 0.00%             | 2037-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |        800000 | PA      | $976659.60     | 0.00%             | 2031-11-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       7369000 | PA      | $8368687.59    | 0.01%             | 2027-11-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                   | EDP FINANCE BV                 | CUSIP: AQ0259806<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |       1398000 | PA      | $1605201.53    | 0.00%             | 2027-11-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: AQ0498693<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       3195000 | PA      | $3570642.16    | 0.00%             | 2029-11-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       4654000 | PA      | $4821407.18    | 0.00%             | 2037-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      21318000 | PA      | $23276584.98   | 0.02%             | 2029-11-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       2700000 | PA      | $2984629.33    | 0.00%             | 2029-11-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | INMOBILIARIA COL               | CUSIP: AQ1249962<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |       1000000 | PA      | $1137341.07    | 0.00%             | 2029-11-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       2100000 | PA      | $2338804.78    | 0.00%             | 2029-11-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bazalgette Finance Plc                                                           | BAZALGETTE FIN                 | CUSIP: N/A<br>LEI: 213800ZGSE4AQTG77U19       | Long             | DBT              | CORP              | GB        |       1392000 | PA      | $1808655.76    | 0.00%             | 2027-11-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |      13800000 | PA      | $15839107.86   | 0.01%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Roadster Finance DAC                                                             | ROADSTER FIN                   | CUSIP: N/A<br>LEI: 635400KZYOJPAAGFRD47       | Long             | DBT              | CORP              | IE        |        100000 | PA      | $114485.44     | 0.00%             | 2027-12-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: N/A<br>LEI: 765LHXWGK1KXCLTFYQ30       | Long             | DBT              | CORP              | US        |       5207000 | PA      | $4479441.06    | 0.00%             | 2043-06-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      11224000 | PA      | $12726568.79   | 0.01%             | 2028-01-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       5100000 | PA      | $5937366.75    | 0.00%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                              | ERSTE GROUP                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |       8000000 | PA      | $9049065.36    | 0.01%             | 2028-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       9047000 | PA      | $10240840.05   | 0.01%             | 2028-04-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      36740000 | PA      | $3871638.94    | 0.00%             | 2028-05-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      30500000 | PA      | $23449976.53   | 0.02%             | 2048-10-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       2592000 | PA      | $2971268.95    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ren Finance BV                                                                   | REN FINANCE BV                 | CUSIP: N/A<br>LEI: 54930019D5P01WQQZF17       | Long             | DBT              | CORP              | NL        |       1296000 | PA      | $1484872.58    | 0.00%             | 2028-01-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |       1000000 | PA      | $1143147.82    | 0.00%             | 2028-01-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |       1500000 | PA      | $1698122.04    | 0.00%             | 2028-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |       4913000 | PA      | $5106652.39    | 0.00%             | 2033-02-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU                      | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       1217000 | PA      | $1195297.36    | 0.00%             | 2036-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: AQ9457575<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      65270000 | PA      | $6906129.08    | 0.00%             | 2028-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       2500000 | PA      | $1870900.88    | 0.00%             | 2048-02-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |       3182000 | PA      | $3630088.14    | 0.00%             | 2028-02-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      18500000 | PA      | $20962597.02   | 0.01%             | 2028-02-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      11966000 | PA      | $13815108.72   | 0.01%             | 2027-06-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       1400000 | PA      | $1608775.64    | 0.00%             | 2028-02-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       3413000 | PA      | $3746498.16    | 0.00%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |       8956000 | PA      | $9809708.64    | 0.01%             | 2030-08-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      14779000 | PA      | $15340556.31   | 0.01%             | 2033-08-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Covivio SA/France                                                                | COVIVIO                        | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |        100000 | PA      | $115712.86     | 0.00%             | 2028-02-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       2028000 | PA      | $2627006.32    | 0.00%             | 2028-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |        868000 | PA      | $669523.03     | 0.00%             | 2053-02-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       2100000 | PA      | $1702330.23    | 0.00%             | 2048-02-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       2908000 | PA      | $3303753.03    | 0.00%             | 2028-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      23669000 | PA      | $27092975.86   | 0.02%             | 2028-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AA4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       4535000 | PA      | $5173660.24    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AB2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       9175000 | PA      | $9176755.22    | 0.01%             | 2038-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NewRiver REIT PLC                                                                | NEWRIVER REIT PL               | CUSIP: N/A<br>LEI: 2138004GX1VAUMH66L31       | Long             | DBT              | CORP              | GB        |        913000 | PA      | $1191395.87    | 0.00%             | 2028-03-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |        375000 | PA      | $428836.37     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       9000000 | PA      | $9878419.05    | 0.01%             | 2030-03-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       7550000 | PA      | $7300652.57    | 0.01%             | 2038-03-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      25000000 | PA      | $28431569.77   | 0.02%             | 2028-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5164229.56    | 0.00%             | 2036-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       2806000 | PA      | $3245819.62    | 0.00%             | 2028-03-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3420707.64    | 0.00%             | 2028-03-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       3553000 | PA      | $3314067.44    | 0.00%             | 2040-03-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       3462000 | PA      | $3981742.27    | 0.00%             | 2028-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      17896000 | PA      | $20683629.71   | 0.01%             | 2049-05-28      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       8700000 | PA      | $10258302.73   | 0.01%             | 2079-12-31      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |       7700000 | PA      | $8699801.77    | 0.01%             | 2028-04-11      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      13700000 | PA      | $12798616.04   | 0.01%             | 2038-04-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 18 Ltd                                               | CK HUTCHISON E F               | CUSIP: N/A<br>LEI: 2549003J58N9TB141B68       | Long             | DBT              | CORP              | KY        |        200000 | PA      | $222165.76     | 0.00%             | 2030-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       4461000 | PA      | $5095965.12    | 0.00%             | 2028-04-11      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |       2200000 | PA      | $2516441.38    | 0.00%             | 2028-04-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $3279670.92    | 0.00%             | 2038-04-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: AS3002050<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |       8000000 | PA      | $7522864.46    | 0.01%             | 2038-04-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |       3775000 | PA      | $4277892.35    | 0.00%             | 2028-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bromford Flagship Livewest Ltd                                                   | BROMFORD FLAGSHP               | CUSIP: N/A<br>LEI: 213800GKFIZBLASN3454       | Long             | DBT              | CORP              | GB        |        957000 | PA      | $800623.81     | 0.00%             | 2048-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Amplius Living                                                                   | AMPLIUS LIVING                 | CUSIP: AS4423412<br>LEI: 213800MK4P25WMPIZR12 | Long             | DBT              | CORP              | GB        |       2603000 | PA      | $2340415.40    | 0.00%             | 2043-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                  | ROLLS-ROYCE PLC                | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5693807.71    | 0.00%             | 2028-05-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11821863.45   | 0.01%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RAYTHEON TECH                  | CUSIP: 75513EAB7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       7184000 | PA      | $8009610.74    | 0.01%             | 2030-05-18      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |       7302000 | PA      | $8073484.21    | 0.01%             | 2030-05-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       3901000 | PA      | $4304373.72    | 0.00%             | 2030-05-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQ FED CRD MUT               | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |       7500000 | PA      | $8640684.51    | 0.01%             | 2028-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       8242000 | PA      | $9312597.24    | 0.01%             | 2029-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      13613000 | PA      | $15505153.05   | 0.01%             | 2028-06-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2142439.06    | 0.00%             | 2034-06-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       9752000 | PA      | $10152429.88   | 0.01%             | 2032-11-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |        506000 | PA      | $565616.09     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: AT0021507<br>LEI: 213800QIGGLJLT7WXP16 | Long             | DBT              | CORP              | GB        |        126000 | PA      | $107221.66     | 0.00%             | 2048-06-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                            | BAYER CAP CORPNV               | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |      10100000 | PA      | $11300175.06   | 0.01%             | 2029-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       4100000 | PA      | $4858992.27    | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      12415000 | PA      | $13387204.26   | 0.01%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AX6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       2008000 | PA      | $2300477.31    | 0.00%             | 2027-07-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       8459000 | PA      | $9410961.77    | 0.01%             | 2029-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AZ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       2883000 | PA      | $3259830.36    | 0.00%             | 2027-12-05      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       1986000 | PA      | $2190370.53    | 0.00%             | 2030-05-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBF2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |        714000 | PA      | $711831.54     | 0.00%             | 2039-05-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBD7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      13291000 | PA      | $15344284.11   | 0.01%             | 2027-05-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |       4688000 | PA      | $5269358.04    | 0.00%             | 2029-03-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       6164000 | PA      | $7169100.89    | 0.00%             | 2027-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      13820000 | PA      | $15814344.32   | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |       2200000 | PA      | $2548735.08    | 0.00%             | 2049-05-26      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |      12286000 | PA      | $14134576.22   | 0.01%             | 2030-11-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Technologies Holding GmbH                                               | AMP TECH HD GMBH               | CUSIP: AU5909711<br>LEI: 549300110BRSS7DV8V39 | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2286497.04    | 0.00%             | 2028-10-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chancellor Masters & Scholars of The University of Cambridge/The                 | UNI OF CAMBRIDGE               | CUSIP: N/A<br>LEI: 549300BHKNQHVK7MQW57       | Long             | DBT              | CORP              | GB        |       1452000 | PA      | $846846.38     | 0.00%             | 2078-06-27      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      20214000 | PA      | $22736551.42   | 0.02%             | 2028-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |        382000 | PA      | $432444.63     | 0.00%             | 2028-07-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Connect Plus M25 Issuer PLC                                                      | CONNECT PLUS                   | CUSIP: AT6477711<br>LEI: 213800B2CJAR5PQX6W68 | Long             | DBT              | CORP              | GB        |        968301 | PA      | $1062701.95    | 0.00%             | 2039-03-31      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       2789000 | PA      | $3566718.35    | 0.00%             | 2029-07-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAA0<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       5579000 | PA      | $6303664.39    | 0.00%             | 2029-01-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Wales & West Utilities Finance PLC                                               | WALES & WEST                   | CUSIP: N/A<br>LEI: 213800PMB3SYMEH5NH78       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $764980.17     | 0.00%             | 2038-08-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      18703000 | PA      | $18845151.00   | 0.01%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $2818254.18    | 0.00%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |       5680000 | PA      | $7595044.26    | 0.01%             | 2030-09-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |        687000 | PA      | $746221.73     | 0.00%             | 2030-09-04      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |        500000 | PA      | $545321.13     | 0.00%             | 2030-09-04      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      13275000 | PA      | $14627110.49   | 0.01%             | 2030-09-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: AU2694738<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1145079.18    | 0.00%             | 2027-09-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Compass Group Finance Netherlands BV                                             | COMPASS GROUP                  | CUSIP: AU2922576<br>LEI: 213800YZZX39WY5G7M06 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4528833.40    | 0.00%             | 2028-09-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2794265.96    | 0.00%             | 2028-09-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Givaudan SA                                          | ARGENTUM NETH                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $8416615.36    | 0.01%             | 2030-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                | BLEND FND PLC                  | CUSIP: AU4140540<br>LEI: 213800Y8TMLUT9SN1E94 | Long             | DBT              | CORP              | GB        |       9500000 | PA      | $8367118.71    | 0.01%             | 2047-09-21      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Quadgas Finance PLC                                                              | QUADGAS FIN PLC                | CUSIP: N/A<br>LEI: 549300VISZ55A4JZIN65       | Long             | DBT              | CORP              | GB        |       2321000 | PA      | $2926091.45    | 0.00%             | 2029-09-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                                | STANDARD LIFE                  | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      10234000 | PA      | $12159114.04   | 0.01%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       9700000 | PA      | $11064030.09   | 0.01%             | 2028-09-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |       2501000 | PA      | $2809573.36    | 0.00%             | 2033-09-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DP World Ltd/United Arab Emirates                                                | DP WORLD PLC                   | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |       1004000 | PA      | $1304277.54    | 0.00%             | 2030-09-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       1464000 | PA      | $1579077.99    | 0.00%             | 2031-03-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: AU5739852<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |       4796000 | PA      | $6372442.49    | 0.00%             | 2051-10-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M&G PLC                        | CUSIP: AU5739886<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |       2100000 | PA      | $2477822.49    | 0.00%             | 2068-10-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Cloverie PLC for Zurich Insurance Co Ltd                                         | CLOVERIE PLC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5628943.61    | 0.00%             | 2028-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITE Group PLC/The                                                              | UNITE GROUP                    | CUSIP: AU7595815<br>LEI: 213800BBUUWVDH9YI827 | Long             | DBT              | CORP              | GB        |       1296000 | PA      | $1683792.14    | 0.00%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Digital Stout Holding LLC                                                        | DIGITAL STOUT HO               | CUSIP: N/A<br>LEI: 549300N335X1857YDM81       | Long             | DBT              | CORP              | US        |      10906000 | PA      | $13806555.63   | 0.01%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       3464000 | PA      | $3253120.12    | 0.00%             | 2039-03-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TC Dudgeon Ofto PLC                                                              | TC DUDGEON                     | CUSIP: N/A<br>LEI: 213800XMRT4PFW52JR39       | Long             | DBT              | CORP              | GB        |        383093 | PA      | $443463.83     | 0.00%             | 2038-11-12      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Southern Housing                                                                 | SOUTHERN HOUSING               | CUSIP: N/A<br>LEI: 213800XJQUYGOARTZX86       | Long             | DBT              | CORP              | GB        |        777000 | PA      | $675619.38     | 0.00%             | 2047-10-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       1906000 | PA      | $1737266.22    | 0.00%             | 2039-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FD6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       2321000 | PA      | $2606233.23    | 0.00%             | 2028-10-30      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: N/A<br>LEI: 2572IBTT8CCZW6AU4141       | Long             | DBT              | CORP              | US        |       1184000 | PA      | $1135167.19    | 0.00%             | 2038-10-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | KAZAKHSTAN                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |       3713000 | PA      | $4289777.59    | 0.00%             | 2028-11-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       3429000 | PA      | $3584544.38    | 0.00%             | 2033-11-05      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Karbon Homes Ltd                                                                 | KARBON HOMES LTD               | CUSIP: N/A<br>LEI: 213800S6NLZ9IH9TGB49       | Long             | DBT              | CORP              | GB        |       2685000 | PA      | $2331407.36    | 0.00%             | 2047-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHH8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       6931000 | PA      | $7884551.72    | 0.01%             | 2029-09-05      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                         | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |       1508000 | PA      | $1729640.21    | 0.00%             | 2028-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       2457000 | PA      | $2240572.58    | 0.00%             | 2039-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       2452000 | PA      | $3293853.37    | 0.00%             | 2048-11-14      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       4906000 | PA      | $5659797.65    | 0.00%             | 2027-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                | INTERCONT                      | CUSIP: AV3549434<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1741698.19    | 0.00%             | 2027-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       5820000 | PA      | $6795577.44    | 0.00%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: AV6225214<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3487690.53    | 0.00%             | 2027-11-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |        200000 | PA      | $230282.46     | 0.00%             | 2030-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       5700000 | PA      | $6455907.62    | 0.00%             | 2038-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       5365000 | PA      | $6094148.56    | 0.00%             | 2027-11-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AT8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       6957000 | PA      | $8047426.95    | 0.01%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AU5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       5048000 | PA      | $5734331.01    | 0.00%             | 2030-11-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BJ2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       1004000 | PA      | $1131849.41    | 0.00%             | 2029-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prs Finance PLC                                                                  | PRS FINANCE PLC                | CUSIP: N/A<br>LEI: 2138002JNX4ZKQI8OU17       | Long             | DBT              | CORP              | GB        |       8666424 | PA      | $10978433.45   | 0.01%             | 2029-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       8735000 | PA      | $9945920.53    | 0.01%             | 2028-12-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       1073000 | PA      | $1223296.92    | 0.00%             | 2028-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                  | LONDON STOCK EX                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |       6502000 | PA      | $7464690.03    | 0.01%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $7175791.36    | 0.00%             | 2034-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |       9466000 | PA      | $10524921.98   | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |       3219000 | PA      | $2558686.08    | 0.00%             | 2049-01-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |        249000 | PA      | $279367.06     | 0.00%             | 2028-12-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       3352000 | PA      | $3913832.54    | 0.00%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |        802000 | PA      | $1020099.91    | 0.00%             | 2029-01-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |       3000000 | PA      | $3317813.19    | 0.00%             | 2029-01-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      32628000 | PA      | $36157704.25   | 0.02%             | 2029-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |       6100000 | PA      | $6749851.32    | 0.00%             | 2029-01-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                              | ARGENTUM NET                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       1004000 | PA      | $1151645.48    | 0.00%             | 2049-02-19      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      20000000 | PA      | $22277349.85   | 0.02%             | 2029-01-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |     106000000 | PA      | $10941879.63   | 0.01%             | 2029-02-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JV4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       4642000 | PA      | $5045355.28    | 0.00%             | 2031-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: AW8745126<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |       9133000 | PA      | $10147965.96   | 0.01%             | 2029-02-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Futures Treasury PLC                                                             | FUTURES TREASURY               | CUSIP: N/A<br>LEI: 213800T6FYNSD2IGHT50       | Long             | DBT              | CORP              | GB        |       1306000 | PA      | $1203719.24    | 0.00%             | 2044-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      12227000 | PA      | $13722488.97   | 0.01%             | 2029-02-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |        766000 | PA      | $896388.52     | 0.00%             | 2034-02-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       5866000 | PA      | $7056113.40    | 0.00%             | 2031-02-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5479613.75    | 0.00%             | 2028-02-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |       4913000 | PA      | $5402008.54    | 0.00%             | 2029-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Morhomes PLC                                                                     | MORHOMES PLC                   | CUSIP: N/A<br>LEI: 213800YN2RFMRU87SB68       | Long             | DBT              | CORP              | GB        |        913000 | PA      | $943439.68     | 0.00%             | 2038-02-19      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       4913000 | PA      | $5444916.70    | 0.00%             | 2029-02-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       5961000 | PA      | $6231161.00    | 0.00%             | 2034-02-20      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: AX3085377<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |       1000000 | PA      | $1131342.90    | 0.00%             | 2028-02-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7984000 | PA      | $7302925.15    | 0.01%             | 2039-02-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       1100000 | PA      | $1252336.89    | 0.00%             | 2029-02-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      50528000 | PA      | $55530867.57   | 0.04%             | 2029-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                        | LONDON POWER                   | CUSIP: N/A<br>LEI: 213800JDI3GTKPG4XI38       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1912328.60    | 0.00%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      11000000 | PA      | $12358865.22   | 0.01%             | 2029-03-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       1274000 | PA      | $1275638.92    | 0.00%             | 2034-03-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       1696000 | PA      | $1696505.79    | 0.00%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAJ8<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $3780366.66    | 0.00%             | 2031-03-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       1499000 | PA      | $1441691.83    | 0.00%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       4300000 | PA      | $4856259.70    | 0.00%             | 2029-03-12      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CB3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      19044000 | PA      | $25288504.20   | 0.02%             | 2028-07-22      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Group Ltd                                                                   | NORTH HOUSING                  | CUSIP: N/A<br>LEI: 213800SCCZEJE1KGQ163       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $895102.69     | 0.00%             | 2043-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       2700000 | PA      | $2945169.18    | 0.00%             | 2031-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       1000000 | PA      | $1216804.85    | 0.00%             | 2031-07-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |        957000 | PA      | $1014373.41    | 0.00%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5384936.56    | 0.00%             | 2031-03-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       6200000 | PA      | $7127762.18    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Incommunities Treasury PLC                                                       | INCOMMUNITIES                  | CUSIP: N/A<br>LEI: 213800W3PLVL7K9KWD05       | Long             | DBT              | CORP              | GB        |       2499000 | PA      | $2010552.27    | 0.00%             | 2049-03-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: AX7292508<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |       2737000 | PA      | $3051579.79    | 0.00%             | 2029-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      17477000 | PA      | $19120899.65   | 0.01%             | 2029-03-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTI                         | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       3600000 | PA      | $4180544.22    | 0.00%             | 2027-09-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |       6600000 | PA      | $7445193.47    | 0.01%             | 2029-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                    | SCENTRE GROUP TR               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |       3042000 | PA      | $3383813.58    | 0.00%             | 2029-03-28      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       9014000 | PA      | $7938248.20    | 0.01%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       5861000 | PA      | $5392423.63    | 0.00%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                | BLEND FND PLC                  | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |       5071000 | PA      | $3723992.10    | 0.00%             | 2054-04-05      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       7213000 | PA      | $7795866.49    | 0.01%             | 2030-04-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEX8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        466000 | PA      | $556237.06     | 0.00%             | 2031-04-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |       4169000 | PA      | $4540428.88    | 0.00%             | 2029-04-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |       4938000 | PA      | $5483457.45    | 0.00%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       1455000 | PA      | $1612964.04    | 0.00%             | 2029-04-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       3987000 | PA      | $4850733.09    | 0.00%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4876000 | PA      | $3835554.17    | 0.00%             | 2042-11-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       2457000 | PA      | $2307931.36    | 0.00%             | 2035-10-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       6739000 | PA      | $5611747.13    | 0.00%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2171624.55    | 0.00%             | 2039-04-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      13000000 | PA      | $15554734.21   | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |       4075000 | PA      | $4725262.09    | 0.00%             | 2049-05-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |       1906000 | PA      | $1563489.34    | 0.00%             | 2044-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       6844000 | PA      | $7771252.54    | 0.01%             | 2027-11-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |       6836000 | PA      | $7873189.50    | 0.01%             | 2049-05-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC Finance BV                                                         | COCA-COLA HBC BV               | CUSIP: ZS5623393<br>LEI: 549300BXVNOCYQ83FU09 | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5751177.46    | 0.00%             | 2027-05-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola HBC Finance BV                                                         | COCA-COLA HBC BV               | CUSIP: N/A<br>LEI: 549300BXVNOCYQ83FU09       | Long             | DBT              | CORP              | NL        |      13000000 | PA      | $13982199.61   | 0.01%             | 2031-05-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       2200000 | PA      | $2391642.36    | 0.00%             | 2033-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BU2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       3595000 | PA      | $3927266.72    | 0.00%             | 2029-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: ZS6149380<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       2500000 | PA      | $2637258.04    | 0.00%             | 2031-05-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co V LLC                                                       | KKR GR FIN CO                  | CUSIP: N/A<br>LEI: 549300CDHTQI6RR8MR96       | Long             | DBT              | CORP              | US        |       4368000 | PA      | $4805520.27    | 0.00%             | 2029-05-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: ZS6399522<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |      10300000 | PA      | $11172671.81   | 0.01%             | 2029-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Vesteda Finance BV                                                               | VESTEDA FINANC                 | CUSIP: N/A<br>LEI: 72450072M9HBDGD2GH67       | Long             | DBT              | CORP              | NL        |       1906000 | PA      | $2205650.58    | 0.00%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |       6614000 | PA      | $7291237.10    | 0.01%             | 2029-05-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       5761000 | PA      | $6243355.28    | 0.00%             | 2030-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       7931000 | PA      | $7609721.35    | 0.01%             | 2039-05-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       5403000 | PA      | $5834325.35    | 0.00%             | 2030-06-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       5062000 | PA      | $4689865.53    | 0.00%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CD9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       4815000 | PA      | $6129488.47    | 0.00%             | 2030-05-29      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13421347.98   | 0.01%             | 2028-05-31      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: N/A<br>LEI: 5493000FNR3UCEAONM59       | Long             | DBT              | CORP              | MX        |       2141000 | PA      | $2447601.61    | 0.00%             | 2027-06-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                   | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | DBT              | CORP              | GB        |       2547000 | PA      | $2266360.48    | 0.00%             | 2039-06-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Euronext NV                                                                      | EURONEXT NV                    | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4412702.18    | 0.00%             | 2029-06-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |       7934000 | PA      | $8353750.74    | 0.01%             | 2030-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |      14882000 | PA      | $15899365.67   | 0.01%             | 2030-02-13      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AR6<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |       6108000 | PA      | $6577324.50    | 0.00%             | 2030-02-25      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AQ1<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |       3100000 | PA      | $3511013.42    | 0.00%             | 2027-11-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $4958738.19    | 0.00%             | 2031-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: ZR5005791<br>LEI: 5299003L3TGTOIYBX911 | Long             | DBT              | CORP              | NL        |       6913000 | PA      | $7810550.15    | 0.01%             | 2027-10-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                  | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |       2457000 | PA      | $2195579.45    | 0.00%             | 2039-06-13      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       1803000 | PA      | $1994455.61    | 0.00%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                                | STANDARD LIFE                  | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |       2181000 | PA      | $2971398.63    | 0.00%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AD8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       2366000 | PA      | $2510452.01    | 0.00%             | 2031-06-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty Ltd                                                            | OPTUS FINANCE                  | CUSIP: AZ1511791<br>LEI: 254900UAM2PKZZ3FLH23 | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5451182.63    | 0.00%             | 2029-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                    | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |       7369000 | PA      | $6634167.02    | 0.00%             | 2039-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       4359000 | PA      | $3991346.75    | 0.00%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CT6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       1725000 | PA      | $1143064.22    | 0.00%             | 2059-06-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      22600000 | PA      | $25696900.49   | 0.02%             | 2027-06-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $4946665.84    | 0.00%             | 2039-06-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                     | ALLIANDER                      | CUSIP: AZ1871237<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2020620.79    | 0.00%             | 2032-06-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       5606000 | PA      | $6057524.06    | 0.00%             | 2029-06-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                      | INVESTOR AB                    | CUSIP: AZ1505132<br>LEI: 549300VEBQPHRZBKUX38 | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $6130078.65    | 0.00%             | 2039-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: AZ1702481<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |       2156000 | PA      | $1993498.18    | 0.00%             | 2035-06-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |      11500000 | PA      | $12532170.09   | 0.01%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |       3910000 | PA      | $4952856.61    | 0.00%             | 2028-06-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |       8373000 | PA      | $9540271.92    | 0.01%             | 2027-12-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: 68217VAA5<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |       6896000 | PA      | $7887175.51    | 0.01%             | 2027-07-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: 68217VAB3<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |       2231000 | PA      | $2335855.63    | 0.00%             | 2031-07-08      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       4300000 | PA      | $2666062.78    | 0.00%             | 2049-06-28      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                                | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5124280.70    | 0.00%             | 2031-07-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       4913000 | PA      | $5625957.95    | 0.00%             | 2027-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAN9<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      10364000 | PA      | $10748090.89   | 0.01%             | 2031-07-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       3603000 | PA      | $3113357.99    | 0.00%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       7504000 | PA      | $5288073.18    | 0.00%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: AZ3211200<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6353614.55    | 0.00%             | 2029-12-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       2958000 | PA      | $3209462.79    | 0.00%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4806000 | PA      | $5915452.51    | 0.00%             | 2029-07-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $6261068.41    | 0.00%             | 2039-07-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       1004000 | PA      | $1066793.22    | 0.00%             | 2033-07-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Finance Europe SA                                                 | CNH IND FIN                    | CUSIP: N/A<br>LEI: 5493007GVB1I2FDSS786       | Long             | DBT              | CORP              | LU        |       7484000 | PA      | $8302916.45    | 0.01%             | 2029-07-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SNCF Reseau                                                                      | SNCF RESEAU                    | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              | NUSS              | FR        |      18200000 | PA      | $15655721.41   | 0.01%             | 2036-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                    | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |        200000 | PA      | $206551.90     | 0.00%             | 2031-07-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: AZ4612505<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |       2513000 | PA      | $2863323.42    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |       7189000 | PA      | $6465997.75    | 0.00%             | 2039-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       4461000 | PA      | $4788319.83    | 0.00%             | 2029-07-09      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      12348000 | PA      | $14104331.75   | 0.01%             | 2027-07-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       1710000 | PA      | $1687510.22    | 0.00%             | 2034-07-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Accent Capital PLC                                                               | ACCENT CAPITAL                 | CUSIP: AZ6196549<br>LEI: 213800USEHIOE2L7IO41 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1459363.80    | 0.00%             | 2049-07-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: AZ5661402<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5464736.52    | 0.00%             | 2029-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: AZ5661865<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       4913000 | PA      | $5661306.13    | 0.00%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       2327000 | PA      | $1409922.06    | 0.00%             | 2049-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       2102000 | PA      | $2147291.37    | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       3100000 | PA      | $3407634.37    | 0.00%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       9681000 | PA      | $10990870.91   | 0.01%             | 2027-07-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |       7821000 | PA      | $8481353.73    | 0.01%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                            | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |       2096000 | PA      | $2268735.13    | 0.00%             | 2029-07-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |       3908000 | PA      | $4149380.67    | 0.00%             | 2030-04-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       4950000 | PA      | $5248586.71    | 0.00%             | 2031-07-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       4461000 | PA      | $4541477.19    | 0.00%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       7998000 | PA      | $6608268.39    | 0.00%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |       7600000 | PA      | $8689809.08    | 0.01%             | 2079-08-05      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $567721.46     | 0.00%             | 2027-08-02      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                              | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |       1293000 | PA      | $1649922.08    | 0.00%             | 2030-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                          | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4215854.36    | 0.00%             | 2029-09-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Wrekin Housing Group Ltd/The                                                     | WREKIN HOUSING                 | CUSIP: ZQ0997739<br>LEI: 213800BWSUUOGZAGPM78 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $708498.15     | 0.00%             | 2048-10-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |    2690000000 | PA      | $16214254.00   | 0.01%             | 2029-09-13      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670CF3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     500000000 | PA      | $2374268.79    | 0.00%             | 2039-09-13      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |     470000000 | PA      | $1608788.79    | 0.00%             | 2049-09-13      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAB8<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       6272000 | PA      | $7076023.19    | 0.00%             | 2027-09-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAC6<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       3031000 | PA      | $3051367.87    | 0.00%             | 2031-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAD4<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       1481000 | PA      | $965760.73     | 0.00%             | 2049-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       5179000 | PA      | $5561058.41    | 0.00%             | 2029-09-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       3413000 | PA      | $3185024.71    | 0.00%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       2457000 | PA      | $2621768.14    | 0.00%             | 2029-09-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      19631000 | PA      | $21932971.09   | 0.02%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAC9<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      10985000 | PA      | $11192796.83   | 0.01%             | 2031-09-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |       7275000 | PA      | $6171801.93    | 0.00%             | 2039-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: ZR4205764<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1133853.82    | 0.00%             | 2031-09-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: N/A<br>LEI: 222100KDGL314CKTZ511       | Long             | DBT              | CORP              | LU        |       1108000 | PA      | $803871.82     | 0.00%             | 2049-09-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJP8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       6906000 | PA      | $7362236.61    | 0.01%             | 2030-03-04      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJQ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $873642.06     | 0.00%             | 2039-09-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: ZR4792498<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3282070.98    | 0.00%             | 2029-09-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |       4136000 | PA      | $4191511.84    | 0.00%             | 2031-09-12      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       3910000 | PA      | $3679543.74    | 0.00%             | 2034-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Babcock International Group PLC                                                  | BABCOCK INTL GRP               | CUSIP: N/A<br>LEI: 213800TSKOLX4EU6L377       | Long             | DBT              | CORP              | GB        |        217000 | PA      | $248677.24     | 0.00%             | 2027-09-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       4272000 | PA      | $4755570.00    | 0.00%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |       2818000 | PA      | $2436419.68    | 0.00%             | 2038-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Origin Energy Finance Ltd                                                        | ORIGIN ENER FIN                | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |       2501000 | PA      | $2702509.96    | 0.00%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEY6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      12276000 | PA      | $12322428.89   | 0.01%             | 2032-03-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEZ3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2345000 | PA      | $1974350.72    | 0.00%             | 2039-09-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFA7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       2322000 | PA      | $2754199.59    | 0.00%             | 2030-09-19      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                  | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |       4461000 | PA      | $5035189.16    | 0.00%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $3889305.23    | 0.00%             | 2028-09-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank PLC                                                                  | LLOYDS BANK PLC                | CUSIP: ZR6339934<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |      19550000 | PA      | $20803587.37   | 0.01%             | 2029-09-23      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       4900000 | PA      | $5111048.80    | 0.00%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |       2500000 | PA      | $2674031.71    | 0.00%             | 2029-09-24      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: ZR6340908<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $6087357.41    | 0.00%             | 2029-09-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: ZR6556818<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      17000000 | PA      | $19744001.61   | 0.01%             | 2031-09-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: N/A<br>LEI: FR5LCKFTG8054YNNRU85       | Long             | DBT              | CORP              | US        |       3057000 | PA      | $3470235.32    | 0.00%             | 2027-11-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3382806.74    | 0.00%             | 2028-03-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3179914.16    | 0.00%             | 2032-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      23779000 | PA      | $21571108.48   | 0.01%             | 2034-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |       2500000 | PA      | $2520937.62    | 0.00%             | 2031-09-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: ZR7444998<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |       9200000 | PA      | $10181918.71   | 0.01%             | 2030-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3510214.04    | 0.00%             | 2079-12-31      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |        100000 | PA      | $111442.35     | 0.00%             | 2028-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |       7867000 | PA      | $8185843.03    | 0.01%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |       5457000 | PA      | $7088338.47    | 0.00%             | 2027-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance SA                                            | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |       1591000 | PA      | $1626708.51    | 0.00%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                         | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |        200000 | PA      | $203964.11     | 0.00%             | 2035-09-27      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CB6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       1899000 | PA      | $2128686.50    | 0.00%             | 2028-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      11000000 | PA      | $11316425.11   | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CD2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       1906000 | PA      | $1647404.65    | 0.00%             | 2039-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       2819000 | PA      | $2056941.67    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                           | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |       1455000 | PA      | $1445515.82    | 0.00%             | 2031-10-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RL Finance Bonds NO 4 PLC                                                        | RL FINANCE NO 4                | CUSIP: N/A<br>LEI: 21380094SBEIOBDS8O41       | Long             | DBT              | CORP              | GB        |       5829000 | PA      | $6382846.58    | 0.00%             | 2049-10-07      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |       6808000 | PA      | $7708039.30    | 0.01%             | 2028-10-09      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |       8078000 | PA      | $7989056.03    | 0.01%             | 2035-10-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                 | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 213800VZL2QT3Q7NOP46       | Long             | DBT              | CORP              | GB        |        922000 | PA      | $531118.21     | 0.00%             | 2059-10-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EN4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       4868000 | PA      | $3843783.35    | 0.00%             | 2039-10-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5281541.54    | 0.00%             | 2029-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       2908000 | PA      | $2754376.95    | 0.00%             | 2034-10-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |      12365000 | PA      | $13227161.26   | 0.01%             | 2029-10-23      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                     | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 5U0XI89JRFVHWIBS4F54       | Long             | DBT              | CORP              | JP        |       3459000 | PA      | $3689162.91    | 0.00%             | 2029-11-07      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       4547000 | PA      | $4282349.14    | 0.00%             | 2034-10-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5624464.96    | 0.00%             | 2028-04-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       7412000 | PA      | $7896541.14    | 0.01%             | 2029-10-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       4642000 | PA      | $4922978.83    | 0.00%             | 2029-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: ZQ2589344<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |      15000000 | PA      | $15532098.15   | 0.01%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AY3<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       2434000 | PA      | $2748558.05    | 0.00%             | 2027-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                                           | VICINITY CNTRS T               | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |       2188000 | PA      | $2365766.54    | 0.00%             | 2029-11-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                    | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |       2455000 | PA      | $1689227.97    | 0.00%             | 2048-11-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |       5500000 | PA      | $6524261.98    | 0.00%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR               | CUSIP: N/A<br>LEI: 254900OYVDRYS9J51J61       | Long             | DBT              | CORP              | ID        |       1100000 | PA      | $1139491.62    | 0.00%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      16647000 | PA      | $17060575.02   | 0.01%             | 2032-11-04      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       6098000 | PA      | $4476747.44    | 0.00%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |       2500000 | PA      | $3049230.50    | 0.00%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      15013000 | PA      | $15955745.91   | 0.01%             | 2029-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Abbott Ireland Financing DAC                                                     | ABBOTT IL FIN                  | CUSIP: N/A<br>LEI: 54930021QV18ZVZQDE71       | Long             | DBT              | CORP              | IE        |       4913000 | PA      | $5551605.29    | 0.00%             | 2027-11-19      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6436000 | PA      | $6514588.51    | 0.00%             | 2031-11-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AK9<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |        217000 | PA      | $175895.11     | 0.00%             | 2039-11-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2766862.24    | 0.00%             | 2027-11-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4868000 | PA      | $3801796.68    | 0.00%             | 2039-11-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       4913000 | PA      | $5242201.10    | 0.00%             | 2029-11-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                                                | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $2623020.22    | 0.00%             | 2029-11-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       9587000 | PA      | $9746522.10    | 0.01%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |      10829000 | PA      | $10889854.13   | 0.01%             | 2031-11-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |       2444000 | PA      | $1615298.07    | 0.00%             | 2049-11-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       8300000 | PA      | $7862852.68    | 0.01%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services BV                                           | JT INTL FIN SERV               | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |       3696000 | PA      | $3995933.05    | 0.00%             | 2029-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1610915.12    | 0.00%             | 2033-11-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |       3200000 | PA      | $3438416.51    | 0.00%             | 2029-11-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      18155000 | PA      | $19230695.52   | 0.01%             | 2029-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6640811.32    | 0.00%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AW1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       9500000 | PA      | $10419592.61   | 0.01%             | 2029-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AX9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       5365000 | PA      | $5507294.41    | 0.00%             | 2031-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       8007000 | PA      | $5773575.10    | 0.00%             | 2049-12-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $2921358.90    | 0.00%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AF3<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |       7188000 | PA      | $7751050.15    | 0.01%             | 2029-12-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       4913000 | PA      | $5207571.95    | 0.00%             | 2030-04-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | CRED AGRICOLE SA               | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       3600000 | PA      | $3625375.34    | 0.00%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $11966256.05   | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      19600000 | PA      | $17915324.70   | 0.01%             | 2035-01-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       5608000 | PA      | $6329239.94    | 0.00%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: ZP3535447<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |       7369000 | PA      | $7801568.74    | 0.01%             | 2030-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       5600000 | PA      | $6875148.76    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       6935000 | PA      | $6354801.76    | 0.00%             | 2035-07-16      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       6455000 | PA      | $8031298.75    | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      18917000 | PA      | $20061602.79   | 0.01%             | 2030-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Merck Financial Services GmbH                                                    | MERCK FIN SERVIC               | CUSIP: N/A<br>LEI: 549300OELEN3ZS5RB682       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4453480.40    | 0.00%             | 2028-07-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Red Electrica Financiaciones SA                                                  | RED ELECTRICA SA               | CUSIP: N/A<br>LEI: 9598006P00EGK6U2SG18       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2217662.96    | 0.00%             | 2028-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      10439000 | PA      | $11815484.21   | 0.01%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3744000 | PA      | $3972329.85    | 0.00%             | 2030-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $2972857.94    | 0.00%             | 2035-01-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      17000000 | PA      | $17972885.64   | 0.01%             | 2030-01-22      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       7089000 | PA      | $7570372.06    | 0.01%             | 2030-01-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       3324000 | PA      | $3330046.10    | 0.00%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       4732000 | PA      | $3927420.11    | 0.00%             | 2040-01-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |       1500000 | PA      | $1582657.80    | 0.00%             | 2030-01-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                             | BALDER                         | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |       1257000 | PA      | $1420980.65    | 0.00%             | 2028-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       2194000 | PA      | $2171302.52    | 0.00%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       4876000 | PA      | $3489733.31    | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       3566000 | PA      | $3759353.25    | 0.00%             | 2030-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       5900000 | PA      | $6259045.35    | 0.00%             | 2030-02-03      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAE2<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       2771000 | PA      | $3097318.54    | 0.00%             | 2028-02-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       1590000 | PA      | $1453955.49    | 0.00%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |      16904000 | PA      | $18301967.62   | 0.01%             | 2029-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       1800000 | PA      | $2041714.28    | 0.00%             | 2028-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       2760000 | PA      | $2343217.23    | 0.00%             | 2038-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDC2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       2500000 | PA      | $2496234.93    | 0.00%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDD0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3702000 | PA      | $3054396.89    | 0.00%             | 2040-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDE8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3269000 | PA      | $4039551.62    | 0.00%             | 2029-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDF5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3542000 | PA      | $3375329.76    | 0.00%             | 2036-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KE0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       9685000 | PA      | $10830036.59   | 0.01%             | 2028-02-11      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       4900000 | PA      | $4876843.49    | 0.00%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KG5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       7637000 | PA      | $6091120.65    | 0.00%             | 2040-02-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       5500000 | PA      | $5602990.52    | 0.00%             | 2033-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                               | CADENT FIN PLC                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |        857000 | PA      | $848173.85     | 0.00%             | 2032-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                      | TELENOR                        | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $4597249.79    | 0.00%             | 2035-02-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                 | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3363530.60    | 0.00%             | 2028-02-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       3610000 | PA      | $3769190.85    | 0.00%             | 2030-08-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |       5500000 | PA      | $5758878.78    | 0.00%             | 2030-08-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       9800000 | PA      | $9814177.08    | 0.01%             | 2032-02-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      13200000 | PA      | $14396496.37   | 0.01%             | 2029-02-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: BG0130305<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |       4913000 | PA      | $5185384.42    | 0.00%             | 2030-02-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       9000000 | PA      | $8971744.38    | 0.01%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2130000 | PA      | $2556726.63    | 0.00%             | 2029-12-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       5571000 | PA      | $5858523.63    | 0.00%             | 2030-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      11104000 | PA      | $12891522.15   | 0.01%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDQ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $4572453.74    | 0.00%             | 2029-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       1550000 | PA      | $1552595.03    | 0.00%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       9369000 | PA      | $10480144.71   | 0.01%             | 2028-03-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       1892000 | PA      | $1896281.88    | 0.00%             | 2032-03-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Givaudan Finance Europe BV                                                       | GIVAUDAN FIN EUR               | CUSIP: N/A<br>LEI: 213800MGRS1DZVKTKA03       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4218496.48    | 0.00%             | 2032-04-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Signify NV                                                                       | SIGNIFY NV                     | CUSIP: N/A<br>LEI: 549300072P3J1X8NZO35       | Long             | DBT              | CORP              | NL        |       4450000 | PA      | $5165243.95    | 0.00%             | 2027-05-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |        400000 | PA      | $424826.40     | 0.00%             | 2030-03-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Optivo Finance PLC                                                               | OPTIVO FINANCE                 | CUSIP: N/A<br>LEI: 213800DU46CL9M2ZRN02       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2618779.50    | 0.00%             | 2035-10-07      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       3040000 | PA      | $3472856.68    | 0.00%             | 2027-09-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       8767000 | PA      | $10180984.00   | 0.01%             | 2028-04-07      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: BH5287462<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      10599000 | PA      | $11958143.69   | 0.01%             | 2032-04-07      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      27413000 | PA      | $30478526.01   | 0.02%             | 2030-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       8569000 | PA      | $9493398.58    | 0.01%             | 2032-03-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6450691.87    | 0.00%             | 2029-03-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       7369000 | PA      | $8319937.02    | 0.01%             | 2030-03-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       5790000 | PA      | $6603048.26    | 0.00%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       4876000 | PA      | $5417039.29    | 0.00%             | 2030-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: BH3422368<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4589042.57    | 0.00%             | 2028-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS NV                     | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |       4913000 | PA      | $5470562.77    | 0.00%             | 2030-03-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Cash Management SARL                                                  | JOHN DEERE CASH                | CUSIP: N/A<br>LEI: 54930045CRYTH0OUOH72       | Long             | DBT              | CORP              | LU        |       3913000 | PA      | $4294841.76    | 0.00%             | 2032-04-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       4800000 | PA      | $5583326.66    | 0.00%             | 2027-10-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                             | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |       3128000 | PA      | $3815701.66    | 0.00%             | 2032-04-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: BH4497385<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       7838000 | PA      | $9212433.41    | 0.01%             | 2028-04-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       4876000 | PA      | $5607478.68    | 0.00%             | 2027-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11520932.63   | 0.01%             | 2028-04-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: BH4727377<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       2686000 | PA      | $2989015.95    | 0.00%             | 2032-04-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: BH4962032<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      12461000 | PA      | $14312027.62   | 0.01%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $5633496.38    | 0.00%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                          | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |      17546000 | PA      | $19964031.85   | 0.01%             | 2029-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                       | BAT NETHERLANDS                | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |       8923000 | PA      | $10459640.04   | 0.01%             | 2028-04-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sanctuary Capital PLC                                                            | SANCTUARY CAPITA               | CUSIP: N/A<br>LEI: 213800A6T7362M7XHO44       | Long             | DBT              | CORP              | GB        |       5452000 | PA      | $3686610.20    | 0.00%             | 2050-04-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       3500000 | PA      | $4035957.69    | 0.00%             | 2028-04-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: BH5289245<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |       7317000 | PA      | $8178801.20    | 0.01%             | 2032-04-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: BH5287488<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9127155.32    | 0.01%             | 2028-04-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |      13913000 | PA      | $14977857.40   | 0.01%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                     | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |       7369000 | PA      | $8549186.12    | 0.01%             | 2027-10-21      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |      11400000 | PA      | $12427684.89   | 0.01%             | 2030-04-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       4932000 | PA      | $4234586.72    | 0.00%             | 2040-04-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: BH6216197<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11014472.27   | 0.01%             | 2030-04-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Guinness Partnership Ltd/The                                                     | GUINNESS PARTNER               | CUSIP: BH8302466<br>LEI: 213800OE2SS4VDHBR129 | Long             | DBT              | CORP              | GB        |        100000 | PA      | $56254.44      | 0.00%             | 2055-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       5947000 | PA      | $6685674.35    | 0.00%             | 2030-04-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       2457000 | PA      | $2635460.03    | 0.00%             | 2030-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      29171000 | PA      | $32404486.66   | 0.02%             | 2028-04-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      13813000 | PA      | $14502632.72   | 0.01%             | 2032-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       8000000 | PA      | $9637513.15    | 0.01%             | 2029-12-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Sodexo SA                                                                        | SODEXO SA                      | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | DBT              | CORP              | FR        |       3300000 | PA      | $3622620.69    | 0.00%             | 2029-04-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5509958.42    | 0.00%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       4400000 | PA      | $5680447.90    | 0.00%             | 2050-11-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Life PLC                                                                | STANDARD LIFE                  | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |       4319000 | PA      | $5774079.31    | 0.00%             | 2031-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BD7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      11815000 | PA      | $13170234.13   | 0.01%             | 2028-05-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | DBT              | CORP              | NL        |       3786000 | PA      | $4135469.71    | 0.00%             | 2029-05-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Firmenich Productions Participations SAS                                         | FIRMENICH                      | CUSIP: N/A<br>LEI: 635400DX7HXMEAP36T24       | Long             | DBT              | CORP              | FR        |       4913000 | PA      | $5421054.10    | 0.00%             | 2030-04-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance BV                                                          | SCHLUMBERGER FIN               | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |       2981000 | PA      | $3216876.17    | 0.00%             | 2032-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |       4913000 | PA      | $5495096.54    | 0.00%             | 2030-05-04      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      42997000 | PA      | $48995560.98   | 0.03%             | 2027-06-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EX2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       5826000 | PA      | $6500338.46    | 0.00%             | 2028-05-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: BJ1875167<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4016385.09    | 0.00%             | 2033-05-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      11529000 | PA      | $10035657.16   | 0.01%             | 2040-05-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CRH Funding BV                                                                   | CRH FUNDING                    | CUSIP: N/A<br>LEI: 549300XYDB6706OPOS81       | Long             | DBT              | CORP              | NL        |       5603000 | PA      | $6153071.10    | 0.00%             | 2030-05-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: BJ2189485<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2545063.81    | 0.00%             | 2031-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       6000000 | PA      | $6761082.72    | 0.00%             | 2027-11-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       4000000 | PA      | $3976408.70    | 0.00%             | 2032-05-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      12276000 | PA      | $15332848.27   | 0.01%             | 2028-10-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |      15189000 | PA      | $15001092.99   | 0.01%             | 2035-05-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       3684000 | PA      | $3781039.96    | 0.00%             | 2032-05-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4035023.12    | 0.00%             | 2032-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |       4000000 | PA      | $4679207.04    | 0.00%             | 2028-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK                    | CUSIP: BJ3264311<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |       9913000 | PA      | $11364664.65   | 0.01%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7619966.60    | 0.01%             | 2030-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       7229000 | PA      | $7191169.30    | 0.00%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       1696000 | PA      | $1470110.97    | 0.00%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WPP Finance SA                                                                   | WPP FINANCE                    | CUSIP: N/A<br>LEI: 549300KWN0W6L03WNN80       | Long             | DBT              | CORP              | FR        |       5947000 | PA      | $6921666.21    | 0.00%             | 2027-05-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      13000000 | PA      | $11117383.75   | 0.01%             | 2040-05-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2017                                                                 | WPP FINANCE 2017               | CUSIP: N/A<br>LEI: 549300IYY97T872E8L21       | Long             | DBT              | CORP              | GB        |       2067000 | PA      | $2478245.78    | 0.00%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3134046.76    | 0.00%             | 2031-05-18      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                           | SAP SE                         | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | DBT              | CORP              | DE        |       6900000 | PA      | $7471143.78    | 0.01%             | 2029-05-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $11012778.70   | 0.01%             | 2031-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |       2141000 | PA      | $2394507.63    | 0.00%             | 2032-05-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services Nederland BV                                 | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 54930007FVPKN1NNHV37       | Long             | DBT              | CORP              | NL        |       8404000 | PA      | $8916864.71    | 0.01%             | 2030-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Linde Finance BV                                                                 | LINDE FINANCE BV               | CUSIP: N/A<br>LEI: 5H8RMHHYTWIP1RKLCE38       | Long             | DBT              | CORP              | NL        |       6800000 | PA      | $6730511.02    | 0.00%             | 2032-05-19      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       1818000 | PA      | $2001824.24    | 0.00%             | 2029-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       3900000 | PA      | $4089235.66    | 0.00%             | 2032-05-21      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Mohawk Capital Finance SA                                                        | MOHAWK CAPITAL                 | CUSIP: BJ9477552<br>LEI: 549300IXL8ST9Z2BTY31 | Long             | DBT              | CORP              | LU        |       1400000 | PA      | $1618199.36    | 0.00%             | 2027-06-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       4526000 | PA      | $5099212.34    | 0.00%             | 2028-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Richemont International Holding SA                                               | RICHEMONT INT                  | CUSIP: N/A<br>LEI: 549300V9893NUQX6X069       | Long             | DBT              | CORP              | LU        |       7913000 | PA      | $6872963.86    | 0.00%             | 2040-05-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                     | 3I GROUP                       | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | DBT              | CORP              | GB        |       1300000 | PA      | $1341017.92    | 0.00%             | 2040-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                                                        | FRESENIUS MEDICA               | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | DBT              | CORP              | DE        |       2276000 | PA      | $2474747.01    | 0.00%             | 2030-05-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |      12567000 | PA      | $13066135.45   | 0.01%             | 2032-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      29202000 | PA      | $33147045.94   | 0.02%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1980809.62    | 0.00%             | 2035-06-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lumo Kodit Oyj                                                                   | LUMO KODIT OYJ                 | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | DBT              | CORP              | FI        |       2000000 | PA      | $2318918.18    | 0.00%             | 2027-05-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJU7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1137095.19    | 0.00%             | 2028-05-19      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       7899000 | PA      | $7828585.63    | 0.01%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1423653.98    | 0.00%             | 2037-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       1600000 | PA      | $1812519.06    | 0.00%             | 2055-06-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Swiss Re Finance UK PLC                                                          | SWISS RE FIN UK                | CUSIP: N/A<br>LEI: 549300C654ZPQWG3JF34       | Long             | DBT              | CORP              | GB        |       7900000 | PA      | $8515912.07    | 0.01%             | 2052-06-04      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |        542000 | PA      | $435463.29     | 0.00%             | 2040-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |        235000 | PA      | $171467.38     | 0.00%             | 2042-06-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1231871.89    | 0.00%             | 2032-06-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: BJ8145234<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |       2400000 | PA      | $2646552.06    | 0.00%             | 2030-06-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                      | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | DBT              | CORP              | NL        |      11487000 | PA      | $11156091.34   | 0.01%             | 2040-06-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Repsol International Finance BV                                                  | REPSOL INTL FIN                | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |       8500000 | PA      | $10033802.46   | 0.01%             | 2079-12-31      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Alliander NV                                                                     | ALLIANDER                      | CUSIP: N/A<br>LEI: 724500XBZ9QOPTI11U82       | Long             | DBT              | CORP              | NL        |       3684000 | PA      | $3865428.27    | 0.00%             | 2030-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       6181000 | PA      | $6411087.72    | 0.00%             | 2032-06-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      15700000 | PA      | $17851591.15   | 0.01%             | 2079-12-31      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Covestro AG                                                                      | COVESTRO AG                    | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2173270.83    | 0.00%             | 2030-06-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      10993000 | PA      | $8148042.93    | 0.01%             | 2040-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Grainger PLC                                                                     | GRAINGER PLC                   | CUSIP: N/A<br>LEI: 2138007CEIRKZMNI2979       | Long             | DBT              | CORP              | GB        |        900000 | PA      | $1103790.53    | 0.00%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       4500000 | PA      | $5225768.48    | 0.00%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      31506000 | PA      | $34332038.02   | 0.02%             | 2031-06-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      12500000 | PA      | $13230420.88   | 0.01%             | 2030-06-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |       6684000 | PA      | $6994942.50    | 0.00%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |       4000000 | PA      | $4562928.40    | 0.00%             | 2027-06-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                               | CELLNEX TELECOM                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |       7400000 | PA      | $8291029.68    | 0.01%             | 2029-06-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |      27589000 | PA      | $31896105.54   | 0.02%             | 2079-12-31      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       4913000 | PA      | $6616165.18    | 0.00%             | 2049-06-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       1390000 | PA      | $1507457.06    | 0.00%             | 2029-06-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                             | AMCOR UK FINANCE               | CUSIP: 0234EVAA9<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       2457000 | PA      | $2820621.68    | 0.00%             | 2027-06-23      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |       8000000 | PA      | $9171664.81    | 0.01%             | 2027-07-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                           | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4416368.66    | 0.00%             | 2028-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| DSM BV                                                                           | DSM BV                         | CUSIP: N/A<br>LEI: 724500SNT1MK246AHP04       | Long             | DBT              | CORP              | NL        |       8500000 | PA      | $8392131.27    | 0.01%             | 2032-06-23      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                                | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |       6910000 | PA      | $7961332.63    | 0.01%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                                | UPJOHN FINANCE                 | CUSIP: N/A<br>LEI: 254900OG32E8F3XO5O83       | Long             | DBT              | CORP              | NL        |       5210000 | PA      | $5376714.03    | 0.00%             | 2032-06-23      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |       3800000 | PA      | $4074485.75    | 0.00%             | 2032-06-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |       4200000 | PA      | $4685427.47    | 0.00%             | 2029-06-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      18659000 | PA      | $16130068.81   | 0.01%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |      16500000 | PA      | $18784437.52   | 0.01%             | 2029-03-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1162476.31    | 0.00%             | 2079-12-31      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |       9968000 | PA      | $10035368.34   | 0.01%             | 2032-06-26      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                               | HELVETIA EUROPE                | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |       6257000 | PA      | $6882616.29    | 0.00%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BA3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       5000000 | PA      | $5715975.60    | 0.00%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BC9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       5500000 | PA      | $5633722.01    | 0.00%             | 2032-07-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       8900000 | PA      | $7480930.06    | 0.01%             | 2040-07-13      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      13500000 | PA      | $17255769.44   | 0.01%             | 2028-06-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      10100000 | PA      | $10886413.64   | 0.01%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $2941197.33    | 0.00%             | 2030-07-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BE5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |       4136000 | PA      | $3641848.18    | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |        700000 | PA      | $754944.76     | 0.00%             | 2030-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      18000000 | PA      | $18328705.24   | 0.01%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       6423000 | PA      | $7683012.16    | 0.01%             | 2028-07-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      40892000 | PA      | $35890661.67   | 0.02%             | 2035-07-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |       3200000 | PA      | $3157987.47    | 0.00%             | 2032-07-07      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2203830.32    | 0.00%             | 2031-07-14      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       2750000 | PA      | $2398886.95    | 0.00%             | 2035-07-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hyde Housing Association Ltd                                                     | HYDE HOUSING                   | CUSIP: N/A<br>LEI: 213800WOZ2BUYBVOGK96       | Long             | DBT              | CORP              | GB        |       4920000 | PA      | $2528283.18    | 0.00%             | 2055-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |         78000 | PA      | $85810.09      | 0.00%             | 2028-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Platform HG Financing PLC                                                        | PLATFORM HG FIN                | CUSIP: N/A<br>LEI: 213800UCFCI3SEDD1530       | Long             | DBT              | CORP              | GB        |       2452000 | PA      | $1231856.66    | 0.00%             | 2055-08-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $560945.40     | 0.00%             | 2028-08-03      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       4515000 | PA      | $4717295.17    | 0.00%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |       6700000 | PA      | $6999227.19    | 0.00%             | 2041-05-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       4700000 | PA      | $5288148.29    | 0.00%             | 2049-09-01      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      21691000 | PA      | $23329229.38   | 0.02%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       7269000 | PA      | $7548096.74    | 0.01%             | 2030-09-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                        | SAMPO OYJ                      | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | DBT              | CORP              | FI        |      17673000 | PA      | $18774536.52   | 0.01%             | 2052-09-03      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Royal Schiphol Group NV                                                          | ROYAL SCHIPHOL                 | CUSIP: N/A<br>LEI: 724500XSMG4AYQ8NDK42       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $4953014.11    | 0.00%             | 2032-09-08      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBE9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       5757000 | PA      | $6467443.49    | 0.00%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      11277000 | PA      | $9740240.86    | 0.01%             | 2035-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5061368.38    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       4121000 | PA      | $4789790.72    | 0.00%             | 2030-12-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |       2457000 | PA      | $1414381.90    | 0.00%             | 2052-09-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       7930000 | PA      | $8960369.59    | 0.01%             | 2028-03-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      13900000 | PA      | $13660708.57   | 0.01%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $7333100.03    | 0.01%             | 2037-10-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                               | ABERTIS FRANCE                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3304269.50    | 0.00%             | 2029-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       6607000 | PA      | $7062440.49    | 0.00%             | 2029-09-18      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       2448000 | PA      | $2767463.68    | 0.00%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       3699000 | PA      | $3228839.15    | 0.00%             | 2035-09-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $3994106.87    | 0.00%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5600000 | PA      | $6323587.99    | 0.00%             | 2027-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SATO Oyj                                                                         | SATO-OYJ                       | CUSIP: N/A<br>LEI: 7437009ELUGUOA45V564       | Long             | DBT              | CORP              | FI        |       1700000 | PA      | $1931622.49    | 0.00%             | 2028-02-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CZ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       4600000 | PA      | $4975251.98    | 0.00%             | 2029-03-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DA5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       2413000 | PA      | $2304533.48    | 0.00%             | 2033-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DB3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       6413000 | PA      | $4982877.59    | 0.00%             | 2040-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       2900000 | PA      | $2879758.20    | 0.00%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                             | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |       9057000 | PA      | $10067599.64   | 0.01%             | 2028-03-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                              | NOVARTIS FINANCE               | CUSIP: N/A<br>LEI: 549300J537IQK62XT333       | Long             | DBT              | CORP              | LU        |      17000000 | PA      | $18593978.83   | 0.01%             | 2028-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       9752000 | PA      | $12530058.49   | 0.01%             | 2027-09-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP               | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |       8300000 | PA      | $9450611.26    | 0.01%             | 2028-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $7933676.59    | 0.01%             | 2033-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AY0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2304368.14    | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1904000 | PA      | $2090979.90    | 0.00%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1913000 | PA      | $1891381.95    | 0.00%             | 2032-10-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       4866000 | PA      | $3950584.27    | 0.00%             | 2040-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       7042000 | PA      | $4714499.26    | 0.00%             | 2050-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Avinor AS                                                                        | AVINOR AS                      | CUSIP: N/A<br>LEI: 5967007LIEEXZX8ZW078       | Long             | DBT              | CORP              | NO        |       8000000 | PA      | $8395629.80    | 0.01%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital BV                                                                | DIAGEO CAPITAL                 | CUSIP: N/A<br>LEI: 213800YHFC48VOL6JY40       | Long             | DBT              | CORP              | NL        |        700000 | PA      | $765115.53     | 0.00%             | 2028-09-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       2459000 | PA      | $2625936.77    | 0.00%             | 2033-03-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                | INTERCONT                      | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2595524.77    | 0.00%             | 2028-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                   | SUMITOMO TR&BK                 | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | DBT              | CORP              | JP        |       8868000 | PA      | $9945996.72    | 0.01%             | 2027-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South Wales PLC                           | NATIONAL GRID ED               | CUSIP: N/A<br>LEI: 549300RHOCSNK1FZ4116       | Long             | DBT              | CORP              | GB        |       5486000 | PA      | $5162132.29    | 0.00%             | 2035-10-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      19300000 | PA      | $20086571.22   | 0.01%             | 2030-10-07      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance BV                                                         | GLOBAL SWITCH                  | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $3034646.89    | 0.00%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FC7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       6172000 | PA      | $5968006.13    | 0.00%             | 2032-10-09      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FD5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       3093000 | PA      | $1874093.15    | 0.00%             | 2050-10-09      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |       6881000 | PA      | $7129830.08    | 0.00%             | 2030-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Asahi Group Holdings Ltd                                                         | ASAHI GROUP                    | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | DBT              | CORP              | JP        |       4750000 | PA      | $5211533.98    | 0.00%             | 2028-10-23      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       6437000 | PA      | $7370313.36    | 0.01%             | 2079-12-31      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |      16178000 | PA      | $18201655.54   | 0.01%             | 2027-10-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       2457000 | PA      | $3063329.41    | 0.00%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      13727000 | PA      | $17628333.80   | 0.01%             | 2027-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |      14800000 | PA      | $16550251.38   | 0.01%             | 2079-12-31      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                               | CELLNEX TELECOM                | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |       9900000 | PA      | $10735444.63   | 0.01%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $8637496.46    | 0.01%             | 2030-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      27125000 | PA      | $28063866.03   | 0.02%             | 2031-10-26      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       6582000 | PA      | $8419411.30    | 0.01%             | 2027-10-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      15981000 | PA      | $17492643.78   | 0.01%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                      | INVESTOR AB                    | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |       4500000 | PA      | $3887557.67    | 0.00%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      31093000 | PA      | $31857305.46   | 0.02%             | 2030-10-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       2302000 | PA      | $2237615.60    | 0.00%             | 2032-10-28      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                        | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |       4005000 | PA      | $4386272.27    | 0.00%             | 2029-01-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       3206000 | PA      | $1573115.35    | 0.00%             | 2051-01-03      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       9303000 | PA      | $11552400.08   | 0.01%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       4106000 | PA      | $3493191.13    | 0.00%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      43652000 | PA      | $48644266.22   | 0.03%             | 2028-03-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $3778502.26    | 0.00%             | 2032-11-05      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |       1000000 | PA      | $907736.23     | 0.00%             | 2034-05-04      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       2900000 | PA      | $3032426.50    | 0.00%             | 2032-11-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      15431000 | PA      | $17328299.64   | 0.01%             | 2027-11-16      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |        977000 | PA      | $725950.73     | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      19800000 | PA      | $22020369.63   | 0.02%             | 2029-02-18      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |       5523000 | PA      | $3412512.16    | 0.00%             | 2050-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Orbit Capital PLC                                                                | ORBIT CAPITAL                  | CUSIP: N/A<br>LEI: 213800QIGGLJLT7WXP16       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1304054.29    | 0.00%             | 2038-11-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      19638000 | PA      | $20057535.93   | 0.01%             | 2030-11-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |      13369000 | PA      | $13507526.92   | 0.01%             | 2031-04-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |        500000 | PA      | $483639.09     | 0.00%             | 2032-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       7516000 | PA      | $5757480.61    | 0.00%             | 2040-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      10214000 | PA      | $10432487.06   | 0.01%             | 2030-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                                          | TRITAX BIG BOX                 | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1519123.91    | 0.00%             | 2033-11-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       8545000 | PA      | $8045655.20    | 0.01%             | 2033-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       3413000 | PA      | $2452210.08    | 0.00%             | 2040-12-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       4981000 | PA      | $6404944.77    | 0.00%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       5255000 | PA      | $5332152.09    | 0.00%             | 2030-11-27      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                       | NATL GRID ELECT                | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |       1600000 | PA      | $1206540.42    | 0.00%             | 2040-11-26      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                        | METSO OYJ                      | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | DBT              | CORP              | FI        |       1500000 | PA      | $1678110.20    | 0.00%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EURO                 | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | DBT              | CORP              | GB        |       6684000 | PA      | $7266780.08    | 0.00%             | 2028-12-02      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       9684000 | PA      | $10793284.86   | 0.01%             | 2028-03-03      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      13455000 | PA      | $16028090.76   | 0.01%             | 2035-12-03      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Southern Gas Networks PLC                                                        | SOUTHERN GAS NET               | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |       5600000 | PA      | $6112185.54    | 0.00%             | 2031-12-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       2900000 | PA      | $2954190.50    | 0.00%             | 2030-12-03      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                 | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5675343.49    | 0.00%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      13500000 | PA      | $15304862.08   | 0.01%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      10449000 | PA      | $5629421.24    | 0.00%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       4459000 | PA      | $3325375.83    | 0.00%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       4000000 | PA      | $4446705.62    | 0.00%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                | WESSEX WATER FIN               | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |       7786000 | PA      | $6740599.70    | 0.00%             | 2036-01-12      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |       4669000 | PA      | $4469316.62    | 0.00%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                      | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |       8108000 | PA      | $8069528.91    | 0.01%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       2545000 | PA      | $2418451.78    | 0.00%             | 2033-01-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       4529000 | PA      | $5749609.34    | 0.00%             | 2027-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       9500000 | PA      | $10242358.54   | 0.01%             | 2030-02-01      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4346304.59    | 0.00%             | 2029-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       4600000 | PA      | $4628462.41    | 0.00%             | 2031-07-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       4600000 | PA      | $4037574.72    | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      12099000 | PA      | $13171550.63   | 0.01%             | 2029-01-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |       4400000 | PA      | $4886603.56    | 0.00%             | 2028-01-11      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       3713000 | PA      | $4123825.77    | 0.00%             | 2028-01-12      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      16759000 | PA      | $18707922.19   | 0.01%             | 2028-01-12      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3128322.40    | 0.00%             | 2031-01-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      49156000 | PA      | $50430858.83   | 0.03%             | 2031-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                    | NATL GAS TRANSM                | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |       3375000 | PA      | $3474638.16    | 0.00%             | 2033-01-14      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2453630.96    | 0.00%             | 2028-12-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       8986000 | PA      | $9147139.75    | 0.01%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CBRE Open-Ended Funds SCA SICAV-SIF                                              | CBRE OPEN-ENDED                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |       4658000 | PA      | $5215144.13    | 0.00%             | 2028-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                   | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |      12151000 | PA      | $12682061.75   | 0.01%             | 2030-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3404459.87    | 0.00%             | 2027-07-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       4300000 | PA      | $4104465.85    | 0.00%             | 2033-01-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $3681817.25    | 0.00%             | 2041-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      11556000 | PA      | $12678559.92   | 0.01%             | 2028-07-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      23018000 | PA      | $16325640.83   | 0.01%             | 2041-01-18      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       6000000 | PA      | $4112165.00    | 0.00%             | 2041-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | BOAD                           | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | N/A       |       3314000 | PA      | $3300683.99    | 0.00%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5690000 | PA      | $6277230.46    | 0.00%             | 2028-07-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       3000000 | PA      | $3276368.45    | 0.00%             | 2029-01-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |       6100000 | PA      | $6809144.34    | 0.00%             | 2028-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      12014000 | PA      | $12537222.78   | 0.01%             | 2031-01-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      12680000 | PA      | $12923263.64   | 0.01%             | 2031-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      13000000 | PA      | $14482106.77   | 0.01%             | 2028-01-20      | Fixed         | 0.16%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       2633000 | PA      | $991745.73     | 0.00%             | 2061-01-21      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       8784000 | PA      | $8296837.34    | 0.01%             | 2033-10-25      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      10432000 | PA      | $6504968.94    | 0.00%             | 2051-10-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nortegas Energia Grupo SL                                                        | NORTEGAS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3045310.04    | 0.00%             | 2031-01-22      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |       4462000 | PA      | $3174042.80    | 0.00%             | 2028-01-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $6240135.77    | 0.00%             | 2041-01-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $7487006.17    | 0.01%             | 2029-07-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Aster Treasury Plc                                                               | ASTER TREASURY P               | CUSIP: N/A<br>LEI: 213800P9VSYTW2S14R80       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1815536.22    | 0.00%             | 2036-01-27      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |       8684000 | PA      | $9843077.13    | 0.01%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      14781000 | PA      | $15051927.95   | 0.01%             | 2049-01-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      12351000 | PA      | $5845718.85    | 0.00%             | 2051-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       5751000 | PA      | $6796109.83    | 0.00%             | 2029-10-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                             | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |       5786000 | PA      | $6492015.95    | 0.00%             | 2028-01-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       5795000 | PA      | $3656151.00    | 0.00%             | 2051-01-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       9000000 | PA      | $9093746.33    | 0.01%             | 2031-01-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      39200000 | PA      | $31824772.60   | 0.02%             | 2037-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      10880000 | PA      | $11421462.10   | 0.01%             | 2031-02-07      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| ACEA SpA                                                                         | ACEA SPA                       | CUSIP: N/A<br>LEI: 549300Q3448N041CTH56       | Long             | DBT              | CORP              | IT        |       1093000 | PA      | $1124885.63    | 0.00%             | 2030-07-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Italgas Reti SpA                                                                 | ITALGAS RETI                   | CUSIP: N/A<br>LEI: 815600E731A5016E3080       | Long             | DBT              | CORP              | IT        |      10200000 | PA      | $10481274.75   | 0.01%             | 2031-01-29      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      18635000 | PA      | $20803547.43   | 0.01%             | 2028-01-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: N/A<br>LEI: 549300ZMLFJKWC63XN87       | Long             | DBT              | CORP              | NL        |       3400000 | PA      | $3711649.34    | 0.00%             | 2079-12-31      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9425050.14    | 0.01%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAJ1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       4603000 | PA      | $4518615.93    | 0.00%             | 2032-02-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAK8<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       3470000 | PA      | $2554152.76    | 0.00%             | 2041-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Essity AB                                                                        | ESSITY AB                      | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | DBT              | CORP              | SE        |       5684000 | PA      | $5736190.10    | 0.00%             | 2031-02-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AX5<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       2756000 | PA      | $2954546.52    | 0.00%             | 2029-02-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SKF AB                                                                           | SKF AB                         | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | DBT              | CORP              | SE        |       2845000 | PA      | $2982613.59    | 0.00%             | 2031-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LiveWest Treasury PLC                                                            | LIVEWEST TREA                  | CUSIP: N/A<br>LEI: 2138003KE7A61PG6CK49       | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $593575.56     | 0.00%             | 2056-02-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       1500000 | PA      | $1678958.93    | 0.00%             | 2029-02-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       7300000 | PA      | $8147035.71    | 0.01%             | 2028-02-11      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $2714484.48    | 0.00%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11105303.37   | 0.01%             | 2029-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5169701.53    | 0.00%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property Financing BV                                        | AKELIUS RESIDENT               | CUSIP: N/A<br>LEI: 724500ABLEHD1CIBAA35       | Long             | DBT              | CORP              | NL        |       5262000 | PA      | $5496569.60    | 0.00%             | 2030-02-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 SMN                                                                  | SPAREBANK 1 SMN                | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |       9017000 | PA      | $10013898.63   | 0.01%             | 2028-02-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       8875000 | PA      | $9410646.93    | 0.01%             | 2031-02-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |       2046000 | PA      | $2149963.97    | 0.00%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                                               | SAGE GROUP                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | DBT              | CORP              | GB        |       5392000 | PA      | $6136119.60    | 0.00%             | 2031-02-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       5250000 | PA      | $5340357.68    | 0.00%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                                                  | WPC EUROBOND                   | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |       1024000 | PA      | $1079183.00    | 0.00%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      12000000 | PA      | $13350883.93   | 0.01%             | 2029-02-23      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| easyJet FinCo BV                                                                 | EASYJET FINCO                  | CUSIP: N/A<br>LEI: 2138005GUMKABRAKJU30       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $7985638.99    | 0.01%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      11800000 | PA      | $11395216.72   | 0.01%             | 2033-02-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |       5650000 | PA      | $5412119.82    | 0.00%             | 2033-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       3771000 | PA      | $3724866.44    | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       1000000 | PA      | $1144912.40    | 0.00%             | 2027-05-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      15800000 | PA      | $16064562.47   | 0.01%             | 2031-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DF4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       2911000 | PA      | $3154370.21    | 0.00%             | 2029-03-09      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DG2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      10629000 | PA      | $10253586.94   | 0.01%             | 2033-03-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DH0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       3600000 | PA      | $2753945.94    | 0.00%             | 2041-03-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |       7968000 | PA      | $8465650.36    | 0.01%             | 2030-03-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASN Bank NV                                                                      | ASN BANK NV                    | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | CORP              | NL        |       7300000 | PA      | $8124402.57    | 0.01%             | 2028-03-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      14094000 | PA      | $15777393.71   | 0.01%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      20993000 | PA      | $18282669.45   | 0.01%             | 2036-03-17      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |       5000000 | PA      | $5085256.85    | 0.00%             | 2031-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       4000000 | PA      | $4101122.13    | 0.00%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       1447000 | PA      | $1292930.13    | 0.00%             | 2041-03-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |       3100000 | PA      | $3289831.95    | 0.00%             | 2030-03-08      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Simon International Finance SCA                                                  | SIMON INTL FIN S               | CUSIP: N/A<br>LEI: 549300KMCOJGU910PF77       | Long             | DBT              | CORP              | LU        |       4679000 | PA      | $4586555.42    | 0.00%             | 2033-03-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                                | MDGH GMTN RSC                  | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |       2000000 | PA      | $1850045.83    | 0.00%             | 2034-03-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |      35135000 | PA      | $39064152.47   | 0.03%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: N/A<br>LEI: 549300DV9GIB88LZ5P30       | Long             | DBT              | CORP              | US        |        700000 | PA      | $674211.31     | 0.00%             | 2033-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      12552000 | PA      | $14281581.26   | 0.01%             | 2079-12-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      14000000 | PA      | $14806352.73   | 0.01%             | 2079-12-31      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       2776000 | PA      | $2843615.06    | 0.00%             | 2036-03-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PE        |       4781000 | PA      | $4712580.16    | 0.00%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       4276000 | PA      | $4439775.08    | 0.00%             | 2041-10-07      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       4400000 | PA      | $4795081.99    | 0.00%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       5092000 | PA      | $5024510.50    | 0.00%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRA                      | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |       4924000 | PA      | $4925714.62    | 0.00%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |       8000000 | PA      | $10306061.46   | 0.01%             | 2028-03-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4225980.14    | 0.00%             | 2030-03-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Onward Homes Ltd                                                                 | ONWARD HOMES LTD               | CUSIP: N/A<br>LEI: 213800NXETOCMZOJPJ57       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1204768.88    | 0.00%             | 2053-03-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                  | UPM-KYMMENE OYJ                | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | DBT              | CORP              | FI        |       9000000 | PA      | $9230688.36    | 0.01%             | 2031-03-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                           | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |      10947000 | PA      | $11042530.88   | 0.01%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      12000000 | PA      | $8735783.05    | 0.01%             | 2041-03-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      12083000 | PA      | $13092184.48   | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      10098000 | PA      | $10058451.50   | 0.01%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |       5296000 | PA      | $4846554.52    | 0.00%             | 2035-09-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      24233000 | PA      | $25593503.36   | 0.02%             | 2031-03-22      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       8231000 | PA      | $8101630.08    | 0.01%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       8485000 | PA      | $10928437.17   | 0.01%             | 2027-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |      12000000 | PA      | $12368581.40   | 0.01%             | 2031-03-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       1500000 | PA      | $1664133.97    | 0.00%             | 2028-03-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Storebrand Livsforsikring AS                                                     | STOREBRAND LIVSF               | CUSIP: N/A<br>LEI: 5967007LIEEXZX9TZC13       | Long             | DBT              | CORP              | NO        |       4321000 | PA      | $4560780.57    | 0.00%             | 2051-09-30      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |      14000000 | PA      | $14307675.55   | 0.01%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fresenius Finance Ireland PLC                                                    | FRESENIUS FIN IR               | CUSIP: N/A<br>LEI: 549300GFSOR556BX2290       | Long             | DBT              | CORP              | IE        |       5635000 | PA      | $6206440.85    | 0.00%             | 2028-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |      13200000 | PA      | $13532403.22   | 0.01%             | 2031-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                  | LONDON STOCK EX                | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3612208.78    | 0.00%             | 2030-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                              | LSEG NTHRLND BV                | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |       6062000 | PA      | $5810202.78    | 0.00%             | 2033-04-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DWR Cymru Financing UK PLC                                                       | DWR CYMRU FIN UK               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | CORP              | GB        |       5182000 | PA      | $5237561.55    | 0.00%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                             | HEATHROW FNDG                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |      19400000 | PA      | $20437476.49   | 0.01%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670CW6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     500000000 | PA      | $2854355.66    | 0.00%             | 2031-04-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       3000000 | PA      | $2904650.23    | 0.00%             | 2033-04-12      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      23538000 | PA      | $21976578.38   | 0.02%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       7774000 | PA      | $5800520.97    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |      17995000 | PA      | $15863152.08   | 0.01%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $21536462.36   | 0.01%             | 2029-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       6200000 | PA      | $7606209.56    | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Louis Dreyfus Co Finance BV                                                      | LDC FINANCE BV                 | CUSIP: N/A<br>LEI: 5493001HHX62PQCEEH95       | Long             | DBT              | CORP              | NL        |       2100000 | PA      | $2384437.05    | 0.00%             | 2028-04-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nexi SpA                                                                         | NEXI                           | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |      11750000 | PA      | $13148731.05   | 0.01%             | 2029-04-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       8598000 | PA      | $8193807.43    | 0.01%             | 2033-04-19      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance I BV                                                             | DANFOSS FIN I BV               | CUSIP: N/A<br>LEI: 549300LGLOQFR0NQEZ82       | Long             | DBT              | CORP              | NL        |       2200000 | PA      | $2406397.09    | 0.00%             | 2028-10-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      10635000 | PA      | $13639501.22   | 0.01%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMCO - Asset Management Co SpA                                                   | AMCO SPA                       | CUSIP: N/A<br>LEI: 815600188E751D28E867       | Long             | DBT              | CORP              | IT        |       4552000 | PA      | $5096377.30    | 0.00%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       5400000 | PA      | $5159059.34    | 0.00%             | 2033-04-21      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |      23000000 | PA      | $23152969.28   | 0.02%             | 2031-04-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |       5400000 | PA      | $5998966.67    | 0.00%             | 2028-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      29675000 | PA      | $25967243.64   | 0.02%             | 2036-04-22      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |        360000 | PA      | $292245.93     | 0.00%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      17000000 | PA      | $19622023.89   | 0.01%             | 2079-12-31      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      10276000 | PA      | $11357220.64   | 0.01%             | 2079-12-31      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6787870.00    | 0.00%             | 2033-04-28      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Coventry Building Society                                                        | COVENTRY BDG SOC               | CUSIP: N/A<br>LEI: 2138004G59FXEAZ6IO10       | Long             | DBT              | CORP              | GB        |       2062000 | PA      | $2418556.82    | 0.00%             | 2030-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |       4062000 | PA      | $4358358.47    | 0.00%             | 2029-09-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |      22276000 | PA      | $21720798.72   | 0.01%             | 2033-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CCEP Finance Ireland DAC                                                         | CCEP FINANCE IRE               | CUSIP: N/A<br>LEI: 549300C3FJ5JIMZNEN16       | Long             | DBT              | CORP              | IE        |       5296000 | PA      | $4377627.95    | 0.00%             | 2041-05-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |       6863000 | PA      | $7321365.66    | 0.01%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      31454000 | PA      | $33765608.36   | 0.02%             | 2029-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Paragon Treasury Plc                                                             | PARAGON TREASURY               | CUSIP: N/A<br>LEI: 213800Q65UKPKCQBC252       | Long             | DBT              | CORP              | GB        |       2091000 | PA      | $1964319.47    | 0.00%             | 2036-05-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      11552000 | PA      | $12975847.72   | 0.01%             | 2027-11-05      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Beyond Housing Ltd                                                               | BEYOND HOUSING                 | CUSIP: N/A<br>LEI: 213800UATCLLVNUS9C51       | Long             | DBT              | CORP              | GB        |       1981000 | PA      | $1232584.04    | 0.00%             | 2051-05-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DM9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       8770000 | PA      | $9227108.03    | 0.01%             | 2030-05-06      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DN7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       3356000 | PA      | $3039756.68    | 0.00%             | 2036-05-06      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Emirates Telecommunications Group Co PJSC                                        | EMIRATES TELECOM               | CUSIP: N/A<br>LEI: 529900XDPQPWEQ9BGB80       | Long             | DBT              | CORP              | AE        |       2265000 | PA      | $2505511.19    | 0.00%             | 2028-05-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Paradigm Homes Charitable Housing Association Ltd                                | PARADIGM HOMES                 | CUSIP: N/A<br>LEI: 213800I54XR2I9HM3X58       | Long             | DBT              | CORP              | GB        |       2923000 | PA      | $1903563.74    | 0.00%             | 2051-05-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |       8200000 | PA      | $8982338.68    | 0.01%             | 2029-05-12      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |      27000000 | PA      | $29928151.16   | 0.02%             | 2028-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       5552000 | PA      | $5728839.21    | 0.00%             | 2032-05-12      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Sagax Euro Mtn NL BV                                                             | SAGAX EURO MTN                 | CUSIP: N/A<br>LEI: 549300M3FFATWSV78G84       | Long             | DBT              | CORP              | NL        |        100000 | PA      | $108862.71     | 0.00%             | 2029-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      12100000 | PA      | $14125494.58   | 0.01%             | 2049-12-29      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      10800000 | PA      | $12043945.11   | 0.01%             | 2049-03-28      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| University College London                                                        | UNIVERSITY COLLE               | CUSIP: N/A<br>LEI: 549300LJ07V1C502IZ32       | Long             | DBT              | CORP              | GB        |       2200000 | PA      | $1042603.96    | 0.00%             | 2061-06-04      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3064235.84    | 0.00%             | 2031-05-19      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BY3<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3249080.39    | 0.00%             | 2029-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      13328000 | PA      | $14647636.92   | 0.01%             | 2028-09-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd                                                                     | ASB BANK LIMITED               | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |      34362000 | PA      | $34748363.44   | 0.02%             | 2031-05-21      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | VOLKSWAGEN LEAS                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4296659.68    | 0.00%             | 2029-07-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AN6<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |       4629000 | PA      | $4777280.79    | 0.00%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       4786000 | PA      | $4950230.15    | 0.00%             | 2031-05-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |       6900000 | PA      | $7653965.93    | 0.01%             | 2028-05-19      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      20830000 | PA      | $16153277.60   | 0.01%             | 2041-05-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SELP Finance Sarl                                                                | SELP FINANCE SAR               | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |      10900000 | PA      | $11819714.01   | 0.01%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5545312.85    | 0.00%             | 2028-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Hammerson Ireland Finance DAC                                                    | HAMMERSON IRLND                | CUSIP: N/A<br>LEI: 63540093EUHUMTGSHN61       | Long             | DBT              | CORP              | IE        |       2686000 | PA      | $3095224.55    | 0.00%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Wabtec Transportation Netherlands BV                                             | WABTEC TRANSPORT               | CUSIP: N/A<br>LEI: 213800W8WKL7DR8NFE48       | Long             | DBT              | CORP              | NL        |       2757000 | PA      | $3138395.84    | 0.00%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       1071000 | PA      | $1134210.70    | 0.00%             | 2030-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      14000000 | PA      | $14558188.96   | 0.01%             | 2032-05-24      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      16789000 | PA      | $19061028.20   | 0.01%             | 2028-08-24      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                         | UNITED OVERSEAS                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |      15348000 | PA      | $16456103.91   | 0.01%             | 2029-05-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $25652091.68   | 0.02%             | 2027-12-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Lumo Kodit Oyj                                                                   | LUMO KODIT OYJ                 | CUSIP: N/A<br>LEI: 7437007YPUOQZ8OV1R42       | Long             | DBT              | CORP              | FI        |       3762000 | PA      | $4054844.56    | 0.00%             | 2029-05-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                  | ERICSSON LM                    | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | DBT              | CORP              | SE        |       3800000 | PA      | $4135552.50    | 0.00%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                       | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |       1000000 | PA      | $1122213.32    | 0.00%             | 2028-05-27      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBP4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       7765000 | PA      | $8469701.07    | 0.01%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBQ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       1000000 | PA      | $983917.36     | 0.00%             | 2033-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10900000 | PA      | $12487753.06   | 0.01%             | 2028-05-26      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Notting Hill Genesis                                                             | NOTTING HILL GEN               | CUSIP: N/A<br>LEI: 21380056VIC699RDGA46       | Long             | DBT              | CORP              | GB        |        319000 | PA      | $298581.35     | 0.00%             | 2036-06-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                                | CIMIC FINANCE LT               | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |       3200000 | PA      | $3505676.59    | 0.00%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |       5200000 | PA      | $5572832.78    | 0.00%             | 2030-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | DBT              | CORP              | GB        |      17500000 | PA      | $18907935.40   | 0.01%             | 2029-06-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5526995.12    | 0.00%             | 2028-06-04      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       9000000 | PA      | $11434975.49   | 0.01%             | 2029-06-02      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3103451.47    | 0.00%             | 2031-06-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $8359533.50    | 0.01%             | 2041-06-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       4300000 | PA      | $4174043.11    | 0.00%             | 2033-06-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |       6150000 | PA      | $6233163.73    | 0.00%             | 2031-06-02      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bevco Lux Sarl                                                                   | BEVCO LUX SARL                 | CUSIP: N/A<br>LEI: 529900A04GL02604LJ24       | Long             | DBT              | CORP              | LU        |       3786000 | PA      | $4021084.08    | 0.00%             | 2030-01-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Anchor Hanover Group                                                             | ANCHOR HANOVER G               | CUSIP: N/A<br>LEI: 213800GM9QX6ANDXAW94       | Long             | DBT              | CORP              | GB        |       4491000 | PA      | $2692032.10    | 0.00%             | 2051-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      11740000 | PA      | $8979223.42    | 0.01%             | 2041-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3444025.13    | 0.00%             | 2032-06-09      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       7600000 | PA      | $7728203.39    | 0.01%             | 2031-06-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |      14819000 | PA      | $15870829.79   | 0.01%             | 2029-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      11776000 | PA      | $13123040.07   | 0.01%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                 | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |       6393000 | PA      | $7114869.09    | 0.00%             | 2028-06-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |       2500000 | PA      | $2616770.81    | 0.00%             | 2030-03-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       3953000 | PA      | $4004082.06    | 0.00%             | 2031-06-17      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3415524.45    | 0.00%             | 2027-06-17      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      23800000 | PA      | $25078492.71   | 0.02%             | 2030-06-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       2786000 | PA      | $2407241.82    | 0.00%             | 2036-06-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5332579.48    | 0.00%             | 2033-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $7610771.76    | 0.01%             | 2033-06-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |      10500000 | PA      | $11336279.10   | 0.01%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |        625000 | PA      | $735276.27     | 0.00%             | 2030-12-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Teollisuuden Voima Oyj                                                           | TEOLLISUUDEN VOI               | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |       3000000 | PA      | $3382094.45    | 0.00%             | 2028-06-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3252334.10    | 0.00%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      10052000 | PA      | $9367761.15    | 0.01%             | 2033-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5530431.56    | 0.00%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       2700000 | PA      | $2801991.16    | 0.00%             | 2032-06-30      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn AG                                                                 | DEUTSCHE BAHN AG               | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |       9494000 | PA      | $5827179.93    | 0.00%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      10000000 | PA      | $10188046.85   | 0.01%             | 2031-06-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |       6981000 | PA      | $7724288.22    | 0.01%             | 2028-07-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Assura Financing PLC                                                             | ASSURA FIN                     | CUSIP: N/A<br>LEI: 549300YH2O3CNDZSO632       | Long             | DBT              | CORP              | GB        |       4100000 | PA      | $4170265.09    | 0.00%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Segro Capital Sarl                                                               | SEGRO CAPITAL                  | CUSIP: N/A<br>LEI: 549300HY425AKJLQVX75       | Long             | DBT              | CORP              | LU        |       4276000 | PA      | $4244918.77    | 0.00%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      28000000 | PA      | $30359853.67   | 0.02%             | 2029-01-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Flagship Finance PLC                                                             | FLAGSHIP FINANCE               | CUSIP: N/A<br>LEI: 213800H48GBZ7A3H5423       | Long             | DBT              | CORP              | GB        |       1254000 | PA      | $625728.06     | 0.00%             | 2061-07-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |        884000 | PA      | $965483.57     | 0.00%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       1250000 | PA      | $1264497.66    | 0.00%             | 2031-07-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                       | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |       7000000 | PA      | $7540702.17    | 0.01%             | 2029-07-06      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Repsol Europe Finance Sarl                                                       | REPSOL EUROPE                  | CUSIP: N/A<br>LEI: 222100TAWUOMRM7NNG09       | Long             | DBT              | CORP              | LU        |       7900000 | PA      | $7647337.00    | 0.01%             | 2033-07-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |      20000000 | PA      | $21600632.83   | 0.01%             | 2029-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                   | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |        500000 | PA      | $642375.86     | 0.00%             | 2028-07-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657AT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       5100000 | PA      | $5608749.61    | 0.00%             | 2028-07-07      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Wellcome Trust Ltd/The                                                           | WELLCOME TRUST                 | CUSIP: N/A<br>LEI: 549300YQJTZ9YPHW5V73       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $420828.04     | 0.00%             | 2071-07-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       6276000 | PA      | $5792904.23    | 0.00%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2025986.01    | 0.00%             | 2031-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BB9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       6862000 | PA      | $8906276.34    | 0.01%             | 2027-07-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       1257000 | PA      | $1317113.69    | 0.00%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       4594000 | PA      | $4811380.13    | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       4482000 | PA      | $3332244.59    | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      10662000 | PA      | $10691072.50   | 0.01%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      19078000 | PA      | $23898391.43   | 0.02%             | 2028-07-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       5286000 | PA      | $5572651.15    | 0.00%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      14731000 | PA      | $14528621.49   | 0.01%             | 2033-10-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       6747000 | PA      | $5556632.71    | 0.00%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $5082165.81    | 0.00%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Housing Trust Ltd                                                   | METROPOLITAN HSE               | CUSIP: N/A<br>LEI: 213800ADJSQQI3UH6Z36       | Long             | DBT              | CORP              | GB        |        600000 | PA      | $555082.03     | 0.00%             | 2036-07-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       6554000 | PA      | $5979277.06    | 0.00%             | 2036-07-26      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |       3900000 | PA      | $3749594.39    | 0.00%             | 2033-07-30      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      16052000 | PA      | $17704268.42   | 0.01%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       2397000 | PA      | $2504972.93    | 0.00%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |       9049000 | PA      | $9976768.81    | 0.01%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |       5206000 | PA      | $4010511.00    | 0.00%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |      10700000 | PA      | $10669380.96   | 0.01%             | 2042-05-26      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | ENERGIE BADEN-W                | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $4436735.24    | 0.00%             | 2081-08-31      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      35261000 | PA      | $38761177.02   | 0.03%             | 2028-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       1500000 | PA      | $1695130.47    | 0.00%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | DBT              | CORP              | CH        |      10000000 | PA      | $10969932.27   | 0.01%             | 2028-09-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       1100000 | PA      | $1035890.92    | 0.00%             | 2033-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |        800000 | PA      | $799299.57     | 0.00%             | 2031-09-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11402933.89   | 0.01%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Czech Gas Networks Investments Sarl                                              | CZECH GAS NET                  | CUSIP: N/A<br>LEI: 549300K11JPENR1PEH43       | Long             | DBT              | CORP              | LU        |       1400000 | PA      | $1485380.57    | 0.00%             | 2029-09-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                                                     | HOLCIM FINANCE L               | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |       1249000 | PA      | $1292272.88    | 0.00%             | 2030-09-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       6981000 | PA      | $7707318.36    | 0.01%             | 2028-09-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                             | WOOLWORTHS GROUP               | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      12700000 | PA      | $13876556.86   | 0.01%             | 2028-11-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5437592.94    | 0.00%             | 2028-12-08      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Isle of Man Government International Bond                                        | ISLE OF MAN                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IM        |       6930000 | PA      | $3912128.89    | 0.00%             | 2051-09-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |       4259000 | PA      | $4394305.90    | 0.00%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                          | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |       2903000 | PA      | $3271708.05    | 0.00%             | 2027-09-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                          | DXC CAPITAL FUND               | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |       4171000 | PA      | $4006448.64    | 0.00%             | 2031-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                 | UTMOST GRP                     | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2445322.76    | 0.00%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | MONDELEZ INTL                  | CUSIP: N/A<br>LEI: 549300CW356R8I7N8D33       | Long             | DBT              | CORP              | NL        |       4637000 | PA      | $4923116.22    | 0.00%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       3326000 | PA      | $4159029.06    | 0.00%             | 2028-09-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       5786000 | PA      | $4685195.03    | 0.00%             | 2039-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       2491000 | PA      | $3219796.36    | 0.00%             | 2032-12-09      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      14200000 | PA      | $16216231.58   | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      12000000 | PA      | $12576972.29   | 0.01%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDY4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       6118000 | PA      | $6500578.29    | 0.00%             | 2029-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Building Society                                                       | YORKSHRE BLD SOC               | CUSIP: N/A<br>LEI: WXD0EHQRPI7HKN3I5T57       | Long             | DBT              | CORP              | GB        |       2786000 | PA      | $3479280.83    | 0.00%             | 2029-09-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       6194000 | PA      | $6790116.24    | 0.00%             | 2028-09-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      13042000 | PA      | $14330310.08   | 0.01%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $10897285.70   | 0.01%             | 2028-12-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CA4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $3823607.96    | 0.00%             | 2033-09-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CC0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $1668800.99    | 0.00%             | 2061-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |       3728000 | PA      | $4080312.34    | 0.00%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Adecco International Financial Services BV                                       | ADECCO INT FIN                 | CUSIP: N/A<br>LEI: 549300PDNGPM4PIAUK57       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $8172084.92    | 0.01%             | 2028-09-21      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       4300000 | PA      | $5367465.67    | 0.00%             | 2028-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                           | CASTELLUM HELSIN               | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |       5609000 | PA      | $6138667.61    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      17400000 | PA      | $19182611.51   | 0.01%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |       3776000 | PA      | $4298780.75    | 0.00%             | 2081-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      11400000 | PA      | $8158739.50    | 0.01%             | 2041-09-17      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       4276000 | PA      | $3728731.74    | 0.00%             | 2036-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |       2498000 | PA      | $3109315.20    | 0.00%             | 2028-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |       6571000 | PA      | $6292695.94    | 0.00%             | 2033-09-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      22080000 | PA      | $24169452.97   | 0.02%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Nationale-Nederlanden Bank NV/The Netherlands                                    | NN BANK NV                     | CUSIP: N/A<br>LEI: 724500BICUQ0LF1AH770       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $9889535.39    | 0.01%             | 2028-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       6062000 | PA      | $6668173.67    | 0.00%             | 2029-09-24      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |        981000 | PA      | $774700.82     | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       8600000 | PA      | $9381318.01    | 0.01%             | 2029-01-21      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| South Eastern Power Networks PLC                                                 | SOUTH E POWER                  | CUSIP: N/A<br>LEI: 213800H7NWVLCWAVKA15       | Long             | DBT              | CORP              | GB        |       1315000 | PA      | $1327309.36    | 0.00%             | 2034-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $10674776.98   | 0.01%             | 2029-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      10794000 | PA      | $10758989.68   | 0.01%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                                                 | ANZ NZ INTL/LDN                | CUSIP: N/A<br>LEI: 213800VD256NU2D97H12       | Long             | DBT              | CORP              | NZ        |      16876000 | PA      | $19080096.39   | 0.01%             | 2027-09-23      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      13100000 | PA      | $14196874.37   | 0.01%             | 2029-05-28      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3100000 | PA      | $2846783.53    | 0.00%             | 2034-09-28      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      24800000 | PA      | $28012474.11   | 0.02%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC               | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |       9800000 | PA      | $11279432.02   | 0.01%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |       8300000 | PA      | $4769301.69    | 0.00%             | 2051-09-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       4700000 | PA      | $5157940.03    | 0.00%             | 2028-10-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AGCO International Holdings BV                                                   | AGCO INTERNATION               | CUSIP: N/A<br>LEI: 549300GSUO6P11G11583       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2753803.80    | 0.00%             | 2028-10-06      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Holcim Sterling Finance Netherlands BV                                           | HOLCIM STRLNG                  | CUSIP: N/A<br>LEI: 529900KU5LFL22MEGK07       | Long             | DBT              | CORP              | NL        |       1100000 | PA      | $1169044.93    | 0.00%             | 2034-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3928795.78    | 0.00%             | 2032-10-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBU3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       5998000 | PA      | $6301165.29    | 0.00%             | 2030-10-05      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Leeds Building Society                                                           | LEEDS BLDG SOC                 | CUSIP: N/A<br>LEI: O8VR8MK4M5SM9ZVEFS35       | Long             | DBT              | CORP              | GB        |       7606000 | PA      | $9830851.95    | 0.01%             | 2027-10-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      29280000 | PA      | $31147224.01   | 0.02%             | 2029-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       4600000 | PA      | $5060150.63    | 0.00%             | 2028-10-13      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |      13933000 | PA      | $15559363.45   | 0.01%             | 2028-04-13      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CBRE Open-Ended Funds SCA SICAV-SIF                                              | CBRE OPEN-ENDED                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |       1600000 | PA      | $1716505.86    | 0.00%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FH6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       3455000 | PA      | $3322829.40    | 0.00%             | 2033-10-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       1200000 | PA      | $1524818.36    | 0.00%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                                                   | WESFARMERS LTD                 | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | DBT              | CORP              | AU        |      13264000 | PA      | $12777652.97   | 0.01%             | 2033-10-21      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       3491000 | PA      | $3305278.34    | 0.00%             | 2034-04-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       8840000 | PA      | $5884148.64    | 0.00%             | 2046-10-22      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Acef Holding SCA                                                                 | ACEF HOLDING                   | CUSIP: N/A<br>LEI: 213800KW7LHVG5QUS111       | Long             | DBT              | CORP              | LU        |       8086000 | PA      | $8655326.27    | 0.01%             | 2030-04-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                        | KOMMUNINVEST                   | CUSIP: N/A<br>LEI: EV2XZWMLLXF2QRX0CD47       | Long             | DBT              | NUSS              | SE        |      50000000 | PA      | $5107867.65    | 0.00%             | 2029-05-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                               | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |       3200000 | PA      | $3427911.13    | 0.00%             | 2029-11-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Europe Finance 21 Ltd                                               | CK HUTCHISON                   | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |       3100000 | PA      | $2979811.21    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2522367.32    | 0.00%             | 2028-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       6062000 | PA      | $6651861.17    | 0.00%             | 2028-11-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       3250000 | PA      | $1472980.52    | 0.00%             | 2071-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       3000000 | PA      | $2889854.15    | 0.00%             | 2033-11-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FR5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $10568349.25   | 0.01%             | 2030-05-05      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FS3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $3048662.57    | 0.00%             | 2041-11-04      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      10000000 | PA      | $10934807.28   | 0.01%             | 2028-11-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |        700000 | PA      | $765468.80     | 0.00%             | 2029-05-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       2800000 | PA      | $3643184.48    | 0.00%             | 2028-11-09      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      25059000 | PA      | $25646033.33   | 0.02%             | 2031-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       1000000 | PA      | $1137191.78    | 0.00%             | 2079-12-31      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AL7<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5361976.45    | 0.00%             | 2029-11-10      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |      11600000 | PA      | $11039371.16   | 0.01%             | 2035-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       1800000 | PA      | $1714551.85    | 0.00%             | 2033-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                           | HIGHLAND HOLDING               | CUSIP: N/A<br>LEI: 549300WGY8GPJM4PQR36       | Long             | DBT              | CORP              | LU        |       4000000 | PA      | $4071227.86    | 0.00%             | 2031-12-15      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       8300000 | PA      | $9280955.94    | 0.01%             | 2028-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                  | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |       1000000 | PA      | $1075651.35    | 0.00%             | 2029-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VIA Outlets BV                                                                   | VIA OUTLETS BV                 | CUSIP: N/A<br>LEI: 2594009AT1MND8D7E216       | Long             | DBT              | CORP              | NL        |       2400000 | PA      | $2687545.77    | 0.00%             | 2028-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Saltaire Finance PLC                                                             | SALTAIRE FINANCE               | CUSIP: N/A<br>LEI: 2138005HL9O4VFW2HY47       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $566852.82     | 0.00%             | 2051-11-23      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5675992.29    | 0.00%             | 2032-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Derwent London PLC                                                               | DERWENT LONDON                 | CUSIP: N/A<br>LEI: 213800BXKQ9KZNUR1M61       | Long             | DBT              | CORP              | GB        |       1400000 | PA      | $1569825.27    | 0.00%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Henkel AG & Co KGaA                                                              | HENKEL AG & CO                 | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2447282.00    | 0.00%             | 2032-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IG Group Holdings PLC                                                            | IG GROUP                       | CUSIP: N/A<br>LEI: 2138003A5Q1M7ANOUD76       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2555719.84    | 0.00%             | 2028-11-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                            | DT LUFTHANSA AG                | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      26500000 | PA      | $30952484.44   | 0.02%             | 2027-05-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      30000000 | PA      | $31762970.88   | 0.02%             | 2029-11-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DX7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |       5021000 | PA      | $4740521.17    | 0.00%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |        700000 | PA      | $592630.68     | 0.00%             | 2036-11-22      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP MOLLER                      | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |      12786000 | PA      | $12920658.90   | 0.01%             | 2031-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |       8400000 | PA      | $9172611.15    | 0.01%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       8695000 | PA      | $9568053.34    | 0.01%             | 2028-11-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       6585000 | PA      | $6378359.68    | 0.00%             | 2033-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      10707000 | PA      | $11693938.29   | 0.01%             | 2030-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASTM SpA                                                                         | AUTOSTRADA TORIN               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |       8200000 | PA      | $8563457.24    | 0.01%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Omnicom Capital Holdings PLC                                                     | OMNICOM CAPITAL                | CUSIP: 68217QAA6<br>LEI: 984500F16BDDD57A5502 | Long             | DBT              | CORP              | GB        |       2271000 | PA      | $2381771.40    | 0.00%             | 2033-11-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ICG PLC                                                                          | ICG PLC                        | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | DBT              | CORP              | GB        |       1762000 | PA      | $1935618.55    | 0.00%             | 2030-01-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3213962.79    | 0.00%             | 2030-11-29      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      10800000 | PA      | $10775517.43   | 0.01%             | 2031-12-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      18400000 | PA      | $18277374.08   | 0.01%             | 2031-12-08      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      27319000 | PA      | $30621578.57   | 0.02%             | 2027-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Digital Intrepid Holding BV                                                      | DIGITAL INTREPID               | CUSIP: N/A<br>LEI: 5493003H2CB2KXPP7461       | Long             | DBT              | CORP              | NL        |       3600000 | PA      | $3615148.39    | 0.00%             | 2032-07-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      10500000 | PA      | $13773430.07   | 0.01%             | 2028-07-12      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       3635000 | PA      | $4760351.81    | 0.00%             | 2027-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                        | PROSUS NV                      | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       5768000 | PA      | $6113152.69    | 0.00%             | 2034-01-19      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| London & Quadrant Housing Trust                                                  | LONDON & QUADRAN               | CUSIP: N/A<br>LEI: 213800RH8HIW5NAYSU08       | Long             | DBT              | CORP              | GB        |       2800000 | PA      | $3137576.31    | 0.00%             | 2032-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |       5250000 | PA      | $6777671.43    | 0.00%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |       7200000 | PA      | $7216897.18    | 0.00%             | 2032-01-12      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      14488000 | PA      | $18127247.27   | 0.01%             | 2028-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       8300000 | PA      | $8619265.99    | 0.01%             | 2042-07-10      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                           | LOGICOR FIN                    | CUSIP: N/A<br>LEI: 254900IS16Q1A2TQFN22       | Long             | DBT              | CORP              | LU        |       2000000 | PA      | $2167030.07    | 0.00%             | 2030-01-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5365000 | PA      | $4230970.66    | 0.00%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE               | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |       7000000 | PA      | $7144188.61    | 0.00%             | 2079-12-31      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4162910.09    | 0.00%             | 2031-01-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $2819840.43    | 0.00%             | 2035-01-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7786259.97    | 0.01%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Balder Finland Oyj                                                               | BALDER FINLAND                 | CUSIP: N/A<br>LEI: 5493007P4MCJM21IB748       | Long             | DBT              | CORP              | FI        |       3500000 | PA      | $3758082.81    | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      22760000 | PA      | $17231987.19   | 0.01%             | 2042-01-17      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BN3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       1254000 | PA      | $1043582.00    | 0.00%             | 2042-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      22500000 | PA      | $25538226.06   | 0.02%             | 2027-07-19      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Abertis France SAS                                                               | ABERTIS FRANCE                 | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |       8100000 | PA      | $8629193.26    | 0.01%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |       8922000 | PA      | $8793777.85    | 0.01%             | 2032-01-18      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       8700000 | PA      | $11245837.58   | 0.01%             | 2028-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5508143.96    | 0.00%             | 2029-01-19      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      10600000 | PA      | $11524636.62   | 0.01%             | 2029-06-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $3454467.91    | 0.00%             | 2037-01-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       2875000 | PA      | $2682395.52    | 0.00%             | 2034-10-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      23200000 | PA      | $23220941.57   | 0.02%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      10662000 | PA      | $10678186.15   | 0.01%             | 2032-01-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      29000000 | PA      | $32477285.30   | 0.02%             | 2028-01-20      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $9741774.89    | 0.01%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      13500000 | PA      | $14133016.64   | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                   | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2199361.07    | 0.00%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      27246000 | PA      | $31082618.79   | 0.02%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      15000000 | PA      | $15393816.39   | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                    | HEIMSTADEN BOST                | CUSIP: N/A<br>LEI: 549300ORG6UYMJBCV938       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3352827.62    | 0.00%             | 2028-07-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      19140000 | PA      | $19117136.49   | 0.01%             | 2032-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                         | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |       3200000 | PA      | $3249147.57    | 0.00%             | 2032-01-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                    | P3 GROUP SARL                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |       5600000 | PA      | $6249300.38    | 0.00%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |      13583000 | PA      | $15298688.63   | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      12500000 | PA      | $10969084.01   | 0.01%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |       7033000 | PA      | $7767664.60    | 0.01%             | 2029-02-08      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAN2<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       2100000 | PA      | $2071061.14    | 0.00%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      20000000 | PA      | $21290883.21   | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      12867000 | PA      | $15099828.31   | 0.01%             | 2079-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5497209.06    | 0.00%             | 2030-03-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5563958.63    | 0.00%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KQ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2144201.64    | 0.00%             | 2030-02-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |       4900000 | PA      | $4762675.80    | 0.00%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      11000000 | PA      | $12553177.13   | 0.01%             | 2027-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       2000000 | PA      | $2301964.81    | 0.00%             | 2083-06-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       5400000 | PA      | $5948898.14    | 0.00%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Experian Europe DAC                                                              | EXPERIAN EUROPE                | CUSIP: N/A<br>LEI: 635400QBLELMETXQLA08       | Long             | DBT              | CORP              | IE        |       1800000 | PA      | $1924003.81    | 0.00%             | 2031-05-16      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       5400000 | PA      | $5997912.71    | 0.00%             | 2030-02-11      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alfa Laval Treasury International AB                                             | ALFA LAVAL TREAS               | CUSIP: N/A<br>LEI: 549300JCAG8ICQAUC638       | Long             | DBT              | CORP              | SE        |       1100000 | PA      | $1227180.18    | 0.00%             | 2029-02-18      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $6780551.35    | 0.00%             | 2033-02-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Peabody Capital No 2 Plc                                                         | PEABODY CAPITAL                | CUSIP: N/A<br>LEI: 213800K1DLWVMZFBYD79       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1094295.74    | 0.00%             | 2034-03-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     300000000 | PA      | $1904520.46    | 0.00%             | 2032-09-01      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       7000000 | PA      | $7898591.97    | 0.01%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       6100000 | PA      | $6927940.86    | 0.00%             | 2032-05-07      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      29486000 | PA      | $33536382.92   | 0.02%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $7391265.65    | 0.01%             | 2035-02-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |        800000 | PA      | $726225.05     | 0.00%             | 2042-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      10867000 | PA      | $12307406.82   | 0.01%             | 2032-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      13500000 | PA      | $15069024.86   | 0.01%             | 2029-02-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      10500000 | PA      | $11625960.96   | 0.01%             | 2029-02-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3085436.89    | 0.00%             | 2032-03-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       9400000 | PA      | $12427726.61   | 0.01%             | 2029-03-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      12500000 | PA      | $13494050.48   | 0.01%             | 2031-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       3200000 | PA      | $3268568.18    | 0.00%             | 2034-03-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Hexagon Housing Association Ltd                                                  | HEXAGON HOUSING                | CUSIP: N/A<br>LEI: 213800XQ2LOOODLMCL89       | Long             | DBT              | CORP              | GB        |        900000 | PA      | $774144.95     | 0.00%             | 2048-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       3100000 | PA      | $3245435.05    | 0.00%             | 2032-03-11      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      10200000 | PA      | $11021479.95   | 0.01%             | 2031-03-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |      16700000 | PA      | $18520492.33   | 0.01%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |       6200000 | PA      | $6499081.06    | 0.00%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5465123.24    | 0.00%             | 2030-03-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      26250000 | PA      | $29654237.52   | 0.02%             | 2030-03-23      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Northeast PLC                                                 | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 21380072EMKFDZSTLD28       | Long             | DBT              | CORP              | GB        |        500000 | PA      | $409985.73     | 0.00%             | 2052-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       2096000 | PA      | $2259699.18    | 0.00%             | 2031-03-29      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       3500000 | PA      | $3467034.29    | 0.00%             | 2035-03-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      15000000 | PA      | $16785489.11   | 0.01%             | 2033-04-27      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Haleon Netherlands Capital BV                                                    | HALEON NL CAP BV               | CUSIP: N/A<br>LEI: 549300RXQZBOJONY3Q97       | Long             | DBT              | CORP              | NL        |       6200000 | PA      | $6470046.58    | 0.00%             | 2034-03-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      10700000 | PA      | $10062130.09   | 0.01%             | 2037-03-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11111862.90   | 0.01%             | 2029-03-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      14000000 | PA      | $13816796.57   | 0.01%             | 2035-03-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |       3500000 | PA      | $4026046.87    | 0.00%             | 2028-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT                            | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | DBT              | CORP              | SE        |       5400000 | PA      | $5922445.82    | 0.00%             | 2032-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                               | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |       8950000 | PA      | $9925650.98    | 0.01%             | 2029-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |      12000000 | PA      | $14303195.18   | 0.01%             | 2032-04-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $5858342.42    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      22400000 | PA      | $24833994.72   | 0.02%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       5300000 | PA      | $6773305.22    | 0.00%             | 2029-04-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |      11000000 | PA      | $10880694.09   | 0.01%             | 2038-06-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      39200000 | PA      | $44131920.85   | 0.03%             | 2028-07-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       5500000 | PA      | $7043426.74    | 0.00%             | 2032-07-06      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Jigsaw Funding PLC                                                               | JIGSAW FUNDING                 | CUSIP: N/A<br>LEI: 213800JR9H24DDKNFB02       | Long             | DBT              | CORP              | GB        |       1087000 | PA      | $894122.43     | 0.00%             | 2052-05-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       7379000 | PA      | $8527817.68    | 0.01%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       6200000 | PA      | $7246146.99    | 0.00%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |       4200000 | PA      | $5402013.53    | 0.00%             | 2032-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      15400000 | PA      | $17513369.82   | 0.01%             | 2029-04-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |       2200000 | PA      | $2822434.79    | 0.00%             | 2031-04-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       5066000 | PA      | $6645504.42    | 0.00%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |       5000000 | PA      | $6397738.98    | 0.00%             | 2028-12-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $14856891.03   | 0.01%             | 2037-05-05      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS               | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |      31550000 | PA      | $34181200.16   | 0.02%             | 2032-05-03      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Sveriges Sakerstallda Obligationer AB                                            | SWEDISH COVERED                | CUSIP: N/A<br>LEI: 1JDCK5BUVTXRHQBEPT93       | Long             | DBT              | CORP              | SE        |      36000000 | PA      | $39212753.35   | 0.03%             | 2032-02-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6278138.43    | 0.00%             | 2029-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       3350000 | PA      | $3741605.86    | 0.00%             | 2033-05-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      13500000 | PA      | $15364499.91   | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       4500000 | PA      | $4872697.39    | 0.00%             | 2034-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      10300000 | PA      | $11862370.70   | 0.01%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      23400000 | PA      | $26867117.27   | 0.02%             | 2029-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      18000000 | PA      | $20691909.92   | 0.01%             | 2028-05-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BW6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       3306000 | PA      | $3816203.35    | 0.00%             | 2029-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      11900000 | PA      | $13358003.25   | 0.01%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co LLC                                               | BLACKSTONE HLDGS               | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11379303.63   | 0.01%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       3000000 | PA      | $3440417.56    | 0.00%             | 2031-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       2500000 | PA      | $2928277.97    | 0.00%             | 2029-05-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3431396.54    | 0.00%             | 2029-05-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      10900000 | PA      | $12054285.01   | 0.01%             | 2034-05-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       6300000 | PA      | $7261543.69    | 0.00%             | 2030-03-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3351387.90    | 0.00%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stedin Holding NV                                                                | STEDIN HOLDING                 | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2826654.88    | 0.00%             | 2030-06-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       5550000 | PA      | $6549495.44    | 0.00%             | 2043-03-10      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                              | MACQUARIE GROUP                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |       4300000 | PA      | $5678566.46    | 0.00%             | 2029-05-31      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8167098.26    | 0.01%             | 2027-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       2100000 | PA      | $2374815.74    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |      16800000 | PA      | $19420405.50   | 0.01%             | 2027-05-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      30524000 | PA      | $33276595.65   | 0.02%             | 2032-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  | BAWAG PSK                      | CUSIP: N/A<br>LEI: 529900ICA8XQYGIKR372       | Long             | DBT              | CORP              | AT        |      10000000 | PA      | $11171907.99   | 0.01%             | 2030-03-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       5450000 | PA      | $6369119.14    | 0.00%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11591172.04   | 0.01%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |       1500000 | PA      | $1820503.54    | 0.00%             | 2031-08-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sandvik AB                                                                       | SANDVIK AB                     | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $8137789.29    | 0.01%             | 2027-06-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       5331000 | PA      | $5403693.15    | 0.00%             | 2037-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       5000000 | PA      | $5742716.04    | 0.00%             | 2028-06-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      13000000 | PA      | $14160653.75   | 0.01%             | 2033-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       3000000 | PA      | $4028496.55    | 0.00%             | 2027-06-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIEN                 | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |       8157000 | PA      | $9701915.27    | 0.01%             | 2029-07-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4723743.29    | 0.00%             | 2027-09-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                      | RENTOKIL FINANC                | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $8861132.89    | 0.01%             | 2027-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rentokil Initial Finance BV                                                      | RENTOKIL FINANCE               | CUSIP: N/A<br>LEI: 2549005WL1W9GJ5TM121       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3631549.46    | 0.00%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                         | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |       4028000 | PA      | $4722221.01    | 0.00%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Church Commissioners for England                                                 | CHURCH COMMISION               | CUSIP: N/A<br>LEI: 5493003JNKYFJ5I03G97       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $1811287.96    | 0.00%             | 2052-07-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ayvens SA                                                                        | AYVENS SA                      | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |       4600000 | PA      | $5457183.48    | 0.00%             | 2027-07-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      20600000 | PA      | $22447579.27   | 0.02%             | 2032-07-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       9175000 | PA      | $10086772.38   | 0.01%             | 2032-07-22      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC                        | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5798079.44    | 0.00%             | 2029-08-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       4000000 | PA      | $4665957.00    | 0.00%             | 2027-08-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       2000000 | PA      | $2281298.01    | 0.00%             | 2032-08-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       2100000 | PA      | $2331999.10    | 0.00%             | 2032-08-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |       2500000 | PA      | $2875128.95    | 0.00%             | 2028-06-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       8500000 | PA      | $9880242.55    | 0.01%             | 2030-08-24      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury AB                                                                | VOLVO TREAS AB                 | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |       7600000 | PA      | $8797194.70    | 0.01%             | 2027-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      16500000 | PA      | $19365057.16   | 0.01%             | 2032-08-23      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       4000000 | PA      | $5394966.59    | 0.00%             | 2032-08-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                    | ZURICH FINANCE                 | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $6541785.90    | 0.00%             | 2052-11-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SR-Boligkreditt AS                                                               | SR-BOLIGKREDITT                | CUSIP: N/A<br>LEI: 5493005EFLOPQ4K0ZF42       | Long             | DBT              | CORP              | NO        |      28840000 | PA      | $33061197.96   | 0.02%             | 2028-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       3000000 | PA      | $3384119.70    | 0.00%             | 2032-08-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2367988.24    | 0.00%             | 2033-08-24      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5850740.51    | 0.00%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       3800000 | PA      | $4705218.23    | 0.00%             | 2043-03-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5703868.82    | 0.00%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      12500000 | PA      | $13900511.77   | 0.01%             | 2032-08-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |       1931000 | PA      | $2251489.48    | 0.00%             | 2028-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5771200.51    | 0.00%             | 2029-09-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       5000000 | PA      | $5857873.96    | 0.00%             | 2030-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       2000000 | PA      | $2384340.46    | 0.00%             | 2032-09-05      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2361924.46    | 0.00%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                         | NAT GRD ELCT EM                | CUSIP: N/A<br>LEI: 549300KXFU5Q7NZE9L79       | Long             | DBT              | CORP              | GB        |       5900000 | PA      | $7020840.94    | 0.00%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NIE Finance PLC                                                                  | NIE FINANCE                    | CUSIP: N/A<br>LEI: 2138009A8DWW2RUSXJ76       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2757723.68    | 0.00%             | 2032-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       1000000 | PA      | $1396575.95    | 0.00%             | 2032-12-06      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Kommunekredit                                                                    | KOMMUNEKREDIT                  | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              | NUSS              | DK        |      10450000 | PA      | $11792415.05   | 0.01%             | 2032-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       4000000 | PA      | $4700299.40    | 0.00%             | 2030-03-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Finnvera Oyj                                                                     | FINNVERA PLC                   | CUSIP: N/A<br>LEI: 743700T69OBBJO7TCA15       | Long             | DBT              | NUSS              | FI        |      20400000 | PA      | $23629142.66   | 0.02%             | 2028-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: N/A<br>LEI: 549300ML2LNRZUCS7149       | Long             | DBT              | NUSS              | KR        |       5000000 | PA      | $5844317.72    | 0.00%             | 2027-09-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      19000000 | PA      | $22602296.25   | 0.02%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |      13000000 | PA      | $14901167.78   | 0.01%             | 2031-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Orsted AS                                                                        | ORSTED A/S                     | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | CORP              | DK        |       3000000 | PA      | $3778618.40    | 0.00%             | 2034-09-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Estonia Government International Bond                                            | ESTONIA REP OF                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EE        |       6998000 | PA      | $8534700.49    | 0.01%             | 2032-10-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       6400000 | PA      | $7338886.70    | 0.01%             | 2029-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1214669.92    | 0.00%             | 2029-10-11      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      12000000 | PA      | $14153599.76   | 0.01%             | 2027-09-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |       3700000 | PA      | $4552473.45    | 0.00%             | 2032-12-20      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      30000000 | PA      | $34545802.27   | 0.02%             | 2030-02-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1730000 | PA      | $2022701.03    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |       1547000 | PA      | $1768420.09    | 0.00%             | 2034-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vier Gas Transport GmbH                                                          | VIER GAS TRANSPO               | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12249217.47   | 0.01%             | 2032-09-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |       6500000 | PA      | $7983141.99    | 0.01%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       3200000 | PA      | $3885773.84    | 0.00%             | 2029-09-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |       4500000 | PA      | $5391845.48    | 0.00%             | 2030-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |       3200000 | PA      | $4432456.49    | 0.00%             | 2027-11-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       3700000 | PA      | $4522095.47    | 0.00%             | 2029-10-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dell Bank International DAC                                                      | DELL BANK INTERN               | CUSIP: N/A<br>LEI: 9P9HXM53DT5S724JQ665       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5957401.80    | 0.00%             | 2027-10-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                      | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |       1500000 | PA      | $1800223.40    | 0.00%             | 2029-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      15000000 | PA      | $18307933.40   | 0.01%             | 2028-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      22000000 | PA      | $27750928.06   | 0.02%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       3600000 | PA      | $4304854.14    | 0.00%             | 2028-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $3059434.50    | 0.00%             | 2032-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       4716000 | PA      | $5866907.17    | 0.00%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $4378854.12    | 0.00%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                | HANNOVER RUECKV                | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12887329.63   | 0.01%             | 2043-08-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance PLC                                                   | NORTHUMBRIAN WTR               | CUSIP: N/A<br>LEI: 213800JTFA6F3S7XX781       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $8272933.46    | 0.01%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGR9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       7000000 | PA      | $8466080.94    | 0.01%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      16167000 | PA      | $20039023.09   | 0.01%             | 2034-10-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       5500000 | PA      | $6571977.88    | 0.00%             | 2032-05-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       7500000 | PA      | $10617032.98   | 0.01%             | 2032-11-14      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      17000000 | PA      | $20719077.09   | 0.01%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       8500000 | PA      | $12408624.30   | 0.01%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4821361.83    | 0.00%             | 2028-11-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GSK Capital BV                                                                   | GSK CAPITAL BV                 | CUSIP: N/A<br>LEI: 549300ZGXDBU2ZV6RP76       | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $16103788.19   | 0.01%             | 2032-11-28      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                 | ASR NEDERLAND NV               | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |       9200000 | PA      | $12503280.09   | 0.01%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2538712.48    | 0.00%             | 2033-11-14      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11571698.85   | 0.01%             | 2034-11-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $9981670.88    | 0.01%             | 2030-11-14      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2406344.05    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       5300000 | PA      | $6471049.30    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4900000 | PA      | $6039634.75    | 0.00%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       3000000 | PA      | $4197608.21    | 0.00%             | 2032-11-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |       6300000 | PA      | $7701069.99    | 0.01%             | 2029-02-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $12237519.70   | 0.01%             | 2034-11-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: N/A<br>LEI: HCHV7422L5HDJZCRFL38       | Long             | DBT              | CORP              | US        |       2800000 | PA      | $3272005.90    | 0.00%             | 2034-11-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11979645.39   | 0.01%             | 2033-02-22      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      13700000 | PA      | $18858640.80   | 0.01%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       6000000 | PA      | $7054586.21    | 0.00%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       7500000 | PA      | $8728401.91    | 0.01%             | 2032-11-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                   | CONTINENTAL AG                 | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2952625.63    | 0.00%             | 2027-11-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $3047120.57    | 0.00%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              | NUSS              | SE        |      25000000 | PA      | $29209391.43   | 0.02%             | 2028-02-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |       5900000 | PA      | $7276888.71    | 0.00%             | 2029-11-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |       8000000 | PA      | $9552224.95    | 0.01%             | 2033-02-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      15000000 | PA      | $18863481.07   | 0.01%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3233347.49    | 0.00%             | 2052-12-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |       7900000 | PA      | $9289624.24    | 0.01%             | 2029-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $4991743.24    | 0.00%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       4260000 | PA      | $5238857.59    | 0.00%             | 2033-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |      13100000 | PA      | $15580962.51   | 0.01%             | 2030-12-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $5609974.84    | 0.00%             | 2033-06-06      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $11808623.51   | 0.01%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $4073913.61    | 0.00%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $11180680.62   | 0.01%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       2700000 | PA      | $3199560.35    | 0.00%             | 2030-01-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $10789197.38   | 0.01%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      17000000 | PA      | $20444475.10   | 0.01%             | 2031-01-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       9500000 | PA      | $11604306.59   | 0.01%             | 2031-01-13      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      35866000 | PA      | $41688795.39   | 0.03%             | 2033-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      38511000 | PA      | $44689222.18   | 0.03%             | 2033-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5837320.42    | 0.00%             | 2031-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5664897.01    | 0.00%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       4500000 | PA      | $5317385.86    | 0.00%             | 2035-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8272284.38    | 0.01%             | 2028-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                                   | ABB FINANCE BV                 | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |       9500000 | PA      | $11198791.90   | 0.01%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5943630.78    | 0.00%             | 2028-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $11977879.05   | 0.01%             | 2030-01-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |       2100000 | PA      | $2485162.22    | 0.00%             | 2030-01-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5947676.94    | 0.00%             | 2028-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      10900000 | PA      | $13014218.24   | 0.01%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       9000000 | PA      | $10777099.75   | 0.01%             | 2028-07-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |      27607000 | PA      | $32625741.44   | 0.02%             | 2028-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |      48000000 | PA      | $56628882.81   | 0.04%             | 2028-01-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      13889000 | PA      | $16312500.04   | 0.01%             | 2028-01-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              | NUSS              | CA        |      30000000 | PA      | $35221081.57   | 0.02%             | 2028-01-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      12000000 | PA      | $14138589.25   | 0.01%             | 2032-05-14      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                          | HEIDELBERG MATER               | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |      13000000 | PA      | $15436873.49   | 0.01%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      10000000 | PA      | $12037009.87   | 0.01%             | 2029-07-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $9522436.18    | 0.01%             | 2028-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9482285.75    | 0.01%             | 2035-01-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      37000000 | PA      | $43177059.73   | 0.03%             | 2029-12-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ESB Finance DAC                                                                  | ESB FINANCE DAC                | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |       6500000 | PA      | $7004693.43    | 0.00%             | 2043-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       5790000 | PA      | $7186839.71    | 0.00%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6984754.84    | 0.00%             | 2033-10-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6784421.18    | 0.00%             | 2030-01-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       6000000 | PA      | $7370999.12    | 0.01%             | 2031-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AA Bond Co Ltd                                                                   | AA BOND CO LTD                 | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | CORP              | JE        |       4000000 | PA      | $5660502.74    | 0.00%             | 2028-01-31      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       5100000 | PA      | $6103419.25    | 0.00%             | 2079-12-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      11000000 | PA      | $12774646.82   | 0.01%             | 2030-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAQ5<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2234604.83    | 0.00%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5991065.00    | 0.00%             | 2030-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |       2000000 | PA      | $2463799.13    | 0.00%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2512476.58    | 0.00%             | 2041-02-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |       7600000 | PA      | $9204886.47    | 0.01%             | 2029-02-07      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| A2A SpA                                                                          | A2A SPA                        | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2421272.87    | 0.00%             | 2034-02-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       2000000 | PA      | $2369741.67    | 0.00%             | 2028-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |       4500000 | PA      | $5399609.70    | 0.00%             | 2028-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LB5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |        700000 | PA      | $825877.64     | 0.00%             | 2031-02-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LC3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5779789.87    | 0.00%             | 2035-02-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LD1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      11584000 | PA      | $12748760.00   | 0.01%             | 2043-02-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $8091138.66    | 0.01%             | 2027-07-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3591844.43    | 0.00%             | 2035-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                               | BECTON DICKINSON               | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      11100000 | PA      | $13075404.56   | 0.01%             | 2029-09-13      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C76<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       5200000 | PA      | $6202976.28    | 0.00%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Netherlands BV                                           | IMPERIAL BRAN NE               | CUSIP: N/A<br>LEI: 724500GIEFJOBWGD0272       | Long             | DBT              | CORP              | NL        |      11700000 | PA      | $14575258.97   | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                          | TEMASEK FINL I                 | CUSIP: N/A<br>LEI: 549300XMGMDF3VRJMF12       | Long             | DBT              | CORP              | SG        |       4587000 | PA      | $5407295.10    | 0.00%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                             | VODAFONE INT FIN               | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |       1500000 | PA      | $1642589.46    | 0.00%             | 2043-02-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17270179.44   | 0.01%             | 2033-02-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       7000000 | PA      | $8138747.22    | 0.01%             | 2043-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |         51000 | PA      | $61197.49      | 0.00%             | 2033-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      12700000 | PA      | $15227258.91   | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      21500000 | PA      | $24846460.04   | 0.02%             | 2032-02-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       6000000 | PA      | $7075752.05    | 0.00%             | 2028-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      10500000 | PA      | $11772095.83   | 0.01%             | 2043-02-22      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12217741.36   | 0.01%             | 2033-08-16      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                  | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $10760395.66   | 0.01%             | 2029-02-16      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3500000 | PA      | $4819707.87    | 0.00%             | 2033-05-20      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6682186.64    | 0.00%             | 2035-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8385202.98    | 0.01%             | 2031-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9300602.90    | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      15000000 | PA      | $17599618.80   | 0.01%             | 2030-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT Netherlands Finance BV                                                       | BAT NETHERLANDS                | CUSIP: N/A<br>LEI: 2138009B37VJ9VOWAO51       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2513153.44    | 0.00%             | 2031-02-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |       4988000 | PA      | $6361852.43    | 0.00%             | 2033-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      12000000 | PA      | $14182729.28   | 0.01%             | 2031-08-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                      | TELIA CO AB                    | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |       3630000 | PA      | $4273483.87    | 0.00%             | 2032-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |       7600000 | PA      | $10351303.23   | 0.01%             | 2028-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |       4500000 | PA      | $5415804.13    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                     | CUSIP: N/A<br>LEI: 2549007CRZ2NT7S96A24       | Long             | DBT              | CORP              | AU        |       4185000 | PA      | $5133914.12    | 0.00%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        950000 | PA      | $1140180.85    | 0.00%             | 2034-11-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $3348739.40    | 0.00%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      11000000 | PA      | $13937864.22   | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |       8100000 | PA      | $11256410.80   | 0.01%             | 2030-12-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       3500000 | PA      | $4133339.05    | 0.00%             | 2028-05-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |       7300000 | PA      | $8824540.05    | 0.01%             | 2031-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                                                | WOLTERS KLUWER N               | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5904983.67    | 0.00%             | 2031-04-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $12279664.29   | 0.01%             | 2034-02-28      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2602192.38    | 0.00%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      14853000 | PA      | $19821219.95   | 0.01%             | 2029-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       2100000 | PA      | $2888040.44    | 0.00%             | 2028-06-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $12014357.26   | 0.01%             | 2029-03-02      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      13800000 | PA      | $16317038.32   | 0.01%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3599294.75    | 0.00%             | 2035-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3600815.45    | 0.00%             | 2029-03-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                          | BASF SE                        | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $12152405.45   | 0.01%             | 2032-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                      | PANDORA A/S                    | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | DBT              | CORP              | DK        |      11535000 | PA      | $13764941.43   | 0.01%             | 2028-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      10800000 | PA      | $12970282.30   | 0.01%             | 2029-09-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5934887.68    | 0.00%             | 2030-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      22000000 | PA      | $27104356.94   | 0.02%             | 2032-03-10      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |       2500000 | PA      | $3028646.73    | 0.00%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      19000000 | PA      | $22611983.08   | 0.02%             | 2029-03-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      12500000 | PA      | $14838045.15   | 0.01%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      11380000 | PA      | $13612763.52   | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       4500000 | PA      | $6262334.52    | 0.00%             | 2029-03-14      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12142697.02   | 0.01%             | 2029-06-07      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                       | ANGLO AMERICAN                 | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6197780.51    | 0.00%             | 2031-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                   | VAR ENERGI ASA                 | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $6150034.68    | 0.00%             | 2029-05-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5982096.56    | 0.00%             | 2035-03-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      12500000 | PA      | $14992880.35   | 0.01%             | 2030-09-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                                        | NESTE                          | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |       7000000 | PA      | $8462793.90    | 0.01%             | 2033-03-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Siemens Energy Finance BV                                                        | SIEMENS ENER FIN               | CUSIP: N/A<br>LEI: 529900GXHPSHYHBLHP23       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5996541.25    | 0.00%             | 2029-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Ltd                                                                 | CPUK FINANCE                   | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |       1000000 | PA      | $1369050.97    | 0.00%             | 2027-08-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5987707.19    | 0.00%             | 2029-03-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      13000000 | PA      | $15540022.98   | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CU6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       5598000 | PA      | $6667307.93    | 0.00%             | 2029-04-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       4000000 | PA      | $4884231.90    | 0.00%             | 2033-05-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                       | FORTUM OYJ                     | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5946622.41    | 0.00%             | 2028-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7150908.11    | 0.00%             | 2028-04-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Gas Transmission PLC                                                    | NATL GAS TRANSM                | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |       6900000 | PA      | $8291947.25    | 0.01%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       8000000 | PA      | $9481212.57    | 0.01%             | 2029-04-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       3700000 | PA      | $4726371.90    | 0.00%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                              | SWEDBANK HYPOTEK               | CUSIP: N/A<br>LEI: 549300TJREQ7GHIXWR36       | Long             | DBT              | CORP              | SE        |      20000000 | PA      | $23573183.51   | 0.02%             | 2028-07-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $11331394.66   | 0.01%             | 2033-04-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales SA                                         | ACCIONA FILIALES               | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |       2500000 | PA      | $2933665.91    | 0.00%             | 2030-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      12630000 | PA      | $15927882.34   | 0.01%             | 2043-07-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                    | CUSIP: N/A<br>LEI: QXZYQNMR4JZ5RIRN4T31       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9552260.63    | 0.01%             | 2030-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       4500000 | PA      | $5089588.03    | 0.00%             | 2038-04-14      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT F               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |      11000000 | PA      | $13251565.71   | 0.01%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hera SpA                                                                         | HERA SPA                       | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | DBT              | CORP              | IT        |       3400000 | PA      | $4101441.27    | 0.00%             | 2033-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Raiffeisenlandesbank Niederoesterreich-Wien AG                                   | RAIFF LB NIEDER                | CUSIP: N/A<br>LEI: 529900GPOO9ISPD1EE83       | Long             | DBT              | CORP              | AT        |      17000000 | PA      | $20092205.79   | 0.01%             | 2028-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $16737975.90   | 0.01%             | 2029-04-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      22000000 | PA      | $26469541.80   | 0.02%             | 2028-10-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |       9000000 | PA      | $10781918.52   | 0.01%             | 2033-04-26      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |      10700000 | PA      | $12660422.37   | 0.01%             | 2030-04-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |       8500000 | PA      | $10859971.74   | 0.01%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sika Capital BV                                                                  | SIKA CAPITAL BV                | CUSIP: N/A<br>LEI: 549300QW8B2Z3FSBS808       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $13072824.73   | 0.01%             | 2030-05-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                      | NN GROUP NV                    | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | DBT              | CORP              | NL        |       7500000 | PA      | $9703563.96    | 0.01%             | 2043-11-03      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GD5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3525106.24    | 0.00%             | 2031-08-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                             | VOLKSWAGEN BANK                | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |      11000000 | PA      | $13280112.62   | 0.01%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6135632.24    | 0.00%             | 2031-05-10      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      12000000 | PA      | $14329854.24   | 0.01%             | 2028-05-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      23000000 | PA      | $27396376.59   | 0.02%             | 2028-05-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       5500000 | PA      | $6570752.71    | 0.00%             | 2030-05-12      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8482355.94    | 0.01%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7110062.99    | 0.00%             | 2028-11-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |      10400000 | PA      | $12381728.62   | 0.01%             | 2033-05-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      23000000 | PA      | $28453343.32   | 0.02%             | 2033-05-23      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |       7700000 | PA      | $11158445.63   | 0.01%             | 2033-05-16      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3678017.19    | 0.00%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                           | DAIMLER TRUCK                  | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4765824.73    | 0.00%             | 2029-06-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inchcape PLC                                                                     | INCHCAPE PLC                   | CUSIP: N/A<br>LEI: 213800RGEH1MPPNM2T57       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $5533766.32    | 0.00%             | 2028-06-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                         | TELE2 AB                       | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |       2000000 | PA      | $2371786.40    | 0.00%             | 2029-11-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      11000000 | PA      | $13342481.54   | 0.01%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Australia Pacific Airports Melbourne Pty Ltd                                     | AUSTRALIA PACI                 | CUSIP: N/A<br>LEI: 549300AO4NFQPL3JBB37       | Long             | DBT              | CORP              | AU        |       7000000 | PA      | $8467526.87    | 0.01%             | 2033-05-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      25000000 | PA      | $30867274.30   | 0.02%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                  | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5834415.05    | 0.00%             | 2033-05-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teollisuuden Voima Oyj                                                           | TEOLLISUUDEN VOI               | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $6116985.88    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       9700000 | PA      | $11900887.23   | 0.01%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      15000000 | PA      | $18591816.96   | 0.01%             | 2030-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3452492.30    | 0.00%             | 2035-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 47837RAG5<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      11020000 | PA      | $13293401.80   | 0.01%             | 2035-05-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      49620000 | PA      | $57999160.43   | 0.04%             | 2030-07-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      44173000 | PA      | $51622208.66   | 0.04%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      17500000 | PA      | $21328071.47   | 0.01%             | 2033-08-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Ferrovie dello Stato Italiane SpA                                                | FERROVIE DEL                   | CUSIP: N/A<br>LEI: 549300J4SXC5ALCJM731       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $8666350.52    | 0.01%             | 2033-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                           | SUMISHO AIR LEAS               | CUSIP: 00912XBN3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       2900000 | PA      | $3380447.89    | 0.00%             | 2030-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Danfoss Finance II BV                                                            | DANFOSS FIN 2 BV               | CUSIP: N/A<br>LEI: 549300NZCU7GI52SSK89       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7199628.19    | 0.00%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank Corporate Markets PLC                                                | LLOYDS BANK                    | CUSIP: N/A<br>LEI: 213800MBWEIJDM5CU638       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5938860.48    | 0.00%             | 2027-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        |       3810000 | PA      | $4543792.67    | 0.00%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                   | STORA ENSO OYJ                 | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |       8727000 | PA      | $10455394.48   | 0.01%             | 2029-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6689616.39    | 0.00%             | 2038-05-25      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3546097.44    | 0.00%             | 2030-06-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |      14200000 | PA      | $16132962.44   | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Robert Bosch GmbH                                                                | ROBERT BOSCH                   | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8216898.44    | 0.01%             | 2035-06-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                       | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $3062766.79    | 0.00%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      19000000 | PA      | $23596369.78   | 0.02%             | 2034-05-30      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $10057935.14   | 0.01%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |      20000000 | PA      | $23528206.91   | 0.02%             | 2028-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                     | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |       2000000 | PA      | $2324474.47    | 0.00%             | 2033-06-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                         | UNIVERSAL MUSIC                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5926090.00    | 0.00%             | 2031-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       4333000 | PA      | $5133346.08    | 0.00%             | 2031-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: N/A<br>LEI: MYF1DAS6G5WY7PRWCU78       | Long             | DBT              | CORP              | US        |       4400000 | PA      | $5137872.20    | 0.00%             | 2033-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      12500000 | PA      | $14573315.26   | 0.01%             | 2033-06-07      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $6017334.81    | 0.00%             | 2032-06-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      16500000 | PA      | $19469468.62   | 0.01%             | 2029-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |       3000000 | PA      | $3509460.91    | 0.00%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Enexis Holding NV                                                                | ENEXIS HOLDING                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5836764.11    | 0.00%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      12900000 | PA      | $15054430.49   | 0.01%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12095186.51   | 0.01%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      10000000 | PA      | $12022117.43   | 0.01%             | 2033-09-13      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| OP Corporate Bank plc                                                            | OP CORPORATE BK                | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11935624.14   | 0.01%             | 2028-06-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |       4586000 | PA      | $5614900.60    | 0.00%             | 2035-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3659502.28    | 0.00%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Eika Boligkreditt AS                                                             | EIKA BOLIGKREDIT               | CUSIP: N/A<br>LEI: 549300T7MMTBQXCJOQ79       | Long             | DBT              | CORP              | NO        |       2500000 | PA      | $2928966.32    | 0.00%             | 2033-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                      | AUTOSTRADE PER L               | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $11273335.97   | 0.01%             | 2033-06-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $12196355.11   | 0.01%             | 2030-06-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $12145182.81   | 0.01%             | 2033-09-21      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2985395.69    | 0.00%             | 2031-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |      10561000 | PA      | $13265422.44   | 0.01%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                       | PENSION INS                    | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |       2300000 | PA      | $3336393.51    | 0.00%             | 2033-11-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |      11900000 | PA      | $15658811.09   | 0.01%             | 2036-06-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5945976.90    | 0.00%             | 2027-06-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $6195606.91    | 0.00%             | 2031-07-04      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |       7509000 | PA      | $9196366.93    | 0.01%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                      | ABERTIS INFRAEST               | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |       6000000 | PA      | $7135292.70    | 0.00%             | 2028-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5824044.68    | 0.00%             | 2033-07-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       6769000 | PA      | $8323617.83    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2511364.33    | 0.00%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |       4808078 | PA      | $5738376.64    | 0.00%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                       | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |       3420000 | PA      | $4182646.80    | 0.00%             | 2030-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      63947000 | PA      | $74437538.81   | 0.05%             | 2033-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |       9941000 | PA      | $11918348.29   | 0.01%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4709976.37    | 0.00%             | 2033-07-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $20611859.75   | 0.01%             | 2030-12-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12140313.34   | 0.01%             | 2029-07-19      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      26500000 | PA      | $31620810.57   | 0.02%             | 2028-07-19      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       2000000 | PA      | $2527380.66    | 0.00%             | 2034-07-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                     | DS SMITH PLC                   | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6035937.74    | 0.00%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |       5800000 | PA      | $6922133.08    | 0.00%             | 2030-07-24      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $5933265.11    | 0.00%             | 2028-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657AU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5915218.48    | 0.00%             | 2027-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution South West PLC                            | NAT GRD ELCT SW                | CUSIP: N/A<br>LEI: 549300UY9FEOG85HFK93       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7610622.01    | 0.01%             | 2041-07-31      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       1176000 | PA      | $1430358.03    | 0.00%             | 2034-08-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       4600000 | PA      | $5568665.22    | 0.00%             | 2033-08-17      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |       2500000 | PA      | $3461983.37    | 0.00%             | 2028-08-23      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |       4314000 | PA      | $5939471.32    | 0.00%             | 2028-10-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |       3200000 | PA      | $3916192.21    | 0.00%             | 2030-08-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                             | MOLNLYCKE HLD                  | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $8369253.31    | 0.01%             | 2028-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       3500000 | PA      | $4155473.37    | 0.00%             | 2027-08-31      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Co                                                            | EAST JAPAN RAIL                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |       6000000 | PA      | $7211667.72    | 0.00%             | 2032-09-05      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      27000000 | PA      | $32210632.44   | 0.02%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      18000000 | PA      | $21200686.35   | 0.01%             | 2033-08-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      18570000 | PA      | $23447327.81   | 0.02%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $9625176.19    | 0.01%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                              | VOLKSWAGEN INTFN               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $14378445.92   | 0.01%             | 2079-12-31      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                             | SARTORIUS FIN                  | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $10882087.05   | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                             | SARTORIUS FIN                  | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $6128196.58    | 0.00%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12134173.98   | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      17000000 | PA      | $20873176.71   | 0.01%             | 2029-09-08      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                          | IMCD NV                        | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $6015932.88    | 0.00%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: N/A<br>LEI: B6Q2VFHD1797Q7NZ3E43       | Long             | DBT              | CORP              | US        |       5750000 | PA      | $7887683.11    | 0.01%             | 2030-09-06      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                    | ASSA ABLOY AB                  | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | DBT              | CORP              | SE        |       5385000 | PA      | $6440268.95    | 0.00%             | 2030-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       2200000 | PA      | $2673781.84    | 0.00%             | 2048-09-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $13701590.31   | 0.01%             | 2028-10-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lseg Netherlands BV                                                              | LSEG NTHRLND BV                | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4833907.68    | 0.00%             | 2030-09-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      15455000 | PA      | $18028613.76   | 0.01%             | 2038-09-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      15000000 | PA      | $18970658.76   | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5933466.39    | 0.00%             | 2033-09-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2623658.81    | 0.00%             | 2038-12-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      10500000 | PA      | $12730245.19   | 0.01%             | 2028-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EB1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $7151697.06    | 0.00%             | 2031-09-14      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services NV                                                 | VOLKSWAGEN FIN                 | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $3455520.83    | 0.00%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                | CUSIP: N/A<br>LEI: 549300EAEU8YV8MQXP30       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $6864650.31    | 0.00%             | 2032-09-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Manchester Airport Group Funding PLC                                             | MANCHESTER AGF                 | CUSIP: N/A<br>LEI: 2138006NA5VAMMBK3892       | Long             | DBT              | CORP              | GB        |       1577000 | PA      | $2068244.03    | 0.00%             | 2041-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6139876.74    | 0.00%             | 2031-09-21      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR               | CUSIP: N/A<br>LEI: 529900M039WCPES03P17       | Long             | DBT              | NUSS              | CA        |      10500000 | PA      | $12339157.18   | 0.01%             | 2029-01-25      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |       2300000 | PA      | $3232933.59    | 0.00%             | 2053-11-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                              | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |      25000000 | PA      | $30481894.69   | 0.02%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      22000000 | PA      | $27342910.63   | 0.02%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                    | AIB GROUP PLC                  | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      10000000 | PA      | $12555511.87   | 0.01%             | 2031-10-23      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      12500000 | PA      | $14791713.86   | 0.01%             | 2027-08-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sandoz Finance BV                                                                | SANDOZ FINANCE                 | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $3047058.36    | 0.00%             | 2033-11-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                   | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |       5000000 | PA      | $6063962.15    | 0.00%             | 2029-11-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      27912000 | PA      | $34462795.96   | 0.02%             | 2031-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      13508000 | PA      | $17030393.13   | 0.01%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EPH Financing International AS                                                   | EPH FIN INTL AS                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |       6500000 | PA      | $8060088.34    | 0.01%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      25000000 | PA      | $30487933.12   | 0.02%             | 2031-11-13      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $12009978.37   | 0.01%             | 2028-11-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2999870.02    | 0.00%             | 2028-09-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg SA                                       | HEIDELBERG MATR                | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |      14000000 | PA      | $17459184.34   | 0.01%             | 2033-11-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      17700000 | PA      | $21497505.38   | 0.01%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      14000000 | PA      | $16764789.81   | 0.01%             | 2030-11-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       9000000 | PA      | $10911112.70   | 0.01%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Places For People Treasury PLC                                                   | PLACES FOR PPL                 | CUSIP: N/A<br>LEI: 213800B9U45TFBXW5K67       | Long             | DBT              | CORP              | GB        |       2900000 | PA      | $3773871.20    | 0.00%             | 2041-12-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12275791.25   | 0.01%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11934012.72   | 0.01%             | 2031-02-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      11000000 | PA      | $13058037.45   | 0.01%             | 2035-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      20000000 | PA      | $23852162.39   | 0.02%             | 2030-11-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       6300000 | PA      | $7451296.47    | 0.01%             | 2034-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                    | JDE PEET'S NV                  | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5946455.17    | 0.00%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BW3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       3077000 | PA      | $4225259.88    | 0.00%             | 2031-12-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       4614000 | PA      | $6014563.03    | 0.00%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                      | MEDIOBANCA SPA                 | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | DBT              | CORP              | IT        |      13000000 | PA      | $15589212.99   | 0.01%             | 2030-02-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      11500000 | PA      | $15692811.91   | 0.01%             | 2029-12-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7981937.68    | 0.01%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: N/A<br>LEI: 635400MMSOCXNNNZDZ82       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5932873.11    | 0.00%             | 2031-12-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2716691.91    | 0.00%             | 2027-12-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |       4478000 | PA      | $5278423.13    | 0.00%             | 2028-12-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      17000000 | PA      | $20564967.50   | 0.01%             | 2033-01-31      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $10618608.45   | 0.01%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sovereign Housing Capital PLC                                                    | SOV HOUSING CAP                | CUSIP: N/A<br>LEI: 213800L5VZHLHFDW4I46       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1159453.33    | 0.00%             | 2057-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      15000000 | PA      | $17819773.18   | 0.01%             | 2032-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       4200000 | PA      | $4923656.01    | 0.00%             | 2031-01-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11807850.07   | 0.01%             | 2029-07-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       4000000 | PA      | $4638210.98    | 0.00%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1172609.06    | 0.00%             | 2054-01-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      25300000 | PA      | $29713071.27   | 0.02%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5840022.75    | 0.00%             | 2028-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      32091000 | PA      | $42778314.48   | 0.03%             | 2029-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      10000000 | PA      | $11266541.71   | 0.01%             | 2034-01-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      53999000 | PA      | $72359596.13   | 0.05%             | 2028-10-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              | CORP              | N/A       |      18000000 | PA      | $24043346.14   | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      14000000 | PA      | $15905538.80   | 0.01%             | 2034-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      10600000 | PA      | $12567067.88   | 0.01%             | 2029-01-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      14000000 | PA      | $15783365.39   | 0.01%             | 2034-01-11      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      17000000 | PA      | $19388062.22   | 0.01%             | 2044-01-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADH5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       5200000 | PA      | $6147327.49    | 0.00%             | 2029-05-08      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADJ1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7083048.16    | 0.00%             | 2032-05-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       7900000 | PA      | $9168470.14    | 0.01%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11855612.92   | 0.01%             | 2028-01-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       2500000 | PA      | $2939354.29    | 0.00%             | 2029-01-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       3600000 | PA      | $4208578.44    | 0.00%             | 2034-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11636541.82   | 0.01%             | 2036-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                         | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7254153.48    | 0.00%             | 2044-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      15000000 | PA      | $17756332.72   | 0.01%             | 2032-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                              | EDP SERVICIOS                  | CUSIP: N/A<br>LEI: 5299003GHAFB78O1NU77       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3529809.88    | 0.00%             | 2030-07-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $12059654.27   | 0.01%             | 2079-12-31      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $8246293.67    | 0.01%             | 2031-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6822846.04    | 0.00%             | 2031-01-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2559550.08    | 0.00%             | 2036-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OP Mortgage Bank                                                                 | OP MORTGAGE BANK               | CUSIP: N/A<br>LEI: 743700IJXAGL8TGFRC33       | Long             | DBT              | CORP              | FI        |      30380000 | PA      | $35404498.58   | 0.02%             | 2031-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      15000000 | PA      | $16225339.57   | 0.01%             | 2044-01-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enagas Financiaciones SA                                                         | ENAGAS FIN SA                  | CUSIP: N/A<br>LEI: 213800H2FQSU5E19V152       | Long             | DBT              | CORP              | ES        |        800000 | PA      | $922975.30     | 0.00%             | 2034-01-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                    | ENEL FIN INTL NV               | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6996787.72    | 0.00%             | 2035-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $6040585.39    | 0.00%             | 2034-04-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBG8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7331763.77    | 0.01%             | 2032-11-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI               | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2248301.17    | 0.00%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                         | IREN SPA                       | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | DBT              | CORP              | IT        |       2000000 | PA      | $2368889.13    | 0.00%             | 2032-07-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5875400.65    | 0.00%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      17249000 | PA      | $20704114.12   | 0.01%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      19000000 | PA      | $21584547.49   | 0.01%             | 2034-07-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |      15100000 | PA      | $17835779.88   | 0.01%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7100248.70    | 0.00%             | 2029-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       9000000 | PA      | $10579518.52   | 0.01%             | 2034-02-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11583915.37   | 0.01%             | 2034-02-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      15000000 | PA      | $17284879.40   | 0.01%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11686913.69   | 0.01%             | 2031-01-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |      15000000 | PA      | $17460367.02   | 0.01%             | 2031-02-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                      | ITALGAS SPA                    | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |       4600000 | PA      | $5375683.36    | 0.00%             | 2029-02-08      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |      12900000 | PA      | $14849129.48   | 0.01%             | 2034-02-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      17000000 | PA      | $20628953.70   | 0.01%             | 2036-02-08      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CT4<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       3734000 | PA      | $4379877.53    | 0.00%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      19948000 | PA      | $23733649.02   | 0.02%             | 2030-02-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $13362168.98   | 0.01%             | 2029-02-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       3000000 | PA      | $3549913.44    | 0.00%             | 2035-02-12      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                                                          | EXOR NV                        | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | DBT              | CORP              | NL        |       5636000 | PA      | $6550121.00    | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KONINKLIJKE KPN                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $12765106.22   | 0.01%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      10000000 | PA      | $11998113.94   | 0.01%             | 2034-05-14      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5995141.68    | 0.00%             | 2032-02-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Land Securities Capital Markets PLC                                              | LAND SECURITIES                | CUSIP: N/A<br>LEI: 213800ZNMO2OSVLXAK89       | Long             | DBT              | CORP              | GB        |       1500000 | PA      | $1985706.62    | 0.00%             | 2031-09-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      12778000 | PA      | $17188470.35   | 0.01%             | 2029-02-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $7076800.58    | 0.00%             | 2031-05-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc                                                     | ALIMEN COUCHE                  | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |      12000000 | PA      | $13879481.20   | 0.01%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      25106000 | PA      | $28926793.03   | 0.02%             | 2034-02-14      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                      | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |      14000000 | PA      | $16325266.21   | 0.01%             | 2031-02-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       8000000 | PA      | $9433723.88    | 0.01%             | 2034-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E41<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       3300000 | PA      | $3911543.96    | 0.00%             | 2030-02-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9084471.09    | 0.01%             | 2037-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Finance Netherlands BV                                                  | UNILEVER FINANCE               | CUSIP: N/A<br>LEI: 549300SWJ4YK4LLNT176       | Long             | DBT              | CORP              | NL        |      11000000 | PA      | $12825884.61   | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |      14500000 | PA      | $17061336.58   | 0.01%             | 2034-02-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Statnett SF                                                                      | STATNETT SF                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXHAI017       | Long             | DBT              | CORP              | NO        |       6000000 | PA      | $6831208.05    | 0.00%             | 2036-02-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |      12000000 | PA      | $14143180.57   | 0.01%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      17000000 | PA      | $18311463.86   | 0.01%             | 2044-02-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                             | SIEMENS FINAN                  | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $15746840.71   | 0.01%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |       2400000 | PA      | $2834238.65    | 0.00%             | 2029-05-29      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5934385.35    | 0.00%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGU2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      12800000 | PA      | $14870107.73   | 0.01%             | 2032-06-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       9700000 | PA      | $11103023.94   | 0.01%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      29784000 | PA      | $35557092.33   | 0.02%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      15000000 | PA      | $17048898.35   | 0.01%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Securitas Treasury Ireland DAC                                                   | SECURITAS TREASU               | CUSIP: N/A<br>LEI: 635400BJYMDVAXBPJ960       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5941235.36    | 0.00%             | 2030-02-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |      23000000 | PA      | $26822191.13   | 0.02%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leasys SpA                                                                       | LEASYS SPA                     | CUSIP: N/A<br>LEI: 5493009CCXH3RNCA7U43       | Long             | DBT              | CORP              | IT        |       9000000 | PA      | $10674772.17   | 0.01%             | 2028-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Omnicom Finance Holdings PLC                                                     | OMNICOM FIN HOL                | CUSIP: 681919BE5<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5799586.99    | 0.00%             | 2032-03-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBB3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5843280.80    | 0.00%             | 2032-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $3964353.03    | 0.00%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ellevio AB                                                                       | ELLEVIO AB                     | CUSIP: N/A<br>LEI: 635400VVAMAJWNK9IT79       | Long             | DBT              | CORP              | SE        |       7000000 | PA      | $8382578.93    | 0.01%             | 2034-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4300000 | PA      | $4550464.38    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      10000000 | PA      | $11674542.25   | 0.01%             | 2031-03-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                             | ANGLIAN WAT FIN                | CUSIP: N/A<br>LEI: 213800DL377MH46PDY63       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2932227.18    | 0.00%             | 2043-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                    | TRANSURBAN FIN                 | CUSIP: N/A<br>LEI: 54930081LPJMUMEA6E57       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $7033949.93    | 0.00%             | 2032-03-12      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| RELX Finance BV                                                                  | RELX FINANCE                   | CUSIP: N/A<br>LEI: 54930086P8MBY4IN4E29       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2864988.03    | 0.00%             | 2033-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Statkraft AS                                                                     | STATKRAFT AS                   | CUSIP: N/A<br>LEI: 529900TH4OAW7WYG1777       | Long             | DBT              | CORP              | NO        |       3500000 | PA      | $4010452.93    | 0.00%             | 2039-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      10000000 | PA      | $13514808.36   | 0.01%             | 2028-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | AHOLD DELHAIZE                 | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8162758.80    | 0.01%             | 2036-03-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      20000000 | PA      | $23571704.71   | 0.02%             | 2029-02-16      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      14212000 | PA      | $16550201.36   | 0.01%             | 2034-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| easyJet PLC                                                                      | EASYJET PLC                    | CUSIP: N/A<br>LEI: 2138001S47XKWIB7TH90       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7000976.24    | 0.00%             | 2031-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      12000000 | PA      | $13752449.58   | 0.01%             | 2036-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5835030.63    | 0.00%             | 2034-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                     | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |       4200000 | PA      | $4930500.39    | 0.00%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11207629.19   | 0.01%             | 2036-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $9403529.65    | 0.01%             | 2035-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      15000000 | PA      | $17774817.70   | 0.01%             | 2030-03-21      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      15424000 | PA      | $18120514.96   | 0.01%             | 2035-03-21      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       6500000 | PA      | $7444297.82    | 0.01%             | 2044-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      22000000 | PA      | $25799218.58   | 0.02%             | 2034-03-21      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CBRE Open-Ended Funds SCA SICAV-SIF                                              | CBRE OPEN-ENDED                | CUSIP: N/A<br>LEI: 529900J5H3JGJ83AUZ88       | Long             | DBT              | CORP              | LU        |       1400000 | PA      | $1692651.12    | 0.00%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       4800000 | PA      | $6252029.90    | 0.00%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       7000000 | PA      | $8345441.37    | 0.01%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      15850000 | PA      | $18669070.43   | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cepsa Finance SA                                                                 | CEPSA FINANCE SA               | CUSIP: N/A<br>LEI: 959800QEUH8V5SPPCB45       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4728188.13    | 0.00%             | 2031-04-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      11182000 | PA      | $13118985.57   | 0.01%             | 2029-04-11      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: N/A<br>LEI: 549300HOF34RGOJ5YL07       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9491107.84    | 0.01%             | 2029-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |       9500000 | PA      | $11267378.00   | 0.01%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |       8000000 | PA      | $9220123.40    | 0.01%             | 2034-04-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $11733163.70   | 0.01%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                  | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      12000000 | PA      | $16678956.41   | 0.01%             | 2034-12-10      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK               | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |       7500000 | PA      | $8883862.38    | 0.01%             | 2031-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $9567260.81    | 0.01%             | 2034-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                           | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5572455.26    | 0.00%             | 2044-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $13418857.81   | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                      | TDC NET AS                     | CUSIP: N/A<br>LEI: 549300SH2G3R15Y3FX20       | Long             | DBT              | CORP              | DK        |       1500000 | PA      | $1827561.64    | 0.00%             | 2029-08-02      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                   | EQUITABLE BANK                 | CUSIP: N/A<br>LEI: 5493004QI4QQE17ETY06       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $11804784.50   | 0.01%             | 2027-05-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CY8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       5600000 | PA      | $6589516.73    | 0.00%             | 2030-10-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CZ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       3937000 | PA      | $4564019.25    | 0.00%             | 2034-04-23      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Achmea BV                                                                        | ACHMEA BV                      | CUSIP: N/A<br>LEI: 7245007QUMI1FHIQV531       | Long             | DBT              | CORP              | NL        |      10900000 | PA      | $13642117.38   | 0.01%             | 2044-11-02      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       2800000 | PA      | $3293872.07    | 0.00%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      11000000 | PA      | $13185432.19   | 0.01%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Werfen SA/Spain                                                                  | WERFEN SA/SPAIN                | CUSIP: N/A<br>LEI: 9598003BHZ02SG7LKD16       | Long             | DBT              | CORP              | ES        |       9000000 | PA      | $10775508.98   | 0.01%             | 2030-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SP-Kiinnitysluottopankki Oyj                                                     | SP KIINNITYSLUO                | CUSIP: N/A<br>LEI: 7437001BISR7R2A9KX89       | Long             | DBT              | CORP              | FI        |       5000000 | PA      | $5869855.16    | 0.00%             | 2031-05-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       4338000 | PA      | $5057998.86    | 0.00%             | 2034-05-02      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Roche Finance Europe BV                                                          | ROCHE FINANCE EU               | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |       4550000 | PA      | $4983464.95    | 0.00%             | 2044-05-03      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      12000000 | PA      | $14273407.80   | 0.01%             | 2035-05-08      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      70400000 | PA      | $81902184.56   | 0.06%             | 2032-03-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |       7000000 | PA      | $8316591.65    | 0.01%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: N/A<br>LEI: 549300FKDIB7OJMBSP83       | Long             | DBT              | NUSS              | CA        |      21761000 | PA      | $25394574.14   | 0.02%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |       7900000 | PA      | $9289288.60    | 0.01%             | 2044-05-26      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      15370000 | PA      | $18456188.95   | 0.01%             | 2034-08-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9521174.87    | 0.01%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8042083.09    | 0.01%             | 2034-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      20000000 | PA      | $23008538.30   | 0.02%             | 2034-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11485464.94   | 0.01%             | 2034-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                             | AMCOR UK FINANCE               | CUSIP: 0234EVAB7<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $7031269.08    | 0.00%             | 2032-05-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CY8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5847555.82    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CZ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       7400000 | PA      | $8496855.68    | 0.01%             | 2036-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DA9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       7600000 | PA      | $8287138.23    | 0.01%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EPH Financing International AS                                                   | EPH FIN INTL AS                | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |       5000000 | PA      | $6186265.25    | 0.00%             | 2029-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397F24<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2366122.60    | 0.00%             | 2028-11-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |      30100000 | PA      | $35151570.78   | 0.02%             | 2031-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co XI LLC                                                      | KKR GROUP                      | CUSIP: N/A<br>LEI: 549300ZNBIV68L4CNT87       | Long             | DBT              | CORP              | US        |     500000000 | PA      | $3091507.14    | 0.00%             | 2029-05-30      | Fixed         | 1.56%                 | Yes           |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308BB4<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       5150000 | PA      | $6058032.15    | 0.00%             | 2028-05-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308BC2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      11000000 | PA      | $12821859.23   | 0.01%             | 2032-05-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       6400000 | PA      | $7439710.91    | 0.01%             | 2032-05-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       5700000 | PA      | $6463715.29    | 0.00%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6494330.69    | 0.00%             | 2044-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |       2700000 | PA      | $2751810.77    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      10000000 | PA      | $12046442.49   | 0.01%             | 2030-05-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Mondi Finance PLC                                                                | MONDI FINANCE PL               | CUSIP: N/A<br>LEI: 213800BJV32JT6IRCS96       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5774604.10    | 0.00%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       9500000 | PA      | $11183976.22   | 0.01%             | 2031-11-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9189469.55    | 0.01%             | 2036-11-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swisscom Finance BV                                                              | SWISSCOM FIN                   | CUSIP: N/A<br>LEI: 549300L41E8X8K71RV25       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2754106.89    | 0.00%             | 2044-05-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Clarion Funding PLC                                                              | CLARION FND PLC                | CUSIP: N/A<br>LEI: 213800BLOAKXC1BXLJ29       | Long             | DBT              | CORP              | GB        |       1191000 | PA      | $1358861.23    | 0.00%             | 2057-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Redexis SA                                                                       | REDEXIS SA                     | CUSIP: N/A<br>LEI: 635400DYWVUY8IC5MR90       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5929088.09    | 0.00%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAR1<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7051845.51    | 0.00%             | 2032-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      17233000 | PA      | $20176992.16   | 0.01%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH INDUSTRIAL N               | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7036151.93    | 0.00%             | 2031-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sagax AB                                                                         | SAGAX AB                       | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |       2285000 | PA      | $2728145.61    | 0.00%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | AKER BP ASA                    | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |       4000000 | PA      | $4713928.29    | 0.00%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCJ7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       5250000 | PA      | $6236553.38    | 0.00%             | 2030-05-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3540735.03    | 0.00%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       5500000 | PA      | $6497424.37    | 0.00%             | 2030-05-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      13000000 | PA      | $15739410.33   | 0.01%             | 2036-05-31      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L               | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |       8300000 | PA      | $9987803.60    | 0.01%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diageo Finance PLC                                                               | DIAGEO FIN PLC                 | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5632225.13    | 0.00%             | 2035-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       2258000 | PA      | $2683581.57    | 0.00%             | 2029-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BW5<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       4750000 | PA      | $5569919.57    | 0.00%             | 2036-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BY1<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       2953000 | PA      | $3197086.76    | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                             | MOLNLYCKE HLD                  | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |       4000000 | PA      | $4754741.25    | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      13500000 | PA      | $15655937.85   | 0.01%             | 2034-05-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      13000000 | PA      | $15450499.92   | 0.01%             | 2030-06-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       4278000 | PA      | $5055652.95    | 0.00%             | 2029-06-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $13696324.21   | 0.01%             | 2029-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7107193.42    | 0.00%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITV PLC                                                                          | ITV PLC                        | CUSIP: N/A<br>LEI: ZLECI7ED2QMWFGYCXZ59       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5889645.83    | 0.00%             | 2032-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Redeia Corp SA                                                                   | RED ELECTRICA                  | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | DBT              | CORP              | ES        |       6100000 | PA      | $7032806.88    | 0.00%             | 2032-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                 | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $3013468.70    | 0.00%             | 2051-06-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5895437.20    | 0.00%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11693265.48   | 0.01%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| K+S AG                                                                           | K+S AG                         | CUSIP: N/A<br>LEI: 529900YURAYD4IJX2J91       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $7150407.43    | 0.00%             | 2029-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                 | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3779708.89    | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                         | GRAND CITY PROP                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |       2400000 | PA      | $2872983.45    | 0.00%             | 2030-01-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       2780000 | PA      | $3741612.57    | 0.00%             | 2029-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: N/A<br>LEI: E0KSF7PFQ210NWI8Z391       | Long             | DBT              | CORP              | US        |      13000000 | PA      | $15256052.92   | 0.01%             | 2032-07-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      12300000 | PA      | $14585431.10   | 0.01%             | 2031-07-09      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |      17500000 | PA      | $20675231.18   | 0.01%             | 2031-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       6000000 | PA      | $7013112.95    | 0.00%             | 2034-07-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: N/A<br>LEI: 549300HTGDOVDU6OGK19       | Long             | DBT              | CORP              | N/A       |      15607000 | PA      | $18113031.65   | 0.01%             | 2031-07-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      14723000 | PA      | $19542147.03   | 0.01%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      21000000 | PA      | $24896215.33   | 0.02%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |       6000000 | PA      | $6775163.69    | 0.00%             | 2039-07-23      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      12400000 | PA      | $16645284.28   | 0.01%             | 2054-09-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      20000000 | PA      | $23602656.20   | 0.02%             | 2032-07-24      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11791562.16   | 0.01%             | 2031-08-05      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: N/A<br>LEI: 549300C3HATU4Q460S18       | Long             | DBT              | CORP              | US        |       5200000 | PA      | $6068956.10    | 0.00%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DX5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5269104.38    | 0.00%             | 2053-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                                           | CIE DE ST GOBAIN               | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | DBT              | CORP              | FR        |      12000000 | PA      | $13569432.06   | 0.01%             | 2036-08-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAY8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       9100000 | PA      | $10478192.73   | 0.01%             | 2032-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11894857.42   | 0.01%             | 2036-08-08      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck KGaA                                                                       | MERCK                          | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3486658.19    | 0.00%             | 2054-08-27      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| OMV AG                                                                           | OMV AG                         | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |       6000000 | PA      | $6997171.50    | 0.00%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      49000000 | PA      | $55185546.74   | 0.04%             | 2034-08-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pearson Funding PLC                                                              | PEARSON FUNDING                | CUSIP: N/A<br>LEI: 2138001ZJKQ5U81RMY52       | Long             | DBT              | CORP              | GB        |       2000000 | PA      | $2566586.25    | 0.00%             | 2034-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      12500000 | PA      | $14389194.56   | 0.01%             | 2031-08-28      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BMW International Investment BV                                                  | BMW INTL INV BV                | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |      10250000 | PA      | $11617108.97   | 0.01%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |      35000000 | PA      | $40535562.17   | 0.03%             | 2029-08-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       2701000 | PA      | $3195577.28    | 0.00%             | 2032-09-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |       5792000 | PA      | $6602552.89    | 0.00%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELM BV for Julius Baer Group Ltd                                                 | ELM BV FOR JULIU               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7088743.64    | 0.00%             | 2029-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5772534.37    | 0.00%             | 2035-09-03      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5731576.34    | 0.00%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3709409.58    | 0.00%             | 2041-12-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |       8000000 | PA      | $9344264.55    | 0.01%             | 2032-09-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BG5<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $4057164.08    | 0.00%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: N/A<br>LEI: 5493002F0SC4JTBU5137       | Long             | DBT              | CORP              | US        |       3500000 | PA      | $3998012.54    | 0.00%             | 2036-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |       1900000 | PA      | $2544789.61    | 0.00%             | 2029-10-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397F40<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       9200000 | PA      | $12357386.11   | 0.01%             | 2030-04-30      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9401571.52    | 0.01%             | 2031-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      16000000 | PA      | $18641708.93   | 0.01%             | 2036-09-03      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      20000000 | PA      | $23426639.27   | 0.02%             | 2027-09-03      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       4000000 | PA      | $4540864.25    | 0.00%             | 2036-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |      12000000 | PA      | $13839770.53   | 0.01%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Castellum AB                                                                     | CASTELLUM AB                   | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | DBT              | CORP              | SE        |       2382000 | PA      | $2809764.65    | 0.00%             | 2030-12-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                         | SNAM                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5904298.26    | 0.00%             | 2079-12-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Experian Finance PLC                                                             | EXPERIAN FINANCE               | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3395332.86    | 0.00%             | 2034-10-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kerry Group Financial Services Unltd Co                                          | KERRY GROUP FIN                | CUSIP: N/A<br>LEI: 635400SE9OHFJ8SLDG45       | Long             | DBT              | CORP              | IE        |       7000000 | PA      | $8026563.92    | 0.01%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4595840.82    | 0.00%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $9402805.73    | 0.01%             | 2032-09-16      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11685984.16   | 0.01%             | 2032-09-12      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Just Group PLC                                                                   | JUST GROUP PLC                 | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |       1900000 | PA      | $2564399.28    | 0.00%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| P3 Group Sarl                                                                    | P3 GROUP SARL                  | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5838403.11    | 0.00%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |       2780000 | PA      | $3796232.12    | 0.00%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      14500000 | PA      | $17007747.14   | 0.01%             | 2035-03-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | BANK GOSPODARSTW               | CUSIP: N/A<br>LEI: 259400BCOV9JJIGLYF05       | Long             | DBT              | NUSS              | PL        |      10800000 | PA      | $12290672.09   | 0.01%             | 2044-09-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Instituto de Credito Oficial                                                     | INSTIT CRDT OFCL               | CUSIP: N/A<br>LEI: PJQDPSI1D8J2Q1IM3G17       | Long             | DBT              | NUSS              | ES        |      25458000 | PA      | $29528032.78   | 0.02%             | 2030-10-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11700432.96   | 0.01%             | 2032-09-19      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                  | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7008406.15    | 0.00%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAP AMER               | CUSIP: N/A<br>LEI: 549300RIPPWJB5Z0FK07       | Long             | DBT              | CORP              | US        |      19000000 | PA      | $22115869.50   | 0.02%             | 2031-06-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |       6000000 | PA      | $7105209.71    | 0.00%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $8194344.30    | 0.01%             | 2030-09-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |       7200000 | PA      | $8355527.31    | 0.01%             | 2035-09-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| FCC Servicios Medio Ambiente Holding SA                                          | MEDIO AMBIENTE                 | CUSIP: N/A<br>LEI: 959800JMZW3HYQVLKG81       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5775334.70    | 0.00%             | 2031-10-08      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Iren SpA                                                                         | IREN SPA                       | CUSIP: N/A<br>LEI: 8156001EBD33FD474E60       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5786261.37    | 0.00%             | 2033-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7030395.88    | 0.00%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia SA                                                        | NATURGY FIN IBER               | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5714941.62    | 0.00%             | 2034-10-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd/London                                                              | DBS BANK LTD LDN               | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |      10000000 | PA      | $11647961.43   | 0.01%             | 2028-03-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      15488000 | PA      | $16843802.36   | 0.01%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      14000000 | PA      | $16199300.50   | 0.01%             | 2032-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II SA                                             | PROLOGIS INTL II               | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |       2800000 | PA      | $3211774.43    | 0.00%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |      15000000 | PA      | $17355245.57   | 0.01%             | 2029-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5725083.71    | 0.00%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEM9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2262533.46    | 0.00%             | 2036-09-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEN7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9746013.89    | 0.01%             | 2040-09-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHG Finance LLC                                                                  | IHG FINANCE LLC                | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11589557.10   | 0.01%             | 2031-09-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NE Property BV                                                                   | NE PROPERTY                    | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2956760.10    | 0.00%             | 2032-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Continental AG                                                                   | CONTINENTAL AG                 | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5877194.58    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                       | EASTERN POWER                  | CUSIP: N/A<br>LEI: 213800U5R8Q5KGM2KU56       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $6272134.30    | 0.00%             | 2039-10-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Autobahnen- und Schnell- strassen-Finanzierungs AG                               | ASFINAG                        | CUSIP: N/A<br>LEI: 529900B2JGN28UCEQ136       | Long             | DBT              | NUSS              | AT        |      15200000 | PA      | $17183717.54   | 0.01%             | 2034-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       1000000 | PA      | $1159437.85    | 0.00%             | 2035-01-03      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Hammerson PLC                                                                    | HAMMERSON PLC                  | CUSIP: N/A<br>LEI: 213800G1C9KKVVDN1A60       | Long             | DBT              | CORP              | GB        |       3400000 | PA      | $4422480.29    | 0.00%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | NUSS              | JP        |       9370000 | PA      | $10756662.53   | 0.01%             | 2030-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                            | TESCO CORP TREAS               | CUSIP: N/A<br>LEI: 21380018AJDKNF3A6712       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $9220198.51    | 0.01%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3452401.11    | 0.00%             | 2030-10-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |       6000000 | PA      | $6889533.98    | 0.00%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eurogrid GmbH                                                                    | EUROGRID GMBH                  | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |       3100000 | PA      | $3555946.97    | 0.00%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5744147.30    | 0.00%             | 2032-11-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |      17317000 | PA      | $19673446.32   | 0.01%             | 2034-10-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       5896000 | PA      | $7690796.07    | 0.01%             | 2035-10-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AQ2<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6860768.53    | 0.00%             | 2034-11-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $11596456.99   | 0.01%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |       4000000 | PA      | $4610195.96    | 0.00%             | 2031-11-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6815897.55    | 0.00%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DSV Finance BV                                                                   | DSV FINANCE BV                 | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |      14000000 | PA      | $16300123.35   | 0.01%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2762696.84    | 0.00%             | 2034-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |       4108000 | PA      | $4623243.04    | 0.00%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                 | VOLKSW FIN SERVI               | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3521943.73    | 0.00%             | 2029-05-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance BV                                                    | ENBW                           | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11587115.91   | 0.01%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GELF Bond Issuer I SA                                                            | GELF BOND ISSUER               | CUSIP: N/A<br>LEI: 213800L6LMHEP8TLAY43       | Long             | DBT              | CORP              | LU        |       2800000 | PA      | $3219499.02    | 0.00%             | 2031-11-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      11700000 | PA      | $12054412.47   | 0.01%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Grid North America Inc                                                  | NATL GRID NA INC               | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5752182.11    | 0.00%             | 2034-11-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5741021.87    | 0.00%             | 2032-11-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      12000000 | PA      | $13564792.86   | 0.01%             | 2036-11-27      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       1500000 | PA      | $1684874.65    | 0.00%             | 2033-12-11      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                        | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |       8000000 | PA      | $9383444.73    | 0.01%             | 2079-12-31      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Sudzucker International Finance BV                                               | SUDZUCKER INT                  | CUSIP: N/A<br>LEI: 724500M1VGG79HOVI026       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8196007.95    | 0.01%             | 2032-01-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      10000000 | PA      | $12004175.85   | 0.01%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      32165000 | PA      | $38541544.22   | 0.03%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $6751254.95    | 0.00%             | 2030-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | NUSS              | JP        |      11700000 | PA      | $15851092.86   | 0.01%             | 2030-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       9000000 | PA      | $12257182.92   | 0.01%             | 2032-07-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                         | ENEL SPA                       | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      15000000 | PA      | $17217937.36   | 0.01%             | 2079-12-31      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       9000000 | PA      | $10370931.87   | 0.01%             | 2032-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |       9418000 | PA      | $11014988.91   | 0.01%             | 2035-01-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      54491000 | PA      | $63817105.26   | 0.04%             | 2030-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      15400000 | PA      | $18093257.19   | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11634734.40   | 0.01%             | 2030-01-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                                                 | NESTLE FIN INTL                | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5396249.95    | 0.00%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      12000000 | PA      | $13787074.60   | 0.01%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      11400000 | PA      | $13283958.30   | 0.01%             | 2033-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      12000000 | PA      | $16314762.64   | 0.01%             | 2028-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      24000000 | PA      | $26602750.33   | 0.02%             | 2040-01-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      40895000 | PA      | $55736846.23   | 0.04%             | 2030-01-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |       7000000 | PA      | $9528592.35    | 0.01%             | 2028-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9266417.77    | 0.01%             | 2033-01-23      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |       8000000 | PA      | $10932064.03   | 0.01%             | 2031-01-27      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5724427.05    | 0.00%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM               | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $7389080.13    | 0.01%             | 2045-02-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |      39630000 | PA      | $45932256.66   | 0.03%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stoneweg Ereit Lux Finco Sarl                                                    | STONEWEG EREIT                 | CUSIP: N/A<br>LEI: 213800VKBKU9G6DF2O19       | Long             | DBT              | CORP              | LU        |      10000000 | PA      | $11712361.93   | 0.01%             | 2031-01-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: N/A<br>LEI: 5493002CONDB4N2HKI23       | Long             | DBT              | CORP              | US        |       9860000 | PA      | $11362007.25   | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      19000000 | PA      | $22115091.26   | 0.02%             | 2035-07-31      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Jyske Bank A/S                                                                   | JYSKE BANK A/S                 | CUSIP: N/A<br>LEI: 3M5E1GQGKL17HI6CPN30       | Long             | DBT              | CORP              | DK        |       5000000 | PA      | $5864796.73    | 0.00%             | 2031-04-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $5785369.99    | 0.00%             | 2030-01-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      15000000 | PA      | $17481482.16   | 0.01%             | 2031-01-28      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                                  | J SAINSBURY PLC                | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3981696.83    | 0.00%             | 2035-01-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       4223000 | PA      | $4817613.50    | 0.00%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5748736.86    | 0.00%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe BV                                               | AMER MED SYST EU               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |       3167000 | PA      | $3578423.46    | 0.00%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECH                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | DBT              | CORP              | DE        |       3000000 | PA      | $3452583.85    | 0.00%             | 2030-02-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Croatia Government International Bond                                            | CROATIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HR        |      27611000 | PA      | $31193900.59   | 0.02%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                                   | CENT AMERICAN BK               | CUSIP: N/A<br>LEI: 549300OLDAMXBPSHIC05       | Long             | DBT              | CORP              | N/A       |       3400000 | PA      | $4612482.95    | 0.00%             | 2028-02-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                       | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |      16000000 | PA      | $18424174.37   | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5569086.30    | 0.00%             | 2037-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: N/A<br>LEI: 549300V2JRLO5DIFGE82       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3162469.97    | 0.00%             | 2045-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $7969112.59    | 0.01%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: N/A<br>LEI: 529900Z3J0N6S0F7CT25       | Long             | DBT              | CORP              | DE        |       5444000 | PA      | $6197286.35    | 0.00%             | 2032-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5664898.37    | 0.00%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LP4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       6700000 | PA      | $7067565.31    | 0.00%             | 2045-02-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ELM BV for Swiss Prime Site AG                                                   | ELM BV SWISS PRI               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |       2500000 | PA      | $2843615.29    | 0.00%             | 2031-10-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                          | CARLSBERG BREW                 | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |       9000000 | PA      | $11550740.32   | 0.01%             | 2039-02-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9269124.68    | 0.01%             | 2028-05-27      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9145467.07    | 0.01%             | 2037-05-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                                                 | TERNA RETE                     | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5748032.67    | 0.00%             | 2032-02-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      13000000 | PA      | $15099380.31   | 0.01%             | 2032-02-18      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DC5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5773664.59    | 0.00%             | 2033-02-26      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DD3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2269284.30    | 0.00%             | 2037-02-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DE1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       5489000 | PA      | $5979245.39    | 0.00%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DF8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $3692207.26    | 0.00%             | 2055-02-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |       4000000 | PA      | $5385728.73    | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBP0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9003924.92    | 0.01%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |       3465000 | PA      | $4009809.59    | 0.00%             | 2030-02-25      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BNG Bank NV                                                                      | BNG BANK NV                    | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              | NUSS              | NL        |      10866000 | PA      | $12307084.08   | 0.01%             | 2035-02-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5739573.00    | 0.00%             | 2030-02-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                                | KOMMUNALBANKEN                 | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              | NUSS              | NO        |       9000000 | PA      | $12167699.61   | 0.01%             | 2028-10-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      13000000 | PA      | $14933949.93   | 0.01%             | 2036-03-04      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Places For People Treasury PLC                                                   | PLACES FOR PPL                 | CUSIP: N/A<br>LEI: 213800B9U45TFBXW5K67       | Long             | DBT              | CORP              | GB        |       1719000 | PA      | $2290933.12    | 0.00%             | 2032-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5736289.13    | 0.00%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11568572.24   | 0.01%             | 2030-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |       9525000 | PA      | $10950475.11   | 0.01%             | 2032-03-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |       7000000 | PA      | $8148471.15    | 0.01%             | 2037-03-05      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |       2000000 | PA      | $2285920.78    | 0.00%             | 2035-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                            | CELLNEX FINANCE                | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |       4000000 | PA      | $4601598.28    | 0.00%             | 2032-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Netherlands International Finance BV                                      | PFIZER NETHERLAN               | CUSIP: 71708LAD1<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5770904.75    | 0.00%             | 2045-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $13514464.09   | 0.01%             | 2031-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      21536000 | PA      | $25821488.15   | 0.02%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |       9371000 | PA      | $11071878.24   | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                                | SWISS RE SUB FIN               | CUSIP: N/A<br>LEI: 636700H29EH5Z8ZU8L04       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $6978642.86    | 0.00%             | 2033-03-26      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Sagax AB                                                                         | SAGAX AB                       | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |       1500000 | PA      | $1748733.40    | 0.00%             | 2032-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $11726804.87   | 0.01%             | 2030-03-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       3500000 | PA      | $4790517.75    | 0.00%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sandoz Finance BV                                                                | SANDOZ FINANCE                 | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $8214250.57    | 0.01%             | 2035-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5888703.39    | 0.00%             | 2032-03-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                      | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11802864.41   | 0.01%             | 2056-08-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11888128.89   | 0.01%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |      11700000 | PA      | $13559519.53   | 0.01%             | 2029-09-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |       7511000 | PA      | $8779937.03    | 0.01%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                     | DNB BANK ASA                   | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      10000000 | PA      | $11682796.53   | 0.01%             | 2035-07-02      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      16000000 | PA      | $18472185.09   | 0.01%             | 2029-06-04      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      13582000 | PA      | $15641072.34   | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS               | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |      11000000 | PA      | $12667633.32   | 0.01%             | 2035-05-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Gasunie NV                                                           | NEDERLANDSE GASU               | CUSIP: N/A<br>LEI: 724500MQFZSYSBC5H178       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6886951.71    | 0.00%             | 2035-04-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                               | FISERV FUNDING                 | CUSIP: 337735AA2<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      10000000 | PA      | $11584400.08   | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                               | FISERV FUNDING                 | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |       2000000 | PA      | $2255789.20    | 0.00%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133BE6<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |       8000000 | PA      | $9275671.77    | 0.01%             | 2028-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      11000000 | PA      | $12713416.58   | 0.01%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAP2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11543228.45   | 0.01%             | 2029-05-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5707471.92    | 0.00%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $8974517.01    | 0.01%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      12000000 | PA      | $13186213.37   | 0.01%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       8900000 | PA      | $9517424.10    | 0.01%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | DBT              | CORP              | JP        |       7000000 | PA      | $8150400.98    | 0.01%             | 2030-05-28      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |      20000000 | PA      | $23263882.22   | 0.02%             | 2032-05-28      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |       5300000 | PA      | $6071714.46    | 0.00%             | 2030-05-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                            | AEROPORTI ROMA                 | CUSIP: N/A<br>LEI: 8156007259ABDEA3F444       | Long             | DBT              | CORP              | IT        |       5000000 | PA      | $5791453.60    | 0.00%             | 2032-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |      12000000 | PA      | $16181954.01   | 0.01%             | 2027-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      20000000 | PA      | $23229900.37   | 0.02%             | 2030-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11702969.22   | 0.01%             | 2034-05-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $9337232.98    | 0.01%             | 2031-08-14      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11736928.77   | 0.01%             | 2035-05-09      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |       5000000 | PA      | $5843068.95    | 0.00%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      10600000 | PA      | $12150561.16   | 0.01%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SpareBank 1 Boligkreditt AS                                                      | SPAREBANK1BOKR                 | CUSIP: N/A<br>LEI: 549300M6HRHPF3NQBP83       | Long             | DBT              | CORP              | NO        |      10000000 | PA      | $11464386.19   | 0.01%             | 2030-02-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAZ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       4324000 | PA      | $5042303.48    | 0.00%             | 2028-05-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EBA2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       4050000 | PA      | $4726129.54    | 0.00%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11619588.45   | 0.01%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: N/A<br>LEI: 254900FSZR46BPMCKI50       | Long             | DBT              | CORP              | US        |       7000000 | PA      | $8130086.39    | 0.01%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $10818942.18   | 0.01%             | 2031-10-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN               | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |       2000000 | PA      | $2375350.77    | 0.00%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Informa PLC                                                                      | INFORMA PLC                    | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |       1000000 | PA      | $1149784.22    | 0.00%             | 2031-06-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |      15000000 | PA      | $17192829.47   | 0.01%             | 2032-05-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      12000000 | PA      | $14120784.51   | 0.01%             | 2036-05-20      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      13000000 | PA      | $15128117.71   | 0.01%             | 2031-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW Finance NV                                                                   | BMW FINANCE NV                 | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5823741.88    | 0.00%             | 2034-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      25000000 | PA      | $28883653.76   | 0.02%             | 2030-10-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |      12500000 | PA      | $14431633.73   | 0.01%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                                                   | NED WATERSCHAPBK               | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |      13582000 | PA      | $15647623.90   | 0.01%             | 2030-05-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |       9150000 | PA      | $10549877.20   | 0.01%             | 2030-05-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      15000000 | PA      | $17303804.50   | 0.01%             | 2032-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      12000000 | PA      | $13572972.73   | 0.01%             | 2040-05-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Glencore Capital Finance DAC                                                     | GLENCORE FIN DAC               | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |       6000000 | PA      | $7030810.65    | 0.00%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                      | CAISS DESJARDINS               | CUSIP: N/A<br>LEI: 549300B2Q47IR0CR5B54       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $11531792.41   | 0.01%             | 2030-05-29      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                 | DEUTSCHE POST AG               | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |      12000000 | PA      | $13883771.12   | 0.01%             | 2032-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |       2118000 | PA      | $2469177.25    | 0.00%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                   | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |       8000000 | PA      | $9335328.85    | 0.01%             | 2030-06-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd                                                           | BK OF QUEENSLAND               | CUSIP: N/A<br>LEI: 549300WFIN7T02UKDG08       | Long             | DBT              | CORP              | AU        |       7925000 | PA      | $9097132.06    | 0.01%             | 2030-06-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                     | MASSMUTUAL GLBL                | CUSIP: N/A<br>LEI: 549300K1IE3K7YU6VG29       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5709913.11    | 0.00%             | 2032-06-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FCC Aqualia SA                                                                   | FCC AQUALIA SA                 | CUSIP: N/A<br>LEI: 959800BYDMFZGPTXHN28       | Long             | DBT              | CORP              | ES        |       7000000 | PA      | $8096405.11    | 0.01%             | 2032-06-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | DBT              | CORP              | JP        |      18000000 | PA      | $20827239.00   | 0.01%             | 2031-06-10      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                    | STELLANTIS NV                  | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $6824814.01    | 0.00%             | 2035-06-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche EuroShop AG                                                             | DEUTSCHE EUROSHP               | CUSIP: N/A<br>LEI: 529900Y9QTEFHFEKQ736       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11720293.46   | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blend Funding PLC                                                                | BLEND FND PLC                  | CUSIP: N/A<br>LEI: 213800Y8TMLUT9SN1E94       | Long             | DBT              | CORP              | GB        |       3683000 | PA      | $4963347.04    | 0.00%             | 2032-06-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                     | NEW YORK LIFE GL               | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |       6300000 | PA      | $7273020.65    | 0.00%             | 2035-06-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |       5000000 | PA      | $5633995.00    | 0.00%             | 2045-06-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                | KUNTARAHOITUS                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              | NUSS              | FI        |       9771000 | PA      | $11149109.35   | 0.01%             | 2032-06-14      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| OTP Jelzalogbank Zrt                                                             | OTP JELZALOGBANK               | CUSIP: N/A<br>LEI: 529900925TK5QIGTBH86       | Long             | DBT              | CORP              | HU        |       5000000 | PA      | $5809253.17    | 0.00%             | 2030-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                           | RWE A                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |       6000000 | PA      | $6926746.19    | 0.00%             | 2055-06-18      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: N/A<br>LEI: 549300SP2X2BS1KERD24       | Long             | DBT              | CORP              | US        |       7000000 | PA      | $8061558.86    | 0.01%             | 2034-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                   | PACIFIC LIFE GF                | CUSIP: N/A<br>LEI: 6354003EUPCHXTWUU869       | Long             | DBT              | CORP              | US        |       2500000 | PA      | $2867695.06    | 0.00%             | 2031-06-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                          | GA GLOBAL FNDING               | CUSIP: N/A<br>LEI: 54930029I8ROQ4OROZ88       | Long             | DBT              | CORP              | US        |       7000000 | PA      | $7935373.80    | 0.01%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CU6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       6512000 | PA      | $7511881.65    | 0.01%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       7217000 | PA      | $8244593.03    | 0.01%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                       | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |       3000000 | PA      | $3455387.58    | 0.00%             | 2036-06-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Equitable Bank                                                                   | EQUITABLE BANK                 | CUSIP: N/A<br>LEI: 5493004QI4QQE17ETY06       | Long             | DBT              | CORP              | CA        |       6500000 | PA      | $7492412.94    | 0.01%             | 2028-09-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |       4000000 | PA      | $4647568.26    | 0.00%             | 2029-03-16      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                    | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |      13000000 | PA      | $15136956.35   | 0.01%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Sweden Government International Bond                                             | SWEDEN KINGDOM                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SE        |      66000000 | PA      | $76167879.09   | 0.05%             | 2028-06-26      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gatwick Funding Ltd                                                              | GATWICK FND LTD                | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | CORP              | JE        |      12000000 | PA      | $13737902.43   | 0.01%             | 2035-06-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |       5000000 | PA      | $5801108.63    | 0.00%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                  | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11377063.13   | 0.01%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11338581.50   | 0.01%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5737531.44    | 0.00%             | 2030-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                             | HEIMSTADEN BOSTA               | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |       6000000 | PA      | $6926285.65    | 0.00%             | 2030-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DBS Bank Ltd/London                                                              | DBS BANK LTD LDN               | CUSIP: N/A<br>LEI: ATUEL7OJR5057F2PV266       | Long             | DBT              | CORP              | SG        |       4900000 | PA      | $5657593.21    | 0.00%             | 2029-01-03      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      10000000 | PA      | $11561247.50   | 0.01%             | 2031-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3473648.98    | 0.00%             | 2035-07-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                  | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3428665.69    | 0.00%             | 2040-07-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |       8000000 | PA      | $9233234.47    | 0.01%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      12795000 | PA      | $14832521.94   | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PL        |      23582000 | PA      | $27359061.76   | 0.02%             | 2037-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                             | VODAFONE INT FIN               | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5776072.92    | 0.00%             | 2029-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                             | VODAFONE INT FIN               | CUSIP: N/A<br>LEI: 2138004BCYGT82KFW603       | Long             | DBT              | CORP              | IE        |       6000000 | PA      | $6795703.50    | 0.00%             | 2038-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3844055.22    | 0.00%             | 2050-07-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $11566234.33   | 0.01%             | 2032-01-09      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: N/A<br>LEI: 5493001X4LH60PFRL744       | Long             | DBT              | CORP              | N/A       |      10350000 | PA      | $11813167.13   | 0.01%             | 2032-07-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $8103726.81    | 0.01%             | 2031-07-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |       7000000 | PA      | $9342599.49    | 0.01%             | 2030-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GE2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5629266.36    | 0.00%             | 2037-07-28      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |      64415000 | PA      | $72818011.65   | 0.05%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| El Corte Ingles SA                                                               | EL CORTE INGLES                | CUSIP: N/A<br>LEI: 95980020140005374753       | Long             | DBT              | CORP              | ES        |       7000000 | PA      | $7925315.51    | 0.01%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | CORP              | N/A       |      14875000 | PA      | $17089651.77   | 0.01%             | 2035-07-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBH6<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5575660.50    | 0.00%             | 2037-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3446311.63    | 0.00%             | 2028-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                 | SW (FINANCE)I/SW               | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $8268884.69    | 0.01%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XEA0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       8109000 | PA      | $7768894.11    | 0.01%             | 2033-05-04      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Korea Housing Finance Corp                                                       | KHFC                           | CUSIP: N/A<br>LEI: 9884002AAOBT56QW9B80       | Long             | DBT              | NUSS              | KR        |       2500000 | PA      | $2883365.04    | 0.00%             | 2030-09-02      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL               | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $11413060.14   | 0.01%             | 2035-08-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       8000000 | PA      | $9246694.83    | 0.01%             | 2035-08-19      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HNDLSBKN               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      10000000 | PA      | $11510727.74   | 0.01%             | 2032-08-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      20000000 | PA      | $23110012.05   | 0.02%             | 2037-08-26      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                        | MUNICH RE                      | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | DBT              | CORP              | DE        |       2700000 | PA      | $3115587.30    | 0.00%             | 2046-05-26      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                      | NATL AUSTRALIABK               | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |       6500000 | PA      | $7489050.96    | 0.01%             | 2030-08-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |      17000000 | PA      | $19302258.45   | 0.01%             | 2032-08-22      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                                | TELSTRA GROUP                  | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |       2000000 | PA      | $2280969.62    | 0.00%             | 2035-03-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Scottish Hydro Electric Transmission PLC                                         | SCOTTISH HYDRO                 | CUSIP: N/A<br>LEI: 549300ECJZDA7203MK64       | Long             | DBT              | CORP              | GB        |       9000000 | PA      | $10265807.24   | 0.01%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                         | NIPPON LIFE INS                | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |       4000000 | PA      | $4547139.52    | 0.00%             | 2055-09-02      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN               | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      11000000 | PA      | $12708211.21   | 0.01%             | 2031-08-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                | CPPIB CAPITAL                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | NUSS              | CA        |      11500000 | PA      | $13277479.60   | 0.01%             | 2035-08-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5754994.76    | 0.00%             | 2031-09-04      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance Ltd                                                         | BHP BILLITON FIN               | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5723450.58    | 0.00%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11549719.91   | 0.01%             | 2035-08-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kookmin Bank                                                                     | KOOKMIN BANK                   | CUSIP: N/A<br>LEI: 549300XXMOJSIW8P4769       | Long             | DBT              | CORP              | KR        |       6600000 | PA      | $7611056.58    | 0.01%             | 2029-09-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                      | MERLIN PROPERTIE               | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5653249.31    | 0.00%             | 2033-09-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                        | LEGAL & GENL GRP               | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | DBT              | CORP              | GB        |       2500000 | PA      | $2873892.51    | 0.00%             | 2055-09-04      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3911077.18    | 0.00%             | 2035-09-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |       8000000 | PA      | $9199349.80    | 0.01%             | 2035-09-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: N/A<br>LEI: UKZ46SXGNYCZK0UOZE76       | Long             | DBT              | CORP              | N/A       |      46908000 | PA      | $54028638.40   | 0.04%             | 2032-09-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IHG Finance LLC                                                                  | IHG FINANCE LLC                | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $8093008.80    | 0.01%             | 2030-09-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                    | ASSA ABLOY AB                  | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5780430.10    | 0.00%             | 2032-09-09      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                          | RECKITT BEN TSY                | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $11440827.52   | 0.01%             | 2034-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sovereign Network Group                                                          | SOVEREIGN NETWOR               | CUSIP: N/A<br>LEI: 213800ECH34CSY2OI660       | Long             | DBT              | CORP              | GB        |       3000000 | PA      | $3975691.84    | 0.00%             | 2040-09-16      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      22936000 | PA      | $26408954.29   | 0.02%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Aktia Bank Oyj                                                                   | AKTIA BANK                     | CUSIP: N/A<br>LEI: 743700GC62JLHFBUND16       | Long             | DBT              | CORP              | FI        |       2000000 | PA      | $2304288.40    | 0.00%             | 2030-09-09      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5643877.13    | 0.00%             | 2056-05-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $8096944.05    | 0.01%             | 2032-09-09      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                             | BANCO SABADELL                 | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      12000000 | PA      | $13904663.03   | 0.01%             | 2032-03-10      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BUPA Finance PLC                                                                 | BUPA FINANCE                   | CUSIP: N/A<br>LEI: ZIMCVQHUFZ8GVHENP290       | Long             | DBT              | CORP              | GB        |       3600000 | PA      | $4643576.70    | 0.00%             | 2045-11-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                           | FRESENIUS SE & C               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |      15000000 | PA      | $17115349.23   | 0.01%             | 2034-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                                           | AP MOLLER                      | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | DBT              | CORP              | DK        |       6000000 | PA      | $6835581.07    | 0.00%             | 2034-09-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       4600000 | PA      | $5262227.28    | 0.00%             | 2032-09-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Development Association                                            | INTL DEVEL ASSOC               | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              | CORP              | N/A       |       8577000 | PA      | $11437588.44   | 0.01%             | 2030-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5710266.38    | 0.00%             | 2032-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      20000000 | PA      | $23119072.63   | 0.02%             | 2028-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5855119.40    | 0.00%             | 2032-09-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Colonial SFL Socimi SA                                                           | INMOBILIARIA COL               | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11336755.30   | 0.01%             | 2031-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Maybank Singapore Ltd                                                            | MAYBANK SINGA                  | CUSIP: N/A<br>LEI: 549300TVTVALJC1NA695       | Long             | DBT              | CORP              | SG        |       5000000 | PA      | $5789787.60    | 0.00%             | 2028-10-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BZ8<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       8500000 | PA      | $9827543.21    | 0.01%             | 2030-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055CA2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |       3500000 | PA      | $3930555.91    | 0.00%             | 2045-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      58474000 | PA      | $67913972.43   | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      25000000 | PA      | $28934214.59   | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc                                                                  | PSP CAPITAL INC                | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | NUSS              | CA        |       5000000 | PA      | $6681013.05    | 0.00%             | 2030-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                        | PROLOGIS EURO                  | CUSIP: 74341EAT9<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |       1750000 | PA      | $1995058.70    | 0.00%             | 2032-09-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OTP Jelzalogbank Zrt                                                             | OTP JELZALOGBANK               | CUSIP: N/A<br>LEI: 529900925TK5QIGTBH86       | Long             | DBT              | CORP              | HU        |      10000000 | PA      | $11631608.97   | 0.01%             | 2031-03-31      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| IDS Financing PLC                                                                | IDS FIN PLC                    | CUSIP: N/A<br>LEI: 2549003WF29F1G7TM942       | Long             | DBT              | CORP              | GB        |      12000000 | PA      | $13610701.81   | 0.01%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74464AAE1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       9877000 | PA      | $11250237.12   | 0.01%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                  | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |      25000000 | PA      | $28748763.27   | 0.02%             | 2035-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | BOAD                           | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | N/A       |       8284000 | PA      | $9324047.46    | 0.01%             | 2040-10-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                  | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5625717.83    | 0.00%             | 2031-01-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              | NUSS              | CA        |      14000000 | PA      | $15961764.37   | 0.01%             | 2045-10-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |       5000000 | PA      | $5765495.99    | 0.00%             | 2031-10-09      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      23222000 | PA      | $26765604.66   | 0.02%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      16299000 | PA      | $18647710.84   | 0.01%             | 2037-10-07      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              | CORP              | N/A       |       3000000 | PA      | $4019329.86    | 0.00%             | 2030-12-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |       8500000 | PA      | $9787472.52    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Viridium Group Sarl                                                              | VIRIDIUM GRP                   | CUSIP: N/A<br>LEI: 529900KV8TZ3U89I6O72       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5547337.99    | 0.00%             | 2035-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV                         | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |       5000000 | PA      | $5696222.49    | 0.00%             | 2032-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                      | SWEDBANK AB                    | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5727677.48    | 0.00%             | 2032-10-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      11000000 | PA      | $12678937.45   | 0.01%             | 2030-10-22      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                    | BRISBANE AIRPORT               | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |       6000000 | PA      | $6836987.34    | 0.00%             | 2035-11-13      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                  | BMS IRELAND CAP                | CUSIP: 05594KAA4<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       6100000 | PA      | $7046714.46    | 0.00%             | 2030-11-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                  | BMS IRELAND CAP                | CUSIP: 05594KAB2<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      10660000 | PA      | $12227585.24   | 0.01%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                  | BMS IRELAND CAP                | CUSIP: 05594KAC0<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       7000000 | PA      | $8020153.33    | 0.01%             | 2038-11-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                  | BMS IRELAND CAP                | CUSIP: 05594KAD8<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       4000000 | PA      | $4550432.31    | 0.00%             | 2045-11-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                  | BMS IRELAND CAP                | CUSIP: 05594KAE6<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |       8080000 | PA      | $9088315.10    | 0.01%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                        | HENNES & MAURITS               | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | DBT              | CORP              | SE        |       5000000 | PA      | $5662963.61    | 0.00%             | 2033-10-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9113754.12    | 0.01%             | 2036-11-07      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GT0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2228961.92    | 0.00%             | 2045-11-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Northern Powergrid Yorkshire PLC                                                 | NORTHERN PWRGRID               | CUSIP: N/A<br>LEI: 213800VZL2QT3Q7NOP46       | Long             | DBT              | CORP              | GB        |       8000000 | PA      | $9906600.86    | 0.01%             | 2055-11-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11366136.45   | 0.01%             | 2036-11-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                       | VONOVIA SE                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5651315.72    | 0.00%             | 2040-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AU7<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |      11542000 | PA      | $13097036.69   | 0.01%             | 2035-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBL1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5738323.07    | 0.00%             | 2030-11-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LBM9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       4000000 | PA      | $4521270.87    | 0.00%             | 2035-11-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                                 | SMITHS GROUP PLC               | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5664546.27    | 0.00%             | 2033-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Iberdrola Finanzas SA                                                            | IBERDROLA FIN SA               | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |       5000000 | PA      | $5711459.40    | 0.00%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AXA Logistics Europe Master SCA                                                  | AXA LEM                        | CUSIP: N/A<br>LEI: 213800IWFTNKN5BPH814       | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $5746251.66    | 0.00%             | 2031-05-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBC0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9186681.89    | 0.01%             | 2031-11-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBD8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5661064.64    | 0.00%             | 2034-11-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBG1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       9000000 | PA      | $9941487.69    | 0.01%             | 2064-11-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      15000000 | PA      | $17253169.73   | 0.01%             | 2030-11-10      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBH9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       7866000 | PA      | $9093465.20    | 0.01%             | 2028-11-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHD9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      10235000 | PA      | $11672528.10   | 0.01%             | 2056-06-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                    | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |       7000000 | PA      | $7804416.33    | 0.01%             | 2045-11-14      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHE7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       5215000 | PA      | $6885423.06    | 0.00%             | 2056-06-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670EY0<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     500000000 | PA      | $3150789.82    | 0.00%             | 2028-11-29      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Danske Kiinnitysluottopankki Oyj                                                 | DANSKE KIINNITYS               | CUSIP: N/A<br>LEI: 7437003G88EHT2TMK409       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11431859.66   | 0.01%             | 2032-11-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance Netherlands BV                                              | NOVO NORDISK FIN               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |       4000000 | PA      | $4467290.50    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                  | NORDEA BANK ABP                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11409404.22   | 0.01%             | 2035-11-19      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $8097690.02    | 0.01%             | 2029-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP                  | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |       7000000 | PA      | $8017456.98    | 0.01%             | 2035-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Bank NV                                                                      | ING BANK NV                    | CUSIP: N/A<br>LEI: 3TK20IVIUJ8J3ZU0QE75       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11430394.94   | 0.01%             | 2032-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: N/A<br>LEI: 635400B3DOXSWFOWJT40       | Long             | DBT              | CORP              | IE        |      14000000 | PA      | $16195780.96   | 0.01%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nordea Kiinnitysluottopankki Oyj                                                 | NORDEA KIINNIT                 | CUSIP: N/A<br>LEI: 7437001LESKGLAEOEU84       | Long             | DBT              | CORP              | FI        |      10000000 | PA      | $11516918.75   | 0.01%             | 2030-11-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                            | MAGNUM ICC FIN                 | CUSIP: N/A<br>LEI: 213800X8LUUE1AALCC25       | Long             | DBT              | CORP              | NL        |      12667000 | PA      | $14239038.09   | 0.01%             | 2037-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magnum Icc Finance BV                                                            | MAGNUM ICC FIN                 | CUSIP: N/A<br>LEI: 213800X8LUUE1AALCC25       | Long             | DBT              | CORP              | NL        |      10000000 | PA      | $11435703.36   | 0.01%             | 2034-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      20000000 | PA      | $22961216.75   | 0.02%             | 2032-11-26      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Achmea Bank NV                                                                   | ACHMEA BANK NV                 | CUSIP: N/A<br>LEI: 724500AH42V5X8BCPE49       | Long             | DBT              | CORP              | NL        |       9900000 | PA      | $11294554.93   | 0.01%             | 2033-12-02      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure AS                                                             | EP INFRASTRUCTUR               | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |       5000000 | PA      | $5712498.08    | 0.00%             | 2033-02-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | L-BANK FOERDERBK               | CUSIP: N/A<br>LEI: 0SK1ILSPWNVBNQWU0W18       | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $4710945.73    | 0.00%             | 2027-12-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                  | CUSIP: 88356KAD2<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |      28000000 | PA      | $32235036.03   | 0.02%             | 2035-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                                         | UNITED OVERSEAS                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | DBT              | CORP              | SG        |      10000000 | PA      | $11503361.92   | 0.01%             | 2030-12-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                          | DXC CAPITAL FUND               | CUSIP: 23355AAA8<br>LEI: 6354001BJH7XSHGTD882 | Long             | DBT              | CORP              | IE        |       9702000 | PA      | $11133809.70   | 0.01%             | 2030-12-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      25000000 | PA      | $28927501.31   | 0.02%             | 2036-12-18      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Lineage Europe Finco BV                                                          | LINEAGE EU                     | CUSIP: N/A<br>LEI: 254900HAPZY8OK9NWE76       | Long             | DBT              | CORP              | NL        |       4750000 | PA      | $5481817.09    | 0.00%             | 2031-11-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                     | CAIXABANK                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      10000000 | PA      | $11509375.70   | 0.01%             | 2037-01-20      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      10000000 | PA      | $13189268.04   | 0.01%             | 2033-12-12      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              | CORP              | N/A       |      11000000 | PA      | $14722140.49   | 0.01%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |      14000000 | PA      | $16657756.01   | 0.01%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      11000000 | PA      | $14530304.44   | 0.01%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              | CORP              | N/A       |      11000000 | PA      | $14666443.64   | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      12609000 | PA      | $14494247.81   | 0.01%             | 2032-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | CORP              | N/A       |      70117000 | PA      | $81285531.27   | 0.06%             | 2029-01-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO BANK NV               | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      15000000 | PA      | $17364942.26   | 0.01%             | 2029-01-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |       7000000 | PA      | $8078492.75    | 0.01%             | 2031-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                          | E.ON SE                        | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |       8000000 | PA      | $9203985.24    | 0.01%             | 2038-01-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DNB Boligkreditt AS                                                              | DNB BOLIGKREDITT               | CUSIP: N/A<br>LEI: 5967007LIEEXZX659K67       | Long             | DBT              | CORP              | NO        |      15000000 | PA      | $17258975.78   | 0.01%             | 2032-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dexia SA                                                                         | DEXIA                          | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |       4400000 | PA      | $5816104.53    | 0.00%             | 2030-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MX        |       5522000 | PA      | $6384265.40    | 0.00%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |       6000000 | PA      | $6930856.54    | 0.00%             | 2033-01-22      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |      10527000 | PA      | $12230573.06   | 0.01%             | 2031-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Landesbank Hessen-Thueringen Girozentrale                                        | LANDBK HESSEN-TH               | CUSIP: N/A<br>LEI: DIZES5CFO5K3I5R58746       | Long             | DBT              | CORP              | DE        |      10000000 | PA      | $11563085.43   | 0.01%             | 2030-07-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd                                                      | BENDIGO AND ADEL               | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | DBT              | CORP              | AU        |      10000000 | PA      | $11576852.34   | 0.01%             | 2031-02-03      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Bertelsmann SE & Co KGaA                                                         | BERTELSMANN SE                 | CUSIP: N/A<br>LEI: 5299001BUUGXAREGE533       | Long             | DBT              | CORP              | DE        |       7000000 | PA      | $8000468.05    | 0.01%             | 2034-07-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                               | SEVERN TRENT FIN               | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |       5000000 | PA      | $5736182.33    | 0.00%             | 2040-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |      10000000 | PA      | $13227019.32   | 0.01%             | 2032-09-29      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11594336.20   | 0.01%             | 2032-01-23      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11557097.47   | 0.01%             | 2037-01-23      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |       3000000 | PA      | $3462857.63    | 0.00%             | 2033-05-02      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBS5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      14246000 | PA      | $18811710.71   | 0.01%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBT3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       5000000 | PA      | $6414898.03    | 0.00%             | 2041-11-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBU0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       7271000 | PA      | $9180945.86    | 0.01%             | 2058-02-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KBV8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       4800000 | PA      | $6049021.28    | 0.00%             | 2126-02-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |       6000000 | PA      | $6867785.78    | 0.00%             | 2033-08-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LZ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3411712.67    | 0.00%             | 2038-02-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LX7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11490404.83   | 0.01%             | 2031-02-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      41419000 | PA      | $47647408.08   | 0.03%             | 2033-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |       4484000 | PA      | $5125352.78    | 0.00%             | 2031-10-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AEB7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $6898339.17    | 0.00%             | 2032-02-19      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AEC5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11477522.85   | 0.01%             | 2035-02-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AED3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       9000000 | PA      | $10275228.25   | 0.01%             | 2038-02-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KEB2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11403904.50   | 0.01%             | 2056-02-26      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3660000 | PA      | $4279118.75    | 0.00%             | 2030-03-11      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000000 | PA      | $5857484.89    | 0.00%             | 2038-03-11      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7105000 | PA      | $8376431.46    | 0.01%             | 2046-03-11      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VZ 8/15/2056                   | CUSIP: 92343VHM9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3420336.53    | 0.00%             | 2056-08-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DN3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      51875000 | PA      | $60619898.22   | 0.04%             | 2030-03-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DQ6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      15732000 | PA      | $18320363.16   | 0.01%             | 2035-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DS2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3494080.35    | 0.00%             | 2045-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135DT0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       9024000 | PA      | $10494014.84   | 0.01%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |      61729000 | PA      | $69956821.36   | 0.05%             | 2036-03-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                  | CUSIP: 27806HAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       3300000 | PA      | $3814348.76    | 0.00%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |       5000000 | PA      | $5824182.00    | 0.00%             | 2038-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: N/A<br>LEI: 6WQI0GK1PRFVBA061U48       | Long             | DBT              | CORP              | US        |       2348000 | PA      | $2735286.63    | 0.00%             | 2030-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Amphenol Technologies Holding GmbH                                               | AMP TECH HD GMBH               | CUSIP: N/A<br>LEI: 549300110BRSS7DV8V39       | Long             | DBT              | CORP              | DE        |       5000000 | PA      | $5889358.87    | 0.00%             | 2031-03-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tennet Netherlands BV                                                            | TENNET NET BV                  | CUSIP: N/A<br>LEI: 724500N24X9VLIRO3K10       | Long             | DBT              | CORP              | NL        |       9000000 | PA      | $10491392.69   | 0.01%             | 2036-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goodman Australia Finance Pty Ltd                                                | GOODMAN AUST FIN               | CUSIP: N/A<br>LEI: 213800AQVHS7SCC93B80       | Long             | DBT              | CORP              | AU        |       1995000 | PA      | $2319900.26    | 0.00%             | 2033-04-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD CHARLOTTE FUNDS

**Signature:** My Trieu-Gatt

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

**Title:** Treasurer