# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001752724-25-160256
**Filing Date:** 2025-6
**Character Count:** 417061
**Document Hash:** 879ba88b3413301e06318589121d4e10
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160256.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160256

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Dimensional ETF Trust
- **CENTRAL INDEX KEY:** 0001816125

**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:** 811-23580
- **FILM NUMBER:** 251080222

**BUSINESS ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746
- **BUSINESS PHONE:** 512-306-7400

**MAIL ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746

## Series and Classes Contracts Data

### Dimensional Global Credit ETF (Series ID: S000081784)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000244778 | Dimensional Global Credit ETF | DGCB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Dimensional ETF Trust

- **b. Investment Company Act file number:** 811-23580

- **c. CIK number of Registrant:** 0001816125

- **d. LEI of Registrant:** 549300TQ0DPO13B72F34

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

  - **Street Address 1:** 6300 Bee Cave Road

  - **City:** Austin

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

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

- **a. Name of Series:** Dimensional Global Credit ETF

- **b. EDGAR series identifier (if any):** S000081784

- **c. LEI of Series:** 5493000MTXUG45UVCR10

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $591506120.83

**Total Liabilities:** $26905247.07

**Net Assets:** $564600873.76

**Cash Not Reported:** $7140462.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -938.36446635 | **1-Year:** -20238.57194451 | **5-Year:** -91291.57506688 | **10-Year:** -222468.91099456 | **30-Year:** -35822.11433268

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

- **3-Month:** -3.44690495 | **1-Year:** -115.60384329 | **5-Year:** -589.39033170 | **10-Year:** -1511.67877389 | **30-Year:** -487.50170089

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244778 | 1.75%                | -0.57%               | -0.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $277642.80               | $7366099.90                                |
| Month 2  | $-197413.71              | $-1365218.34                               |
| Month 3  | $318687.39               | $5049123.74                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                           | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1136188.47   | 0.20%             | 2027-06-10      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK CO INC                                      | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86771.10     | 0.02%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                 | HUNTSMAN INTERNATIONAL LLC                        | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205984.35    | 0.04%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                  | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    921000 | PA      | $807590.07    | 0.14%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                   | EASTMAN CHEMICAL CO                               | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99643.29     | 0.02%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                   | AMERICAN EXPRESS CO                               | CUSIP: 025816AZ2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $160690.41    | 0.03%             | 2038-03-19      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    903000 | PA      | $808547.18    | 0.14%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294462.45    | 0.05%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                            | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    773000 | PA      | $933084.30    | 0.17%             | 2039-03-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                           | PUBLIC STORAGE                                    | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386823.49    | 0.07%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                 | AETNA INC                                         | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     73000 | PA      | $77921.24     | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103435.92    | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                            | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $884414.71    | 0.16%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  18017426 | OU      | $-2140.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                               | SANTANDER HOLDINGS USA INC                        | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    534000 | PA      | $533047.85    | 0.09%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                              | RCI BANQUE SA                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    347000 | PA      | $400604.54    | 0.07%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    346000 | PA      | $299142.70    | 0.05%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                           | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    158000 | PA      | $157810.53    | 0.03%             | 2026-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP                              | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $494881.40    | 0.09%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | JAPANESE YEN                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        | -95949980 | OU      | $1547.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                       | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    900000 | PA      | $893129.00    | 0.16%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                  | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    557000 | PA      | $449851.39    | 0.08%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                           | PULTEGROUP INC                                    | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $414745.94    | 0.07%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC THE                              | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    650000 | PA      | $626111.84    | 0.11%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ANTHEM INC                                        | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    618000 | PA      | $665944.09    | 0.12%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  13622393 | OU      | $-2012.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                       | ERAC USA FINANCE LLC                              | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296186.49    | 0.05%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                         | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82907.01     | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                    | DAIMLER FINANCE NORTH AMERICA LLC                 | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118187.96    | 0.02%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HP INC.                                                    | HP INC                                            | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    888000 | PA      | $868693.29    | 0.15%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Suncor Energy Inc.                                         | SUNCOR ENERGY INC                                 | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    793000 | PA      | $852700.55    | 0.15%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                              | NEW SOUTH WALES TREASURY CORP                     | CUSIP: BJ1619839<br>LEI: N/A                  | Long             | DBT              |  | AU        |    100000 | PA      | $43011.25     | 0.01%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    199000 | PA      | $201015.70    | 0.04%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                         | MARS INC                                          | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65522.89     | 0.01%             | 2039-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $103433.29    | 0.02%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                             | ING GROEP NV                                      | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $979140.80    | 0.17%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                            | NORDEA BANK ABP                                   | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |   2564000 | PA      | $2934163.84   | 0.52%             | 2034-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                    | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    200000 | PA      | $200136.41    | 0.04%             | 2030-03-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                             | JOHN DEERE CAPITAL CORP                           | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100060.56    | 0.02%             | 2027-06-11      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                        | ALLY FINANCIAL INC                                | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1043459.39   | 0.18%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100320.40    | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100246.43    | 0.02%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                   | HCA INC                                           | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    359000 | PA      | $360842.74    | 0.06%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                               | AMERICAN NATIONAL GROUP INC                       | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151522.79    | 0.03%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                            | PRINCIPAL FINANCIAL GROUP INC                     | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $224701.80    | 0.04%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                            | MOTABILITY OPERATIONS GROUP PLC                   | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2643167.22   | 0.47%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                  | FLEX LTD                                          | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $49643.84     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 559019859 | OU      | $-172074.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Treasury Aktiebolag                                  | VOLVO TREASURY AB                                 | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |   1200000 | PA      | $1366425.83   | 0.24%             | 2026-01-09      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS SA                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $929213.14    | 0.16%             | 2034-02-13      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                      | HONEYWELL INTERNATIONAL INC                       | CUSIP: 438516CW4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1440152.15   | 0.26%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP                           | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    575000 | PA      | $490686.62    | 0.09%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                             | CHARLES SCHWAB CORP THE                           | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99912.60     | 0.02%             | 2026-05-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                      | SUMITOMO MITSUI FINANCIAL GROUP INC               | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1508000 | PA      | $1512504.09   | 0.27%             | 2027-01-14      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DELL INC.                                                  | DELL INC                                          | CUSIP: 24702RAM3<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45801.54     | 0.01%             | 2040-09-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD           | CUSIP: 05252BDL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200486.30    | 0.04%             | 2027-07-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42411.20     | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                       | WESTPAC BANKING CORP                              | CUSIP: ZM9903877<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $707922.60    | 0.13%             | 2028-02-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                    | NTT FINANCE CORP                                  | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $101043.54    | 0.02%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                        | SUMITOMO MITSUI TRUST BANK LTD                    | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1018011.91   | 0.18%             | 2034-03-07      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315318.84    | 0.06%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| THE CIGNA GROUP                                            | CIGNA GROUP THE                                   | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250233.54    | 0.04%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                | BOUYGUES SA                                       | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1096578.38   | 0.19%             | 2037-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AON CORPORATION                                            | AON CORP                                          | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212771.20    | 0.04%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                        | ATHENE HOLDING LTD                                | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    539000 | PA      | $572211.87    | 0.10%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                             | MARATHON PETROLEUM CORP                           | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1779145.71   | 0.32%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77388.80     | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                | DICK S SPORTING GOODS INC                         | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    620000 | PA      | $542962.23    | 0.10%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                  | VALERO ENERGY CORP                                | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1294880.71   | 0.23%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS INC                                  | ROGERS COMMUNICATIONS INC                         | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $206448.05    | 0.04%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    262000 | PA      | $255060.85    | 0.05%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    250000 | PA      | $139219.83    | 0.02%             | 2030-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                        | PHILLIPS 66 CO                                    | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $944461.91    | 0.17%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485038.19    | 0.09%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INC.                                                  | DELL INC                                          | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    429000 | PA      | $445271.11    | 0.08%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                  | KRAFT HEINZ FOODS CO                              | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76141.57     | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160298.73    | 0.03%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                     | PNC FINANCIAL SERVICES GROUP INC THE              | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386400.94    | 0.07%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                   | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    268000 | PA      | $266773.62    | 0.05%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                | DCP MIDSTREAM OPERATING LP                        | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    688000 | PA      | $700657.10    | 0.12%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP                                  | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $986101.81    | 0.17%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                       | UBS AG LONDON                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2273943.39   | 0.40%             | 2026-04-12      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORPORATION                                   | KINROSS GOLD CORP                                 | CUSIP: 496902AT4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1232000 | PA      | $1295169.59   | 0.23%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                              | BROADCOM INC                                      | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79072.67     | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                           | WELLTOWER INC                                     | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106913.80    | 0.02%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO                      | CUSIP: 59562VAR8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     22000 | PA      | $24163.10     | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                       | GLOBAL PAYMENTS INC                               | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118871.21    | 0.02%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                           | CINCINNATI FINANCIAL CORP                         | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1365714.25   | 0.24%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                  | APPALACHIAN POWER CO                              | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    181000 | PA      | $201667.75    | 0.04%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA GROUP THE                                   | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358152.26    | 0.06%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                       | BLUE OWL FINANCE LLC                              | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131011.89    | 0.02%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208917.30    | 0.04%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                   | BOOZ ALLEN HAMILTON INC                           | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100776.58    | 0.02%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA                    | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   2100000 | PA      | $1349311.84   | 0.24%             | 2028-08-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority            | SOUTH AUST GOVT FIN AUTH                          | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    210000 | PA      | $132268.01    | 0.02%             | 2028-05-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA CORP                                        | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1420148.47   | 0.25%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC                                       | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87045.52     | 0.02%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                          | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    190000 | PA      | $145884.91    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS, INCORPORATED                                  | TYSON FOODS INC                                   | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134432.13    | 0.02%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |  -2188750 | OU      | $53147.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets B.V.                                    | BP CAPITAL MARKETS BV                             | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $953419.57    | 0.17%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                    | CANADIAN IMPERIAL BANK OF COMMERCE                | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1141082.19   | 0.20%             | 2027-01-29      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                              | TRANSCANADA PIPELINES LTD                         | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $583489.44    | 0.10%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | FIFTH THIRD BANCORP                               | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67388.44     | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    362798 | OU      | $-286.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC                             | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    388000 | PA      | $382107.42    | 0.07%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC.                          | ASSURED GUARANTY US HOLDINGS INC                  | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    975000 | PA      | $886835.52    | 0.16%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    200000 | PA      | $126846.12    | 0.02%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                              | DUQUESNE LIGHT HOLDINGS INC                       | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42907.65     | 0.01%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Mylan Inc.                                                 | MYLAN INC                                         | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    750000 | PA      | $596372.99    | 0.11%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                              | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1061000 | PA      | $1061251.10   | 0.19%             | 2026-06-03      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | ASIAN DEVELOPMENT BANK                            | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              |  | PH        |    700000 | PA      | $960440.88    | 0.17%             | 2029-05-23      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                        | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339779.13    | 0.06%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                           | HEALTHCARE TRUST OF AMERICA HOLDINGS LP           | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367228.72    | 0.07%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                  | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99745.79     | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                           | VOLKSWAGEN FINANCIAL SERVICES AG                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $196946.91    | 0.03%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                 | DUKE ENERGY CAROLINAS LLC                         | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1817822.82   | 0.32%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    300000 | PA      | $300077.19    | 0.05%             | 2027-06-04      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                   | AMERICAN EXPRESS CO                               | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249470.77    | 0.04%             | 2026-11-04      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                | CONTINENTAL RESOURCES INC OK                      | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1464025.48   | 0.26%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                  | KRAFT HEINZ FOODS CO                              | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    600000 | PA      | $543135.88    | 0.10%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                          | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    442000 | PA      | $457451.10    | 0.08%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                           | VOLKSWAGEN FINANCIAL SERVICES OVERSEAS AG         | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |    122000 | PA      | $140911.59    | 0.02%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                    | DUKE ENERGY CORP                                  | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115322.27    | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                  | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    118000 | PA      | $134869.20    | 0.02%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                         | LPL HOLDINGS INC                                  | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508711.27    | 0.09%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                   | HCA INC                                           | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $789258.17    | 0.14%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    177000 | PA      | $177523.37    | 0.03%             | 2026-01-12      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | U S TREASURY NOTE                                 | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    187000 | PA      | $187168.23    | 0.03%             | 2026-10-31      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    379000 | PA      | $421294.02    | 0.07%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HP INC.                                                    | HP INC                                            | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77914.90     | 0.01%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | U S TREASURY BOND                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $252798.44    | 0.04%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98432.47     | 0.02%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY       | GLENCORE CAPITAL FINANCE DAC                      | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |    800000 | PA      | $938482.66    | 0.17%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                            | ENEL FINANCE INTERNATIONAL NV                     | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    897000 | PA      | $909095.78    | 0.16%             | 2039-10-07      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                   | U S TREASURY NOTE                                 | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    683000 | PA      | $683012.16    | 0.12%             | 2025-07-31      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $140969.64    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| United States of America                                   | U S TREASURY NOTE                                 | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9377000 | PA      | $9378702.49   | 1.66%             | 2026-04-30      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3015053 | OU      | $-49170.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1776247 | OU      | $-77.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARLE CORPORATION                                      | ALBEMARLE CORP                                    | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1197001.57   | 0.21%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                              | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $2299244.50   | 0.41%             | 2026-04-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP                      | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145755.31    | 0.03%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC THE                              | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95767.48     | 0.02%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                           | VOLKSWAGEN FINANCIAL SERVICES AG                  | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |    300000 | PA      | $340409.80    | 0.06%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                      | VOLKSWAGEN INTERNATIONAL FINANCE NV               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118308.06    | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                   | HCA INC                                           | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297674.19    | 0.05%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                       | KONINKLIJKE KPN NV                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $276942.58    | 0.05%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                          | RELX CAPITAL INC                                  | CUSIP: 74949LAA0<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113642.15    | 0.02%             | 2025-05-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ANTHEM INC                                        | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    123000 | PA      | $128435.42    | 0.02%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC.                                            | GLOBE LIFE INC                                    | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204129.82    | 0.04%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                        | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $116204.50    | 0.02%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                            | EATON CAPITAL UNLTD CO                            | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |    500000 | PA      | $574710.70    | 0.10%             | 2036-05-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                            | TOYOTA MOTOR CREDIT CORP                          | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27000.25     | 0.00%             | 2027-03-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                             | CHARLES SCHWAB CORP THE                           | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     96000 | PA      | $80634.04     | 0.01%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES, INC.                                       | PPG INDUSTRIES INC                                | CUSIP: 693506BE6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50009.64     | 0.01%             | 2040-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                    | ROYAL BANK OF CANADA                              | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100306.44    | 0.02%             | 2027-01-19      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                            | E ON INTERNATIONAL FINANCE BV                     | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $108224.97    | 0.02%             | 2038-04-30      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                         | INTERSTATE POWER AND LIGHT CO                     | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    460000 | PA      | $473686.33    | 0.08%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD           | CUSIP: 05252BDK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1500929.48   | 0.27%             | 2026-03-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP                           | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    536000 | PA      | $596471.96    | 0.11%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                           | XCEL ENERGY INC                                   | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136575.41    | 0.02%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                      | TANGER PROPERTIES LP                              | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172183.47    | 0.03%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                   | HYATT HOTELS CORP                                 | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100163.82    | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY          | BRITISH TELECOMMUNICATIONS PLC                    | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |    750000 | PA      | $895447.31    | 0.16%             | 2033-01-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC                    | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $980886.09    | 0.17%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN GOVERNMENT THIRTY YEAR BOND                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 420350000 | PA      | $3210414.28   | 0.57%             | 2035-06-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                          | WISCONSIN POWER AND LIGHT CO                      | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    306000 | PA      | $303518.22    | 0.05%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung  | VOLKSWAGEN LEASING GMBH                           | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $231895.09    | 0.04%             | 2031-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415545.60    | 0.07%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    616969 | OU      | $-19286.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL FINANCE PLC                                   | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $95838.42     | 0.02%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                         | VENTAS REALTY LP                                  | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    339000 | PA      | $324720.96    | 0.06%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LKQ CORPORATION                                            | LKQ CORP                                          | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $670546.73    | 0.12%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                 | UNUM GROUP                                        | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478147.55    | 0.08%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                         | BHP BILLITON FINANCE USA LTD                      | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $97383.75     | 0.02%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE PTY LTD                                      | OPTUS FINANCE PTY LTD                             | CUSIP: BK1405319<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    600000 | PA      | $339621.34    | 0.06%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ANTHEM INC                                        | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    960000 | PA      | $832316.64    | 0.15%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                         | KEMPER CORP                                       | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $400646.43    | 0.07%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 245955702 | OU      | $-25463.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc.                                   | MAGNA INTERNATIONAL INC                           | CUSIP: 559222AW4<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1496257.15   | 0.27%             | 2031-01-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                   | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    698000 | PA      | $676075.03    | 0.12%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                     | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    787000 | PA      | $844005.31    | 0.15%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2413136 | OU      | $-49484.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MERLIN Properties SOCIMI, S.A.                             | MERLIN PROPERTIES SOCIMI SA                       | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $96083.66     | 0.02%             | 2034-12-04      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   3700000 | PA      | $1885263.01   | 0.33%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                              | MOLSON COORS BEVERAGE CO                          | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90883.80     | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                               | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90339.11     | 0.02%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                            | WP CAREY INC                                      | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386895.85    | 0.07%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE, LLC                                  | BROADSTONE NET LEASE LLC                          | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    407000 | PA      | $342869.10    | 0.06%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                      | WHIRLPOOL CORP                                    | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1463277.77   | 0.26%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC                             | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    338000 | PA      | $370418.27    | 0.07%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    578000 | PA      | $554913.40    | 0.10%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157355.53    | 0.03%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    524238 | OU      | $-4242.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                      | BANCO SANTANDER SA                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $232647.49    | 0.04%             | 2034-01-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $470477.96    | 0.08%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                  | EBAY INC                                          | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    341000 | PA      | $270054.18    | 0.05%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                            | NATIONAL AUSTRALIA BANK LTD                       | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    100000 | PA      | $109507.79    | 0.02%             | 2028-08-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                        | RWE FINANCE US LLC                                | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    474000 | PA      | $482468.27    | 0.09%             | 2034-04-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                  | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $858480.81    | 0.15%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                   | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    512000 | PA      | $416607.50    | 0.07%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                        | LSEGA FINANCING PLC                               | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $791616.22    | 0.14%             | 2041-04-06      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29342.39     | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC.                                  | BAXTER INTERNATIONAL INC                          | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77128.98     | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                  | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    575000 | PA      | $483207.76    | 0.09%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                               | GENERAL DYNAMICS CORP                             | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265950.90    | 0.05%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE MOSAIC COMPANY                                         | MOSAIC CO THE                                     | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    810000 | PA      | $766525.08    | 0.14%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                         | SUNCOR ENERGY INC                                 | CUSIP: 71644EAG7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    112000 | PA      | $114172.79    | 0.02%             | 2035-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                          | JAB HOLDINGS BV                                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $695719.00    | 0.12%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                             | CITIZENS FINANCIAL GROUP INC                      | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89381.25     | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    560000 | PA      | $664474.65    | 0.12%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION DEV         | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    538000 | PA      | $536535.05    | 0.10%             | 2029-01-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP | CUSIP: 63743HFV9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119836.99    | 0.02%             | 2025-12-03      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                  | DELL INTERNATIONAL LLC EMC CORP                   | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71737.43     | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development           | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT      | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |   1136000 | PA      | $1134681.13   | 0.20%             | 2029-02-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                        | SOUTHWESTERN ELECTRIC POWER CO                    | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597295.98    | 0.11%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                        | GREAT BRITISH POUND                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -96418 | OU      | $3627.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | EXTRA SPACE STORAGE LP                            | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99125.95     | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JANUS HENDERSON US (HOLDINGS) INC.                         | JANUS HEND US HLDGS INC                           | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1005965.05   | 0.18%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                   | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155746.06    | 0.03%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                   | EASTMAN CHEMICAL CO                               | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    421000 | PA      | $430593.97    | 0.08%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                   | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    384000 | PA      | $343034.65    | 0.06%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA CORP                                        | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    810000 | PA      | $615301.69    | 0.11%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL FINANCE PLC                                   | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    799000 | PA      | $700233.59    | 0.12%             | 2042-04-27      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                   | STATE STREET CORP                                 | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74722.50     | 0.01%             | 2027-10-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197090.84    | 0.03%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DIAGEO FINANCE PLC                                         | DIAGEO FINANCE PLC                                | CUSIP: N/A<br>LEI: BPF79TJMIH3DK8XCKI50       | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1478505.98   | 0.26%             | 2026-06-20      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                | IMPERIAL BRANDS FINANCE PLC                       | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1109945.44   | 0.20%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    463000 | PA      | $463393.22    | 0.08%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1029344 | OU      | $-85192.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                  | CNA FINANCIAL CORP                                | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    850000 | PA      | $838997.52    | 0.15%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    950000 | PA      | $885975.94    | 0.16%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $985657.80    | 0.17%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                  | SOUTHWEST GAS CORP                                | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    108000 | PA      | $101154.56    | 0.02%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                      | CAMDEN PROPERTY TRUST                             | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1083003.30   | 0.19%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                          | CAPITAL ONE FINANCIAL CORP                        | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106740.93    | 0.02%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                | ONEOK INC                                         | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    458000 | PA      | $460909.23    | 0.08%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES, INC.                                        | CF INDUSTRIES INC                                 | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    510000 | PA      | $457824.62    | 0.08%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                            | CAIXABANK SA                                      | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1211435.72   | 0.21%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                     | GENERAL MOTORS CO                                 | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    450000 | PA      | $404884.02    | 0.07%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                              | RCI BANQUE SA                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     83000 | PA      | $94891.54     | 0.02%             | 2029-07-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                        | SOCIETE GENERALE SA                               | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108125.38    | 0.02%             | 2027-07-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391289.45    | 0.07%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO                                  | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102558.92    | 0.02%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                          | INTERNATIONAL FINANCE CORP                        | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |     80000 | PA      | $79952.19     | 0.01%             | 2029-08-28      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung     | VOLKSWAGEN BANK GMBH                              | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118316.59    | 0.02%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC                                       | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1073238.59   | 0.19%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |     82000 | PA      | $82000.00     | 0.01%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Prologis International Funding II S.A.                     | PROLOGIS INTERNATIONAL FUNDING II SA              | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1236326.47   | 0.22%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                   | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    100000 | PA      | $99995.42     | 0.02%             | 2030-03-13      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                   | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99149.83     | 0.02%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                | HOST HOTELS RESORTS LP                            | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42723.32     | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                            | CSX CORP                                          | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    534000 | PA      | $480497.86    | 0.09%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1596583 | OU      | $-87931.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PVH CORP.                                                  | PVH CORP                                          | CUSIP: 693656AD2<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115233.38    | 0.02%             | 2029-07-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                            | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301755.02    | 0.05%             | 2033-06-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                  | ARES CAPITAL CORP                                 | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    935000 | PA      | $913427.33    | 0.16%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2054675 | OU      | $-83057.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                         | CADENT FINANCE PLC                                | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101045.36    | 0.02%             | 2030-03-19      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | ASIAN DEVELOPMENT BANK                            | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |   1300000 | PA      | $1317550.00   | 0.23%             | 2027-04-06      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $580335.49    | 0.10%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747904.62    | 0.13%             | 2027-07-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                 | PRUDENTIAL FINANCIAL INC                          | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220926.32    | 0.04%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Compagnie des chemins de fer nationaux du Canada           | CANADIAN NATIONAL RAILWAY CO                      | CUSIP: 136375DE9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2238890.90   | 0.40%             | 2033-05-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                      | FREEPORT MCMORAN INC                              | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    165000 | PA      | $152553.21    | 0.03%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                         | PROVINCE OF QUEBEC CANADA                         | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |   4800000 | PA      | $3448751.18   | 0.61%             | 2032-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $914035.34    | 0.16%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA             | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $356587.02    | 0.06%             | 2030-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                       | GLENCORE FUNDING LLC                              | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100449.35    | 0.02%             | 2027-04-04      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |      2000 | PA      | $1997.61      | 0.00%             | 2026-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                        | BROWN BROWN INC                                   | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77676.38     | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                 | COOPERATIEVE RABOBANK UA                          | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115661.93    | 0.02%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                     | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $2273493.29   | 0.40%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP INC.                              | JACOBS ENGINEERING GROUP INC                      | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    705000 | PA      | $716990.68    | 0.13%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2356762 | OU      | $-142917.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | BRISTOL MYERS SQUIBB CO                           | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263187.64    | 0.05%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| THE DOW CHEMICAL COMPANY                                   | DOW CHEMICAL CO THE                               | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159871.66    | 0.03%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | RF                | CA        |   2500000 | PA      | $1594662.38   | 0.28%             | 2029-06-27      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  39263504 | OU      | $-3736900.29  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157907.11    | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD           | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $1471386.62   | 0.26%             | 2029-06-18      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                             | CHARLES SCHWAB CORP THE                           | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    882000 | PA      | $886242.42    | 0.16%             | 2027-03-03      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99881.50     | 0.02%             | 2026-05-11      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC                                        | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87047.70     | 0.02%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103306.07    | 0.02%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                               | MID AMERICA APARTMENTS LP                         | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    152000 | PA      | $148187.49    | 0.03%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | U S TREASURY BOND                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $58965.43     | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    260000 | PA      | $220244.79    | 0.04%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                | HOST HOTELS RESORTS LP                            | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    233000 | PA      | $214841.10    | 0.04%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                          | CROWN CASTLE INTERNATIONAL CORP                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     83000 | PA      | $76789.55     | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                 | COOPERATIEVE RABOBANK UA AUSTRALIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    680000 | PA      | $444381.94    | 0.08%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  10059227 | OU      | $-158908.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227169.01    | 0.04%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                  | ARES CAPITAL CORP                                 | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85208.55     | 0.02%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                             | 7 ELEVEN INC                                      | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    512000 | PA      | $332525.90    | 0.06%             | 2041-02-10      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                        | HALLIBURTON CO                                    | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376467.36    | 0.07%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                | AVALONBAY COMMUNITIES INC                         | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607124.95    | 0.11%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                  | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    220000 | PA      | $242009.52    | 0.04%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $715443.22    | 0.13%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1103410.56   | 0.20%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | BRISTOL MYERS SQUIBB CO                           | CUSIP: 110122DG0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54189.71     | 0.01%             | 2043-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                     | GENERAL MOTORS CO                                 | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    823000 | PA      | $776271.11    | 0.14%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                            | ASTRAZENECA PLC                                   | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    323000 | PA      | $360307.36    | 0.06%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  12854475 | OU      | $-365050.73   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES GROUP LLC                               | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72369.37     | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                              | ALIMENTATION COUCHE TARD INC                      | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1581972.95   | 0.28%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | U S TREASURY NOTE                                 | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4004665.60   | 0.71%             | 2026-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| THE INTERPUBLIC GROUP OF COMPANIES, INC.                   | INTERPUBLIC GROUP OF COS INC THE                  | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $755786.53    | 0.13%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                            | RAYTHEON TECHNOLOGIES CORP                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    585000 | PA      | $508136.74    | 0.09%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                        | HALLIBURTON CO                                    | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    780000 | PA      | $889786.73    | 0.16%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority            | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH        | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    470000 | PA      | $287045.63    | 0.05%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                         | EXELON CORP                                       | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74711.80     | 0.01%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    238000 | PA      | $230143.76    | 0.04%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                    | BROOKFIELD FINANCE INC                            | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $303014.79    | 0.05%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                 | HUNTSMAN INTERNATIONAL LLC                        | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377037.81    | 0.07%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                | LOCKHEED MARTIN CORP                              | CUSIP: 539830AZ2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45470.19     | 0.01%             | 2041-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                   | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    759000 | PA      | $768002.83    | 0.14%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | BRISTOL MYERS SQUIBB CO                           | CUSIP: 110122AQ1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105218.17    | 0.02%             | 2038-05-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                        | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294789.12    | 0.05%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                   | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49469.59     | 0.01%             | 2027-02-26      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                  | WENDEL SE                                         | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $476285.10    | 0.08%             | 2030-06-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                    | HELMERICH PAYNE INC                               | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    581000 | PA      | $481782.29    | 0.09%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO                                  | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    262000 | PA      | $213276.08    | 0.04%             | 2042-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    688000 | PA      | $717586.71    | 0.13%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development           | EUROPEAN BANK FOR RECONSTRUCTION                  | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |   2600000 | PA      | $2601817.69   | 0.46%             | 2028-02-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                               | CENTRICA PLC                                      | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $393325.50    | 0.07%             | 2029-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                  | PROLOGIS EURO FINANCE LLC                         | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115915.20    | 0.02%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62920.16     | 0.01%             | 2026-05-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                      | WHIRLPOOL CORP                                    | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137143.43    | 0.02%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                 | DOLLAR GENERAL CORP                               | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    572000 | PA      | $576936.95    | 0.10%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| JAB Holdings B.V.                                          | JAB HOLDINGS BV                                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $428120.95    | 0.08%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Medical Systems Europe B.V.                       | AMERICAN MEDICAL SYSTEMS EUROPE BV                | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |    857000 | PA      | $954319.23    | 0.17%             | 2034-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ITALGAS S.P.A.                                             | ITALGAS SPA                                       | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118409.57    | 0.02%             | 2032-06-08      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                   | AMERICAN EXPRESS CO                               | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    529000 | PA      | $530084.45    | 0.09%             | 2026-02-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                    | ANHEUSER BUSCH INBEV SA NV                        | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    500000 | PA      | $571103.22    | 0.10%             | 2037-03-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    800000 | PA      | $930680.91    | 0.16%             | 2030-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                               | LINCOLN NATIONAL CORP                             | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407047.69    | 0.07%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                           | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $404604.96    | 0.07%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                | EQUINOR ASA                                       | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |    200000 | PA      | $222918.72    | 0.04%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP              | SUN COMMUNITIES OPERATING LP                      | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    683000 | PA      | $641013.59    | 0.11%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                | NATIONWIDE BUILDING SOCIETY                       | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115399.00    | 0.02%             | 2029-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                 | AMERICAN TOWER CORP                               | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |    200000 | PA      | $242697.97    | 0.04%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP              | CUSIP: 459200KF7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95530.86     | 0.02%             | 2032-02-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                            | NATIONAL GRID NORTH AMERICA INC                   | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1771774.07   | 0.31%             | 2033-09-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS, L.P.                                       | ONEOK PARTNERS LP                                 | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264490.82    | 0.05%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                  | ROGERS COMMUNICATIONS INC ONTARIO                 | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    257000 | PA      | $237417.68    | 0.04%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                       | KONINKLIJKE KPN NV                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1259817.65   | 0.22%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                   | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84233.05     | 0.01%             | 2027-05-08      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1397945 | OU      | $-130413.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96786.29     | 0.02%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS, L.P.                                       | ONEOK PARTNERS LP                                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    610000 | PA      | $598568.57    | 0.11%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                    | BROOKFIELD FINANCE INC                            | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $443098.06    | 0.08%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PARTNERS, LP                         | SEMPRA GLOBAL                                     | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    566000 | PA      | $473734.40    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                           | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $299639.14    | 0.05%             | 2027-06-04      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES DE TRANSPORT SAS                 | HOLDING D INFRASTRUCTURES DE TRANSPORT            | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118651.81    | 0.02%             | 2030-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                   | KONINKLIJKE PHILIPS NV                            | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $232288.85    | 0.04%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                            | CSX CORP                                          | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98197.65     | 0.02%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                   | EQUITABLE HOLDINGS INC                            | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102118.52    | 0.02%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                      | WHIRLPOOL CORP                                    | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170933.36    | 0.03%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | ASIAN DEVELOPMENT BANK                            | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |    139000 | PA      | $138837.55    | 0.02%             | 2028-06-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | EURO                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -1107575 | OU      | $47643.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                               | STANLEY BLACK DECKER INC                          | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    466000 | PA      | $396528.40    | 0.07%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Group Telecom Finance S.A.                    | CK HUTCHISON GROUP TELECOM FINANCE SA             | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |    610000 | PA      | $610847.36    | 0.11%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                       | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    564000 | PA      | $548863.10    | 0.10%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | EURO                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -908995 | OU      | $78112.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                              | NATIONAL GAS TRANSMISSION PLC                     | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |    250000 | PA      | $297680.18    | 0.05%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1013692 | OU      | $2349.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    976885 | OU      | $2655.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | RF                | CA        |    800000 | PA      | $909219.05    | 0.16%             | 2027-04-12      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                                | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99713.05     | 0.02%             | 2031-08-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                     | COLUMBIA PIPELINES HOLDING CO LLC                 | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    716000 | PA      | $708763.54    | 0.13%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | ROYALTY PHARMA PLC                                | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1710000 | PA      | $1255989.46   | 0.22%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC                             | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33196.66     | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | EXTRA SPACE STORAGE LP                            | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86684.55     | 0.02%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC THE                       | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    125000 | PA      | $133896.21    | 0.02%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                          | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    372000 | PA      | $356113.03    | 0.06%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                               | UNITED OVERSEAS BANK                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $1154065.28   | 0.20%             | 2026-03-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                                | CUSIP: 05565ECK9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1034606.48   | 0.18%             | 2034-04-02      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: —       |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $116382.86    | 0.02%             | 2029-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                   | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    300000 | PA      | $299424.00    | 0.05%             | 2029-02-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                 | APA INFRASTRUCTURE LTD                            | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |    300000 | PA      | $313764.12    | 0.06%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                       | CONSTELLATION ENERGY GENERATION LLC               | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $716514.57    | 0.13%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC THE                              | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91565.17     | 0.02%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | JAPANESE YEN                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        | -13288804 | OU      | $466.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    350000 | PA      | $445260.32    | 0.08%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                   | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    719000 | PA      | $648447.43    | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD           | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    540000 | PA      | $346834.61    | 0.06%             | 2029-02-05      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC THE                       | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    262000 | PA      | $290663.04    | 0.05%             | 2028-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP                                       | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1832031.15   | 0.32%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS, INC.                                     | JUNIPER NETWORKS INC                              | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77285.11     | 0.01%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                        | HALLIBURTON CO                                    | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $484681.98    | 0.09%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EURO                                                       | EURO                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |  -1143024 | OU      | $61796.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    193000 | PA      | $208372.92    | 0.04%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                             | EPR PROPERTIES                                    | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93575.99     | 0.02%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                     | SOUTHERN POWER CO                                 | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46244.33     | 0.01%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ALLEGION PUBLIC LIMITED COMPANY                            | ALLEGION PLC                                      | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     80000 | PA      | $75951.27     | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                         | RYDER SYSTEM INC                                  | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $237729.45    | 0.04%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     53133 | OU      | $-4465.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                  | SOUTHERN GAS NETWORKS PLC                         | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $114286.01    | 0.02%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    360000 | PA      | $314710.63    | 0.06%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                          | OKLAHOMA GAS AND ELECTRIC CO                      | CUSIP: 678858BL4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50550.29     | 0.01%             | 2040-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC                    | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549553.42    | 0.10%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                    | NBCUNIVERSAL MEDIA LLC                            | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150908.23    | 0.03%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                         | INTERSTATE POWER AND LIGHT CO                     | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105775.02    | 0.02%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639567.90    | 0.11%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                       | NEW SOUTH WALES TREASURY CORP                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |   4700000 | PA      | $2357833.98   | 0.42%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                 | COOPERATIEVE RABOBANK UA                          | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $355980.68    | 0.06%             | 2030-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                | FEDERATION DES CAISSES DESJARDINS DU QUEBEC       | CUSIP: N/A<br>LEI: 549300B2Q47IR0CR5B54       | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1707779.92   | 0.30%             | 2026-01-17      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    393000 | PA      | $398006.17    | 0.07%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                        | NEWMONT CORP                                      | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    631000 | PA      | $572925.35    | 0.10%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                             | NNN REIT INC                                      | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    423000 | PA      | $428311.97    | 0.08%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    808000 | PA      | $664844.33    | 0.12%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                             | EPR PROPERTIES                                    | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442036.73    | 0.08%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    609000 | PA      | $530220.10    | 0.09%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | ROYALTY PHARMA PLC                                | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $446868.23    | 0.08%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                     | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $2218113.45   | 0.39%             | 2038-06-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    233000 | PA      | $235233.63    | 0.04%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                                 | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1426739.81   | 0.25%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC                                       | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90257.08     | 0.02%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                        | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    250000 | PA      | $300761.62    | 0.05%             | 2033-05-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106172.68    | 0.02%             | 2040-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99330.68     | 0.02%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                        | PHILLIPS 66 CO                                    | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445372.38    | 0.08%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                   | VINCI SA                                          | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1250268.73   | 0.22%             | 2026-05-13      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                  | WESTERN UNION CO THE                              | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    700000 | PA      | $681891.11    | 0.12%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung  | VOLKSWAGEN LEASING GMBH                           | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119670.34    | 0.02%             | 2029-03-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                   | HYATT HOTELS CORP                                 | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99399.41     | 0.02%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   9061057 | OU      | $-199164.06   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                  | INVITATION HOMES OPERATING PARTNERSHIP LP         | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430060.88    | 0.08%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC                                        | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    925000 | PA      | $1081150.71   | 0.19%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                       | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    915000 | PA      | $875069.92    | 0.15%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                        | AES CORP THE                                      | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    162000 | PA      | $138659.67    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC.                                              | NISOURCE INC                                      | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350590.00    | 0.06%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                        | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    300000 | PA      | $311439.35    | 0.06%             | 2032-04-08      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $188613.13    | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                               | GLAXOSMITHKLINE CAPITAL INC                       | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1431072.02   | 0.25%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                     | GENERAL MOTORS CO                                 | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1100915.71   | 0.19%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung  | VOLKSWAGEN LEASING GMBH                           | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |    423000 | PA      | $506234.40    | 0.09%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306052.16    | 0.05%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                 | CATERPILLAR FINANCIAL SERVICES CORP               | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154758.20    | 0.03%             | 2027-05-14      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP                      | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    610000 | PA      | $504844.91    | 0.09%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                     | CUSIP: 172967EP2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110602.81    | 0.02%             | 2038-03-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                       | EXELON GENERATION CO LLC                          | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623744.12    | 0.11%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                         | VENTAS REALTY LP                                  | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76946.03     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                     | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    116000 | PA      | $117553.74    | 0.02%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                | AKER BP ASA                                       | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |   2400000 | PA      | $2739737.64   | 0.49%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    534000 | PA      | $539858.14    | 0.10%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                           | ARCELORMITTAL SA                                  | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $671114.70    | 0.12%             | 2031-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                              | TRANSCANADA PIPELINES LTD                         | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    512000 | PA      | $516069.04    | 0.09%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO                      | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1585667.74   | 0.28%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                    | MICRON TECHNOLOGY INC                             | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    445000 | PA      | $316006.72    | 0.06%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance (Netherlands) B.V.                    | TOYOTA MOTOR FINANCE NETHERLANDS BV               | CUSIP: N/A<br>LEI: 724500OPA8GZSQUNSR96       | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2396530.41   | 0.42%             | 2027-02-09      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2245114 | OU      | $-118970.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                 | COREBRIDGE FINANCIAL INC                          | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81598.51     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $640098.02    | 0.11%             | 2029-05-14      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $2243401.16   | 0.40%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                   | HCA INC                                           | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22421.15     | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1258033.63   | 0.22%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                   | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    257000 | PA      | $258254.01    | 0.05%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                               | PROVINCE OF BRITISH COLUMBIA CANADA               | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   3000000 | PA      | $2203641.50   | 0.39%             | 2035-06-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102476.67    | 0.02%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                            | APA CORP                                          | CUSIP: 03743QAH1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164574.72    | 0.03%             | 2040-09-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA             | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121373.65    | 0.02%             | 2031-11-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN GOVERNMENT TEN YEAR BOND                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 278400000 | PA      | $1909510.94   | 0.34%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                      | NOMURA HOLDINGS INC                               | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $357380.56    | 0.06%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                | DCP MIDSTREAM OPERATING LP                        | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101007.78    | 0.02%             | 2036-11-03      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                          | CAPITAL ONE FINANCIAL CORP                        | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    374000 | PA      | $366844.08    | 0.06%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | JPMORGAN CHASE BANK NA                            | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753934.55    | 0.13%             | 2026-12-08      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRENCH REPUBLIC GOVERNMENT BOND OAT               | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    799000 | PA      | $892342.31    | 0.16%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP                           | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1499377.64   | 0.27%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC            | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    690000 | PA      | $586213.69    | 0.10%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                 | WARNERMEDIA HOLDINGS INC                          | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    350000 | PA      | $299698.16    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  14507275 | OU      | $-167546.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION             | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     64000 | PA      | $64125.48     | 0.01%             | 2027-01-12      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                    | ARROW ELECTRONICS INC                             | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $2028729.65   | 0.36%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                           | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $374894.69    | 0.07%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                     | MACQUARIE BANK LTD                                | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1150000 | PA      | $1154897.72   | 0.20%             | 2027-07-02      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                    | BROOKFIELD FINANCE INC                            | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88781.29     | 0.02%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                           | BRIXMOR OPERATING PARTNERSHIP LP                  | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449789.45    | 0.08%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                     | PNC FINANCIAL SERVICES GROUP INC THE              | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    116000 | PA      | $105938.56    | 0.02%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                      | BRUNSWICK CORP DE                                 | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $987248.41    | 0.17%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78936.44     | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    414000 | PA      | $353433.78    | 0.06%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267451.33    | 0.05%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES FINANCIAL GROUP INC                     | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    392000 | PA      | $385016.79    | 0.07%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                            | APA CORP                                          | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93554.13     | 0.02%             | 2035-02-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                          | OKLAHOMA GAS AND ELECTRIC CO                      | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020260.09   | 0.18%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                      | HOWMET AEROSPACE INC                              | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040816.00   | 0.18%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    900000 | PA      | $477598.26    | 0.08%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                               | WILLIAMS COS INC THE                              | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1581857.75   | 0.28%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                   | EASTMAN CHEMICAL CO                               | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85160.02     | 0.02%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                  | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $907864.13    | 0.16%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                   | ENGIE SA                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119029.67    | 0.02%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                   | BAYER AG                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119381.61    | 0.02%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1874.72      | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                              | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100301.27    | 0.02%             | 2029-04-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                 | DOLLAR GENERAL CORP                               | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98200.09     | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEGG MASON, INC.                                           | LEGG MASON INC                                    | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    381000 | PA      | $367054.97    | 0.07%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO                                  | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53191.48     | 0.01%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                              | SUTTER HEALTH                                     | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99001.44     | 0.02%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP                           | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    978000 | PA      | $935066.53    | 0.17%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                | CONTINENTAL RESOURCES INC OK                      | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1193182.49   | 0.21%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                   | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99231.72     | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  15067935 | OU      | $-20609.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO                                                       | EURO                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -539091 | OU      | $27730.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                          | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96526.80     | 0.02%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                 | PRUDENTIAL FINANCIAL INC                          | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416590.43    | 0.07%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3133891 | OU      | $-52691.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -791019 | OU      | $2533.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC                              | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2251176.54   | 0.40%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  37786133 | OU      | $150250.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV              | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3413868.36   | 0.60%             | 2025-12-18      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    100000 | PA      | $104059.23    | 0.02%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  10311542 | OU      | $-189672.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                          | OKLAHOMA GAS AND ELECTRIC CO                      | CUSIP: 678858BM2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143431.54    | 0.03%             | 2041-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                            | CSX CORP                                          | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $478933.61    | 0.08%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | SEMPRA ENERGY                                     | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297894.54    | 0.05%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $284867.41    | 0.05%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                      | ALABAMA POWER CO                                  | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156978.16    | 0.03%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                         | T MOBILE USA INC                                  | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107319.07    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                     | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $339050.47    | 0.06%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD           | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $831722.45    | 0.15%             | 2025-05-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                    | INTERNATIONAL FLAVORS FRAGRANCES INC              | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2021237.19   | 0.36%             | 2040-11-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION DEVLOPMENT  | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |   5300000 | PA      | $5299783.18   | 0.94%             | 2027-06-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                | PROTECTIVE LIFE CORP                              | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     83000 | PA      | $78594.75     | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| AON GLOBAL LIMITED.                                        | AON GLOBAL LTD                                    | CUSIP: 00185AAB0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $129113.76    | 0.02%             | 2042-12-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                               | CADENCE DESIGN SYSTEMS INC                        | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2939251.83   | 0.52%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CON EDISON CO OF NY INC                           | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103570.77    | 0.02%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   4040000 | PA      | $1800909.35   | 0.32%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR INVESTMENTS SA                                   | EUROCLEAR INVESTMENTS SA                          | CUSIP: AL3198242<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $222207.12    | 0.04%             | 2026-12-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                         | LPL HOLDINGS INC                                  | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197767.69    | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                 | CARRIER GLOBAL CORP                               | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $312499.50    | 0.06%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                        | CENOVUS ENERGY INC                                | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    494000 | PA      | $519729.38    | 0.09%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1409731.01   | 0.25%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                      | ASHTEAD CAPITAL INC                               | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1321100.38   | 0.23%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                           | MARSH MCLENNAN COS INC                            | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99857.24     | 0.02%             | 2027-11-08      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                    | CANADIAN IMPERIAL BANK OF COMMERCE                | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $350155.75    | 0.06%             | 2027-06-28      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   7443900 | OU      | $-312827.91   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA                    | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1150000 | PA      | $1153072.48   | 0.20%             | 2026-03-13      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                   | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    300000 | PA      | $300131.40    | 0.05%             | 2027-10-04      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                             | KROGER CO THE                                     | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92139.57     | 0.02%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                           | LAZARD GROUP LLC                                  | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68324.09     | 0.01%             | 2027-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                  | KELLANOVA                                         | CUSIP: 487836CB2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1274652.04   | 0.23%             | 2034-05-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                  | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    223000 | PA      | $170677.21    | 0.03%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA GROUP THE                                   | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    506000 | PA      | $510071.72    | 0.09%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                | AVNET INC                                         | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    450000 | PA      | $391627.24    | 0.07%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $107253.61    | 0.02%             | 2030-04-08      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                 | REINSURANCE GROUP OF AMERICA INC                  | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    506000 | PA      | $524309.79    | 0.09%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                    | ROYAL BANK OF CANADA                              | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100697.35    | 0.02%             | 2026-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                              | TUCSON ELECTRIC POWER CO                          | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99917.40     | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Magna International Inc.                                   | MAGNA INTERNATIONAL INC                           | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |    450000 | PA      | $532678.39    | 0.09%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                     | WELLS FARGO BANK NA                               | CUSIP: 94988J6C6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500328.59    | 0.09%             | 2025-08-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                           | SKANDINAVISKA ENSKILDA BANKEN AB                  | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |   1927000 | PA      | $2191638.85   | 0.39%             | 2027-05-03      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                       | BAYER US FINANCE LLC                              | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1450508.19   | 0.26%             | 2033-11-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RTX CORPORATION                                            | RAYTHEON TECHNOLOGIES CORP                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    473000 | PA      | $428970.45    | 0.08%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA                                           | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    927000 | PA      | $894320.61    | 0.16%             | 2040-10-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                  | BP CAPITAL MARKETS PLC                            | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $905172.22    | 0.16%             | 2034-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | PHILLIPS 66                                       | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2164741.63   | 0.38%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                    | NBCUNIVERSAL MEDIA LLC                            | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    244000 | PA      | $249743.11    | 0.04%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD           | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3250000 | PA      | $3249294.75   | 0.58%             | 2027-09-30      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                    | DAIMLER FINANCE NORTH AMERICA LLC                 | CUSIP: 233851DW1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374011.42    | 0.07%             | 2029-08-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                    | NYKREDIT REALKREDIT AS                            | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    100000 | PA      | $114219.62    | 0.02%             | 2030-01-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $524298.45    | 0.09%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                           | AUTONATION INC                                    | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $117567.65    | 0.02%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    278000 | PA      | $285951.61    | 0.05%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                     | JACKSON FINANCIAL INC                             | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550071.09    | 0.10%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES, INC.                                        | CF INDUSTRIES INC                                 | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $869829.68    | 0.15%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIMENSIONAL FUND ADVISORS LP                               | The DFA Short Term Investment Fund                | CUSIP: 23320U405<br>LEI: N/A                  | Long             | STIV             |  | US        |  18857924 | NS      | $18857924.50  | 3.34%             |  |  |  | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                        | BAT INTERNATIONAL FINANCE PLC                     | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $370965.85    | 0.07%             | 2028-06-26      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                    | E ON SE                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |    700000 | PA      | $835069.68    | 0.15%             | 2033-08-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                        | HALLIBURTON CO                                    | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1157059.91   | 0.20%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    512000 | PA      | $429637.10    | 0.08%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA                    | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $655198.45    | 0.12%             | 2028-08-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                              | TRANSCANADA PIPELINES LTD                         | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148481.31    | 0.03%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    366000 | PA      | $369413.09    | 0.07%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                      | NEXTERA ENERGY CAPITAL HOLDINGS INC               | CUSIP: 65339KDA5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2288539.78   | 0.41%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    555000 | PA      | $478911.17    | 0.08%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                | DISCOVER FINANCIAL SERVICES                       | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    595000 | PA      | $634511.14    | 0.11%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171998.73    | 0.03%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                         | SUNCOR ENERGY INC                                 | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $268155.32    | 0.05%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1429184 | OU      | $-76815.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131752.26    | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES GROUP LLC                               | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81881.43     | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                           | GATX CORP                                         | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    366000 | PA      | $402177.71    | 0.07%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                 | COOPERATIEVE RABOBANK UA NY                       | CUSIP: 21688ABJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3003341.88   | 0.53%             | 2029-10-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                               | VIATRIS INC                                       | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97063.61     | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    268000 | PA      | $248712.52    | 0.04%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                          | CHOICE HOTELS INTERNATIONAL INC                   | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46881.94     | 0.01%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP                      | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299832.08    | 0.05%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    254000 | PA      | $219714.60    | 0.04%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                     | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    148000 | PA      | $114527.23    | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    181000 | PA      | $164856.95    | 0.03%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royaume de Belgique                                        | KINGDOM OF BELGIUM GOVERNMENT BOND                | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    532000 | PA      | $591569.24    | 0.10%             | 2027-06-22      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                                                | AKER BP ASA                                       | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    676000 | PA      | $631527.39    | 0.11%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                        | ANHEUSER BUSCH INBEV WORLDWIDE INC                | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1180500.91   | 0.21%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                    | MICRON TECHNOLOGY INC                             | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75735.07     | 0.01%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                    | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    200000 | PA      | $198050.22    | 0.04%             | 2030-08-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC            | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166318.53    | 0.03%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                    | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $263882.18    | 0.05%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP                                       | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    102000 | PA      | $109021.53    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                              | DUQUESNE LIGHT HOLDINGS INC                       | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193588.52    | 0.03%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                               | UNIBAIL RODAMCO WESTFIELD SE                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1122118.90   | 0.20%             | 2034-09-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                       | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    984000 | PA      | $969818.27    | 0.17%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                    | ANHEUSER BUSCH INBEV SA NV                        | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    100000 | PA      | $106766.62    | 0.02%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC                             | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    424000 | PA      | $441947.44    | 0.08%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP              | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260261.67    | 0.05%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98931.70     | 0.02%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                           | HESS CORP                                         | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73240.70     | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                             | ENBRIDGE ENERGY PARTNERS LP                       | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    636000 | PA      | $605464.80    | 0.11%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                         | INTERSTATE POWER AND LIGHT CO                     | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97324.14     | 0.02%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                                 | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    331000 | PA      | $367748.64    | 0.07%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                 | AMGEN INC                                         | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    550000 | PA      | $535109.77    | 0.09%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                    | ROYAL BANK OF CANADA                              | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |    300000 | PA      | $363257.82    | 0.06%             | 2030-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services N.V.                         | VOLKSWAGEN FINANCIAL SERVICES NV                  | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $135546.77    | 0.02%             | 2029-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    579000 | PA      | $499801.84    | 0.09%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                         | CPPIB CAPITAL INC                                 | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1293110.11   | 0.23%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO THE                                | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112805.22    | 0.02%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP              | SUN COMMUNITIES OPERATING LP                      | CUSIP: 866677AJ6<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124797.42    | 0.02%             | 2033-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                          | TELUS CORP                                        | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1034644.90   | 0.18%             | 2044-04-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                               | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    990000 | PA      | $886702.69    | 0.16%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                   | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |    100000 | PA      | $114996.02    | 0.02%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                  | CNO FINANCIAL GROUP INC                           | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1186462.39   | 0.21%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                | NATIONAL AUSTRALIA BANK LTD                       | CUSIP: ZK4883987<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2200000 | PA      | $1415282.14   | 0.25%             | 2028-05-12      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                  | NEW YORK STATE ELECTRIC GAS CORP                  | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197333.26    | 0.03%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                 | COREBRIDGE FINANCIAL INC                          | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290754.17    | 0.05%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS, LP                                | SPECTRA ENERGY PARTNERS LP                        | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47596.71     | 0.01%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                       | EXPERIAN FINANCE PLC                              | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1708741.62   | 0.30%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                  | INVITATION HOMES OPERATING PARTNERSHIP LP         | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135453.44    | 0.02%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                          | STORE CAPITAL CORP                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87790.29     | 0.02%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113406.93    | 0.02%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                            | QUEENSLAND TREASURY CORP                          | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    100000 | PA      | $62764.66     | 0.01%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                    | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1882000 | PA      | $1895875.08   | 0.34%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                        | CBRE SERVICES INC                                 | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490661.75    | 0.09%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                 | COREBRIDGE FINANCIAL INC                          | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74903.99     | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                  | WESTERN UNION CO THE                              | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259919.38    | 0.05%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                           | MEDTRONIC GLOBAL HOLDINGS SCA                     | CUSIP: 58507LAP4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $681066.73    | 0.12%             | 2039-07-02      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE      | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314950.47    | 0.06%             | 2027-02-05      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK                                | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    508000 | PA      | $508065.64    | 0.09%             | 2028-05-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                 | NORTHERN TRUST CORP                               | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384111.33    | 0.07%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | CONOCOPHILLIPS CO                                 | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116142.98    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                           | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $230785.04    | 0.04%             | 2036-01-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                       | ASIAN INFRASTRUCTURE INVESTMENT BANK              | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              |  | CN        |     84000 | PA      | $84573.04     | 0.01%             | 2027-08-16      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA CORP                                        | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566907.63    | 0.10%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                                 | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1504296.41   | 0.27%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                               | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769884.63    | 0.14%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                 | AMERICAN TOWER CORP                               | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77448.34     | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                   | ALLSTATE CORP THE                                 | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2003144.60   | 0.35%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                 | REINSURANCE GROUP OF AMERICA INC                  | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202652.19    | 0.04%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                               | HASBRO INC                                        | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1856390.64   | 0.33%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                       | DENTSPLY SIRONA INC                               | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89224.39     | 0.02%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC            | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159158.97    | 0.03%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP                                       | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $397512.80    | 0.07%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                 | SIMON PROPERTY GROUP LP                           | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    550000 | PA      | $484989.71    | 0.09%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208433.41    | 0.04%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                  | MISSISSIPPI POWER CO                              | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $939634.63    | 0.17%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                | AKER BP ASA                                       | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    400000 | PA      | $401663.12    | 0.07%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                   | KONINKLIJKE PHILIPS NV                            | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    465000 | PA      | $503880.31    | 0.09%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                    | BLACK HILLS CORP                                  | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    857000 | PA      | $888698.61    | 0.16%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365040.60    | 0.06%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    570000 | PA      | $616035.57    | 0.11%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                     | LOWE S COS INC                                    | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93256.26     | 0.02%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO THE                                | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    435000 | PA      | $458590.79    | 0.08%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC                    | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294436.69    | 0.05%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                    | BOARDWALK PIPELINES LP                            | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643771.05    | 0.11%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1426850.06   | 0.25%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                           | FORTUNE BRANDS INNOVATIONS INC                    | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    414000 | PA      | $425705.54    | 0.08%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                   | ATMOS ENERGY CORP                                 | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    522000 | PA      | $555056.30    | 0.10%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                       | KIMCO REALTY OP LLC                               | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    401000 | PA      | $428265.77    | 0.08%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $973499.65    | 0.17%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS, L.P.                                       | ONEOK PARTNERS LP                                 | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316307.82    | 0.06%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                   | DOW CHEMICAL CO THE                               | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393814.58    | 0.07%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED.                                   | MACQUARIE GROUP LTD                               | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |    300000 | PA      | $317538.93    | 0.06%             | 2029-01-19      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                     | OMV AG                                            | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |    120000 | PA      | $111935.43    | 0.02%             | 2034-07-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                 | AETNA INC                                         | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40669.73     | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                  | ROGERS COMMUNICATIONS INC                         | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $293248.85    | 0.05%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    837000 | PA      | $703299.03    | 0.12%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |  -1774931 | OU      | $24379.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                              | CORPORATE OFFICE PROPERTIES LP                    | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    746000 | PA      | $599562.65    | 0.11%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    415000 | PA      | $358752.15    | 0.06%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | ASIAN DEVELOPMENT BANK                            | CUSIP: 045167FM0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |     50000 | PA      | $49987.84     | 0.01%             | 2025-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                  | FLEX LTD                                          | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    456000 | PA      | $448028.17    | 0.08%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                         | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP  | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $965711.32    | 0.17%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                                | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |    200000 | PA      | $223121.52    | 0.04%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745694.81    | 0.13%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $235599.12    | 0.04%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                            | ENEL FINANCE INTERNATIONAL NV                     | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $281146.07    | 0.05%             | 2037-09-15      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: —       |
| New South Wales Treasury Corporation                       | NEW SOUTH WALES TREASURY CORP                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    300000 | PA      | $187067.38    | 0.03%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE. LTD.                        | IBM INTERNATIONAL CAPITAL PTE LTD                 | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   2715000 | PA      | $2561013.29   | 0.45%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                    | ARROW ELECTRONICS INC                             | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    450000 | PA      | $385787.50    | 0.07%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                   | DOW CHEMICAL CO THE                               | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71466.53     | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                 | COOPERATIEVE RABOBANK UA AUSTRALIA                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    970000 | PA      | $619076.57    | 0.11%             | 2028-05-26      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                      | QUANTA SERVICES INC                               | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $699721.02    | 0.12%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    771000 | PA      | $764003.78    | 0.14%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                              | TRANSCANADA PIPELINES LTD                         | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    251000 | PA      | $288081.65    | 0.05%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                    | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    341000 | PA      | $345940.03    | 0.06%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                             | EPR PROPERTIES                                    | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98834.00     | 0.02%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY DISTRIBUTION (WEST MIDLANDS) PLC | NATIONAL GRID ELECTRICITY DISTRIBUTION WEST MID   | CUSIP: N/A<br>LEI: 549300L22M2RCLXON143       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $136678.11    | 0.02%             | 2032-04-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    200000 | PA      | $201471.86    | 0.04%             | 2026-12-11      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $141411.44    | 0.03%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                            | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1046979.54   | 0.19%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: —       |
| TANGER PROPERTIES LIMITED PARTNERSHIP                      | TANGER PROPERTIES LP                              | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142571.97    | 0.03%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    250000 | PA      | $312599.81    | 0.06%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                | HOST HOTELS RESORTS LP                            | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579341.90    | 0.10%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC            | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99837.17     | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                    | PFIZER INVESTMENT ENTERPRISES PTE LTD             | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    178000 | PA      | $167206.36    | 0.03%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO                      | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    479000 | PA      | $446273.39    | 0.08%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA CORP                                        | CUSIP: 125523BH2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46491.67     | 0.01%             | 2042-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                            | PRINCIPAL FINANCIAL GROUP INC                     | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    711000 | PA      | $724108.61    | 0.13%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    381000 | PA      | $407970.25    | 0.07%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                | FRESENIUS MEDICAL CARE US FINANCE III INC         | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422502.85    | 0.07%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                        | SYNCHRONY FINANCIAL                               | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $550736.88    | 0.10%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING (ASIA) PLC                              | PRUDENTIAL FUNDING ASIA PLC                       | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $376225.72    | 0.07%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SELP Finance S.a r.l.                                      | SELP FINANCE SARL                                 | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |    698000 | PA      | $792974.65    | 0.14%             | 2032-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE      | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116965.34    | 0.02%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                        | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $954788.85    | 0.17%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                             | KROGER CO THE                                     | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    756000 | PA      | $693782.68    | 0.12%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                         | LYB INTERNATIONAL FINANCE III LLC                 | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $752513.72    | 0.13%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                | HOST HOTELS RESORTS LP                            | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1230044.65   | 0.22%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                | TYCO ELECTRONICS GROUP SA                         | CUSIP: N/A<br>LEI: C33G1C5SYE2YM95EE712       | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $2825895.19   | 0.50%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOV INC.                                                   | NOV INC                                           | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $770262.13    | 0.14%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                        | TIKEHAU CAPITAL SCA                               | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $506833.24    | 0.09%             | 2030-03-14      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                   | HCA INC                                           | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    710000 | PA      | $577980.71    | 0.10%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                         | MARS INC                                          | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    343000 | PA      | $339356.97    | 0.06%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY            | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY   | CUSIP: BN8412155<br>LEI: N/A                  | Long             | DBT              |  | AU        |    153000 | PA      | $76165.68     | 0.01%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                         | ORACLE CORP                                       | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    404000 | PA      | $308768.85    | 0.05%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                   | HYATT HOTELS CORP                                 | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301121.00    | 0.05%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                        | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $121628.96    | 0.02%             | 2030-08-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC HOLDINGS PLC                                 | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1160517.27   | 0.21%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    211008 | OU      | $-1035.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                | PFIZER INC                                        | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50207.12     | 0.01%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83306.73     | 0.01%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    271000 | PA      | $272411.53    | 0.05%             | 2026-07-17      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                        | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $537817.03    | 0.10%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                     | GENERAL MOTORS CO                                 | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    264000 | PA      | $241691.77    | 0.04%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    237000 | PA      | $249698.68    | 0.04%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                   | MOTOROLA SOLUTIONS INC                            | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    413000 | PA      | $427137.77    | 0.08%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                  | WESTERN UNION CO THE                              | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1527261.82   | 0.27%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| NUCOR CORPORATION                                          | NUCOR CORP                                        | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     89000 | PA      | $97459.32     | 0.02%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238414.69    | 0.04%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                            | AFFILIATED MANAGERS GROUP INC                     | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    665000 | PA      | $647736.54    | 0.11%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                        | STATE STREET BANK TRUST CO                        | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998944.35    | 0.18%             | 2026-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                           | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103332.17    | 0.02%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP              | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101279.17    | 0.02%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    271000 | PA      | $324124.93    | 0.06%             | 2041-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                              | EQUINIX INC                                       | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    490000 | PA      | $433429.22    | 0.08%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101901.19    | 0.02%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                           | HEALTHCARE REALTY HOLDINGS LP                     | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124864.24    | 0.02%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                         | FAIRFAX FINL HLDGS LTD                            | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50813.18     | 0.01%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                         | CENTERPOINT ENERGY RESOURCES CORP                 | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102436.35    | 0.02%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP OF VICTORIA                                  | TREASURY CORP OF VICTORIA                         | CUSIP: EI6973792<br>LEI: N/A                  | Long             | DBT              |  | AU        |    200000 | PA      | $131831.82    | 0.02%             | 2026-11-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                       | EXELON GENERATION CO LLC                          | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146014.11    | 0.03%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $432641.80    | 0.08%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                           | MEDTRONIC GLOBAL HOLDINGS SCA                     | CUSIP: 58507LAK5<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $378873.71    | 0.07%             | 2039-03-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                      | HONEYWELL INTERNATIONAL INC                       | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    400000 | PA      | $471182.45    | 0.08%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  14544795 | OU      | $-55200.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1704313 | OU      | $9430.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                            | FMC CORP                                          | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    751000 | PA      | $723551.06    | 0.13%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                       | HIGHWOODS REALTY LP                               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339377.30    | 0.06%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                         | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP  | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $785219.16    | 0.14%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                      | DOMINION ENERGY INC                               | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156926.21    | 0.03%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                    | CANADIAN IMPERIAL BANK OF COMMERCE                | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    353000 | PA      | $355133.72    | 0.06%             | 2026-10-02      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                            | WP CAREY INC                                      | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |    205000 | PA      | $225562.23    | 0.04%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                           | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    350000 | PA      | $479161.58    | 0.08%             | 2029-10-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                  | BAKER HUGHES HOLDINGS LLC                         | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94855.54     | 0.02%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                    | SSE PLC                                           | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |    750000 | PA      | $1030828.00   | 0.18%             | 2038-08-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                    | HEIDELBERG MATERIALS AG                           | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |   1180000 | PA      | $1364169.60   | 0.24%             | 2034-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                        | ALLY FINANCIAL INC                                | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2017000 | PA      | $2233627.25   | 0.40%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| NATIONAL FUEL GAS COMPANY                                  | NATIONAL FUEL GAS CO                              | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    840000 | PA      | $743816.35    | 0.13%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                   | ENGIE SA                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $920413.78    | 0.16%             | 2036-03-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1416538 | OU      | $-1723.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                   | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    173000 | PA      | $173144.12    | 0.03%             | 2029-08-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    320826 | OU      | $-4006.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                      | BANCO SANTANDER SA                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $97915.31     | 0.02%             | 2031-11-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100530.27    | 0.02%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LEAR CORPORATION                                           | LEAR CORP                                         | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134753.90    | 0.02%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | MORGAN STANLEY                                    | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $483161.20    | 0.09%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                           | GATX CORP                                         | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    794000 | PA      | $825570.36    | 0.15%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL, INC.                                       | VOYA FINANCIAL INC                                | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    523000 | PA      | $497487.37    | 0.09%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | ASIAN DEVELOPMENT BANK                            | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |     50000 | PA      | $50484.50     | 0.01%             | 2026-08-27      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                | PROVINCE OF ONTARIO CANADA                        | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   8000000 | PA      | $6016650.98   | 1.07%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58495.68     | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                         | EXELON CORP                                       | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95611.39     | 0.02%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                    | NBCUNIVERSAL MEDIA LLC                            | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    711000 | PA      | $603776.32    | 0.11%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                                | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500624.03    | 0.09%             | 2026-08-13      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal SA                                           | ARCELORMITTAL SA                                  | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    655000 | PA      | $670593.19    | 0.12%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |  -2482513 | OU      | $55387.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                      | KEURIG DR PEPPER INC                              | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160401.73    | 0.03%             | 2027-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    719734 | OU      | $-30814.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                      | ASHTEAD CAPITAL INC                               | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    785000 | PA      | $786428.54    | 0.14%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99402.02     | 0.02%             | 2027-10-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                   | SVENSKA HANDELSBANKEN AB                          | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1700000 | PA      | $1710344.33   | 0.30%             | 2026-06-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                            | QUEENSLAND TREASURY CORP                          | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    100000 | PA      | $63978.45     | 0.01%             | 2028-09-19      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                               | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449723.14    | 0.08%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES GROUP LLC                               | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    781000 | PA      | $788073.74    | 0.14%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2684508 | OU      | $-56530.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FISERV, INC.                                               | FISERV INC                                        | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | US        |    350000 | PA      | $419558.37    | 0.07%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                    | E ON SE                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |    500000 | PA      | $571680.69    | 0.10%             | 2036-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                            | FOX CORP                                          | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    554000 | PA      | $589316.46    | 0.10%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                       | HIGHWOODS REALTY LP                               | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    880000 | PA      | $963754.11    | 0.17%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                  | CNO FINANCIAL GROUP INC                           | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22998.64     | 0.00%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                           | AGCO CORP                                         | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1243647.01   | 0.22%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                               | LINCOLN NATIONAL CORP                             | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102631.13    | 0.02%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | WELLS FARGO CO                                    | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    100000 | PA      | $110443.67    | 0.02%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                           | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1074194.55   | 0.19%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                    | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194041.61    | 0.03%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                      | BANCO BILBAO VIZCAYA ARGENTARIA SA                | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    800000 | PA      | $939190.78    | 0.17%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197942.89    | 0.04%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                              | BROADCOM INC                                      | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    282000 | PA      | $218762.75    | 0.04%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                    | CANADIAN IMPERIAL BANK OF COMMERCE                | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91840.55     | 0.02%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                        | PHILLIPS 66 CO                                    | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101924.27    | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                | AVNET INC                                         | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1778747.37   | 0.32%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                         | CENTERPOINT ENERGY RESOURCES CORP                 | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    311000 | PA      | $299763.53    | 0.05%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                     | JACKSON FINANCIAL INC                             | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    656000 | PA      | $564636.03    | 0.10%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                               | VIATRIS INC                                       | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432850.30    | 0.08%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                          | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9283.03      | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                  | J M SMUCKER CO THE                                | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    480000 | PA      | $442087.36    | 0.08%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102352.60    | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC THE                                | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118460.97    | 0.02%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                           | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $398927.07    | 0.07%             | 2029-08-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                           | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1156800.39   | 0.20%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                  | CNA FINANCIAL CORP                                | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248449.05    | 0.04%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP              | SUN COMMUNITIES OPERATING LP                      | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43692.85     | 0.01%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                          | ERP OPERATING LP                                  | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127969.16    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99766.00     | 0.02%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                  | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    461000 | PA      | $494386.85    | 0.09%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                        | ANHEUSER BUSCH INBEV WORLDWIDE INC                | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    169000 | PA      | $154453.67    | 0.03%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                        | HALLIBURTON CO                                    | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165059.29    | 0.03%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                             | ARIZONA PUBLIC SERVICE CO                         | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84003.79     | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    599000 | PA      | $604261.19    | 0.11%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                           | AUTONATION INC                                    | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $301484.88    | 0.05%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                            | PRINCIPAL FINANCIAL GROUP INC                     | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132323.58    | 0.02%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3946174 | OU      | $-137807.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                    | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1018000 | PA      | $1041245.65   | 0.18%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                            | NATIONAL AUSTRALIA BANK LTD                       | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |   2800000 | PA      | $1786505.60   | 0.32%             | 2029-11-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                   | EUROPEAN INVESTMENT BANK                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |   2761000 | PA      | $3694374.88   | 0.65%             | 2026-03-12      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                  | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302302.42    | 0.05%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                      | PAYPAL HOLDINGS INC                               | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376129.40    | 0.07%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION             | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    300000 | PA      | $299109.00    | 0.05%             | 2028-11-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    835000 | PA      | $823493.22    | 0.15%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                          | JAB HOLDINGS BV                                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1454003.86   | 0.26%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    400000 | PA      | $416317.84    | 0.07%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                      | DOMINION ENERGY INC                               | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    245000 | PA      | $272389.81    | 0.05%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                | IMPERIAL BRANDS FINANCE PLC                       | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1738000 | PA      | $1763327.68   | 0.31%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal SA                                           | ARCELORMITTAL SA                                  | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    401000 | PA      | $431746.81    | 0.08%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                   | KONINKLIJKE PHILIPS NV                            | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $357798.34    | 0.06%             | 2031-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                 | ENI SPA                                           | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1149676.03   | 0.20%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                       | NEW SOUTH WALES TREASURY CORP                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |   4800000 | PA      | $3057083.44   | 0.54%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                            | STELLANTIS NV                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    360000 | PA      | $414992.38    | 0.07%             | 2031-06-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                  | PROLOGIS EURO FINANCE LLC                         | CUSIP: 74341EAR3<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $245469.59    | 0.04%             | 2033-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150043.96    | 0.03%             | 2026-10-05      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                       | HIGHWOODS REALTY LP                               | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95358.46     | 0.02%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                               | HASBRO INC                                        | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1411881.65   | 0.25%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                 | AMERICAN TOWER CORP                               | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $701807.66    | 0.12%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                               | MARRIOTT INTERNATIONAL INC MD                     | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98551.78     | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                  | CNO FINANCIAL GROUP INC                           | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400299.59    | 0.07%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                               | LINCOLN NATIONAL CORP                             | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133622.26    | 0.02%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                           | HEALTHCARE REALTY HOLDINGS LP                     | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87977.61     | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                   | HCA INC                                           | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75479.54     | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development           | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT      | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    304000 | PA      | $303814.56    | 0.05%             | 2026-04-14      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.               | FIDELITY NATIONAL INFORMATION SERVICES INC        | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $92507.56     | 0.02%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                | ONEOK INC                                         | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415392.45    | 0.07%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                    | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210700.23    | 0.04%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                  | LIBERTY MUTUAL GROUP INC                          | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1550927.27   | 0.27%             | 2030-12-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                           | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    325000 | PA      | $293217.04    | 0.05%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| DSV Finance B.V.                                           | DSV FINANCE BV                                    | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1450632.72   | 0.26%             | 2034-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                         | FAIRFAX FINANCIAL HOLDINGS LTD                    | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $831212.43    | 0.15%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                              | GOLDMAN SACHS GROUP INC THE                       | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $2182098.14   | 0.39%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                     | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440875.78    | 0.08%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                             | TAPESTRY INC                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194782.50    | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                | NATIONAL AUSTRALIA BANK LTD                       | CUSIP: ZK4883961<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $705895.56    | 0.13%             | 2026-05-12      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   4270000 | PA      | $2062611.61   | 0.37%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $896105.47    | 0.16%             | 2027-04-05      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JT International Financial Services B.V.                   | JT INTERNATIONAL FINANCIAL SERVICES BV            | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |   2986000 | PA      | $3352724.38   | 0.59%             | 2034-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2016083 | OU      | $-100254.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                      | TD SYNNEX CORP                                    | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50284.57     | 0.01%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                          | FEDEX CORP                                        | CUSIP: 31428XCQ7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38003.25     | 0.01%             | 2043-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                       | JERSEY CENTRAL POWER LIGHT CO                     | CUSIP: 476556DE2<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084135.98   | 0.19%             | 2035-01-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                            | RIO TINTO FINANCE USA LTD                         | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   1600000 | PA      | $1558134.03   | 0.28%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                        | NEWMONT CORP                                      | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $536586.94    | 0.10%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1292034 | OU      | $-68861.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                            | WP CAREY INC                                      | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1940545.09   | 0.34%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                               | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100360.23    | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                          | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75475.88     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                 | MIZUHO FINANCIAL GROUP INC                        | CUSIP: BY7414224<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    500000 | PA      | $586665.34    | 0.10%             | 2032-09-05      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                              | UNICREDIT SPA                                     | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |   2460000 | PA      | $2875876.19   | 0.51%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                        | NATWEST MARKETS PLC                               | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1000217.55   | 0.18%             | 2028-08-23      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                       | FIRST AMERICAN FINANCIAL CORP                     | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    650000 | PA      | $628404.30    | 0.11%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103163.30    | 0.02%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    279000 | PA      | $289437.88    | 0.05%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                    | BLACK HILLS CORP                                  | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103279.68    | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                     | OMV AG                                            | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |    100000 | PA      | $115105.60    | 0.02%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                         | SUNCOR ENERGY INC                                 | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $108364.76    | 0.02%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA                    | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1399144.60   | 0.25%             | 2026-11-27      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia                               | PROVINCE OF BRITISH COLUMBIA CANADA               | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   2600000 | PA      | $1864534.86   | 0.33%             | 2032-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                     | TOTALENERGIES CAPITAL INTERNATIONAL SA            | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $178922.79    | 0.03%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC THE                                | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999400.00    | 0.18%             | 2025-12-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                            | STELLANTIS NV                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1008135.05   | 0.18%             | 2030-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                              | METLIFE INC                                       | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048557.47   | 0.19%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                            | AFFILIATED MANAGERS GROUP INC                     | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398628.67    | 0.07%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                        | ANHEUSER BUSCH INBEV WORLDWIDE INC                | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    280000 | PA      | $260492.49    | 0.05%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                           | GATX CORP                                         | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444552.85    | 0.08%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                      | VOLKSWAGEN INTERNATIONAL FINANCE NV               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $94861.20     | 0.02%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    100000 | PA      | $64524.88     | 0.01%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                 | APA INFRASTRUCTURE LTD                            | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $1230352.39   | 0.22%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                | PHILLIPS 66                                       | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    450000 | PA      | $419704.22    | 0.07%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                           | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48086.80     | 0.01%             | 2035-07-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                        | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $925960.19    | 0.16%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                         | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138523.96    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                          | AUSTRALIAN DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |  -1542188 | OU      | $2438.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |  -3300904 | OU      | $2242.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                 | WARNERMEDIA HOLDINGS INC                          | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    350000 | PA      | $263817.19    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                       | FIRST AMERICAN FINANCIAL CORP                     | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94659.58     | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                            | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157572.40    | 0.03%             | 2043-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                         | TIMKEN CO THE                                     | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1773102.65   | 0.31%             | 2034-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                           | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    438000 | PA      | $387686.10    | 0.07%             | 2034-07-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                                 | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    306000 | PA      | $286909.75    | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                  | NEW YORK STATE ELECTRIC GAS CORP                  | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100125.46    | 0.02%             | 2034-08-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING DESIGNATED ACTIVITY COMPANY            | DXC CAPITAL FUNDING DAC                           | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $95014.89     | 0.02%             | 2031-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO THE                                | CUSIP: 254687EP7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $229282.42    | 0.04%             | 2039-08-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                           | BRIXMOR OPERATING PARTNERSHIP LP                  | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48735.19     | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                       | HIGHWOODS REALTY LP                               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89196.04     | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES DE TRANSPORT SAS                 | HOLDING D INFRASTRUCTURES DE TRANSPOR             | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $213684.44    | 0.04%             | 2029-09-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                  | KRAFT HEINZ FOODS CO                              | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    424000 | PA      | $469457.43    | 0.08%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP              | CUSIP: 459200LC3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $460282.37    | 0.08%             | 2035-02-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                      | BRUNSWICK CORP DE                                 | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    577000 | PA      | $470441.58    | 0.08%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS, L.P.                                       | ONEOK PARTNERS LP                                 | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144029.42    | 0.03%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                | TOLL BROTHERS FINANCE CORP                        | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $383133.02    | 0.07%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                      | TARGA RESOURCES CORP                              | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    409000 | PA      | $420891.48    | 0.07%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                               | MID AMERICA APARTMENTS LP                         | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102400.39    | 0.02%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                         | T MOBILE USA INC                                  | CUSIP: 87264ADK8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $907781.29    | 0.16%             | 2036-05-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                               | STANLEY BLACK DECKER INC                          | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    301000 | PA      | $262091.75    | 0.05%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC.                                               | EQUIFAX INC                                       | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     83000 | PA      | $76654.42     | 0.01%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                       | GLOBAL PAYMENTS INC                               | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    366000 | PA      | $363925.88    | 0.06%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Markel Group Inc.                                          | MARKEL CORP                                       | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44164.86     | 0.01%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                            | FOX CORP                                          | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2439896.56   | 0.43%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $924162.03    | 0.16%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ANTHEM INC                                        | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105224.96    | 0.02%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    545000 | PA      | $592642.70    | 0.10%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES FINANCIAL GROUP INC                     | CUSIP: 527288BF0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262831.62    | 0.05%             | 2043-10-23      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                         | T MOBILE USA INC                                  | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    488000 | PA      | $426086.83    | 0.08%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP              | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    369000 | PA      | $300736.72    | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES GROUP LLC                               | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    550000 | PA      | $463650.35    | 0.08%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225003.75    | 0.04%             | 2032-09-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                      | NEXTERA ENERGY CAPITAL HOLDINGS INC               | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1198012.06   | 0.21%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                            | APA CORP                                          | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93509.01     | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                | BANK OF AMERICA CORP                              | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90961.21     | 0.02%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139859.89    | 0.02%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.              | CONSOLIDATED EDISON CO OF NEW YORK INC            | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270172.28    | 0.05%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                               | LINCOLN NATIONAL CORP                             | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $773523.45    | 0.14%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $961846.85    | 0.17%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                         | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP  | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1275415.40   | 0.23%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                   | ALLSTATE CORP THE                                 | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    252000 | PA      | $212379.11    | 0.04%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                   | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC           | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499915.00    | 0.09%             | 2026-03-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $355583.72    | 0.06%             | 2033-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                           | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1390000 | PA      | $1539582.40   | 0.27%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                  | ROGERS COMMUNICATIONS INC ONTARIO                 | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1127000 | PA      | $983436.25    | 0.17%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LIMITED                               | BHP BILLITON FINANCE LTD                          | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1667412.75   | 0.30%             | 2033-04-29      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                    | CANADIAN IMPERIAL BANK OF COMMERCE                | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    623000 | PA      | $661373.45    | 0.12%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                  | ROGERS COMMUNICATIONS INC                         | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    224000 | PA      | $256305.20    | 0.05%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                    | MERCEDES BENZ FINANCE NORTH AMERICA LLC           | CUSIP: 58769JAS6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    556000 | PA      | $542446.68    | 0.10%             | 2034-01-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                     | CONOCOPHILLIPS CO                                 | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    333000 | PA      | $258169.97    | 0.05%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99797.29     | 0.02%             | 2027-03-12      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                        | NEWMONT CORP                                      | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    123000 | PA      | $130006.84    | 0.02%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                       | MANITOBA PROVINCE OF                              | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |    100000 | PA      | $63920.86     | 0.01%             | 2034-08-28      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                    | DUKE ENERGY CORP                                  | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224881.21    | 0.04%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA             | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $348769.35    | 0.06%             | 2033-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198596.06    | 0.04%             | 2029-12-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                           | AUTONATION INC                                    | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89886.44     | 0.02%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506769.35    | 0.09%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                         | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP  | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239213.15    | 0.04%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES FIN GROUP INC                           | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    836000 | PA      | $847123.84    | 0.15%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                     | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80370.92     | 0.01%             | 2035-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | BARCLAYS PLC                                      | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    100000 | PA      | $112831.82    | 0.02%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS, INCORPORATED                                  | TYSON FOODS INC                                   | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102246.52    | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                          | BERKSHIRE HATHAWAY ENERGY CO                      | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    232000 | PA      | $243590.42    | 0.04%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                               | VIATRIS INC                                       | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $1546348.55   | 0.27%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1073579.17   | 0.19%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                       | GLENCORE FUNDING LLC                              | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    404000 | PA      | $429723.00    | 0.08%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135805.72    | 0.02%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                          | NATIONAL GRID PLC                                 | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $218843.70    | 0.04%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                    | HELMERICH PAYNE INC                               | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $982221.91    | 0.17%             | 2034-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                  | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $297838.98    | 0.05%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                    | HELMERICH PAYNE INC                               | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188959.37    | 0.03%             | 2029-12-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| AT&T INC.                                                  | AT T INC                                          | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $498653.63    | 0.09%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                      | WHIRLPOOL CORP                                    | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157342.05    | 0.03%             | 2043-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                           | ASB FINANCE LTD                                   | CUSIP: N/A<br>LEI: 549300IBZWZL1KTPF918       | Long             | DBT              | CORP              | NZ        |    100000 | PA      | $104809.59    | 0.02%             | 2028-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                             | PENSKE TRUCK LEASING CO LP                        | CUSIP: 709599BV5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    401000 | PA      | $424071.07    | 0.08%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                     | KYNDRYL HOLDINGS INC                              | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    600000 | PA      | $452297.36    | 0.08%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                        | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161769.58    | 0.03%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                           | PUBLIC STORAGE                                    | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    910000 | PA      | $870211.16    | 0.15%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC                          | LLOYDS BANK CORPORATE MARKETS PLC                 | CUSIP: N/A<br>LEI: 213800MBWEIJDM5CU638       | Long             | DBT              | CORP              | GB        |    119000 | PA      | $139695.75    | 0.02%             | 2027-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    291000 | PA      | $327159.02    | 0.06%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                        | NEWMONT CORP                                      | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574155.74    | 0.10%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $111085.60    | 0.02%             | 2032-08-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP                      | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206297.77    | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $995441.68    | 0.18%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                              | RCI BANQUE SA                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116106.29    | 0.02%             | 2031-04-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                  | CUSIP: 02209SAZ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221485.96    | 0.04%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                     | KYNDRYL HOLDINGS INC                              | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547710.85   | 0.27%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    931000 | PA      | $654455.85    | 0.12%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BMW Finance N.V.                                           | BMW FINANCE NV                                    | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |    138000 | PA      | $156351.54    | 0.03%             | 2035-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    453000 | PA      | $406519.42    | 0.07%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    182000 | PA      | $180680.72    | 0.03%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                           | LAZARD GROUP LLC                                  | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463383.42    | 0.08%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   7413425 | OU      | $-466.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167074.03    | 0.03%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                    | ROYAL BANK OF CANADA                              | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1557315.57   | 0.28%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    490000 | PA      | $449547.11    | 0.08%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                               | STANLEY BLACK DECKER INC                          | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    810000 | PA      | $739294.44    | 0.13%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                           | ORIX CORP                                         | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |   3886000 | PA      | $4385150.23   | 0.78%             | 2031-10-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                     | GENERAL MOTORS FINANCIAL CO INC                   | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    534000 | PA      | $524801.32    | 0.09%             | 2027-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                        | CENOVUS ENERGY INC                                | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $522595.38    | 0.09%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                   | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    692000 | PA      | $690878.93    | 0.12%             | 2028-03-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                       | CONAGRA BRANDS INC                                | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    880000 | PA      | $833037.81    | 0.15%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                    | E ON SE                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     25000 | PA      | $29539.62     | 0.01%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                               | HASBRO INC                                        | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    305000 | PA      | $261312.00    | 0.05%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     89000 | PA      | $73642.64     | 0.01%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                       | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15013.50     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                 | AETNA INC                                         | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159136.68    | 0.03%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                | PROTECTIVE LIFE CORP                              | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $159772.47    | 0.03%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                             | ENBRIDGE ENERGY PARTNERS LP                       | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $171087.99    | 0.03%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                     | OMV AG                                            | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | DBT              | CORP              | AT        |     34000 | PA      | $39210.81     | 0.01%             | 2031-09-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                        | KINDER MORGAN ENERGY PARTNERS LP                  | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54028.98     | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                  | APPALACHIAN POWER CO                              | CUSIP: 037735CG0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52441.84     | 0.01%             | 2036-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED            | AUSTRALIA NEW ZEALAND BANKING GROUP LTD           | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   5050000 | PA      | $5739146.75   | 1.02%             | 2027-05-21      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                            | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    263000 | PA      | $211639.57    | 0.04%             | 2042-12-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                        | ATHENE HOLDING LTD                                | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    839000 | PA      | $849603.60    | 0.15%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    829523 | OU      | $-1041.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                      | PROGRESS ENERGY INC                               | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    173000 | PA      | $176496.12    | 0.03%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer