# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001004726-25-000858
**Filing Date:** 2025-9
**Character Count:** 438681
**Document Hash:** 89d1def1969d10b1e230c2385dff44dd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-25-000858.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001004726-25-000858

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**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:** 251343600

**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            |

## Nport-Ex

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## 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:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $671350916.66

**Total Liabilities:** $12010742.76

**Net Assets:** $659340173.90

**Cash Not Reported:** $8152007.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1350.50976735 | **1-Year:** -21299.40235688 | **5-Year:** -117066.00780614 | **10-Year:** -246507.55058161 | **30-Year:** -34833.58855943

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

- **3-Month:** -7.24104788 | **1-Year:** -197.73134880 | **5-Year:** -1162.66146470 | **10-Year:** -3016.40077041 | **30-Year:** -822.02885361

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244778 | 0.42%                | 1.53%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $383336.35               | $188777.03                                 |
| Month 2  | $569372.97               | $12730298.52                               |
| Month 3  | $472087.96               | $-7953693.54                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HONEYWELL INTERNATIONAL INCORPORATION                      | HONEYWELL INTERNATIONAL INC                       | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117465.92    | 0.02%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                    | BANK OF NOVA SCOTIA THE                           | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1147110.60   | 0.17%             | 2027-06-10      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK CO INC                                      | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87094.49     | 0.01%             | 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      | $210305.68    | 0.03%             | 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      | $822503.93    | 0.12%             | 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      | $101727.65    | 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      | $164391.98    | 0.02%             | 2038-03-19      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296355.27    | 0.04%             | 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        |   1043000 | PA      | $1234601.37   | 0.19%             | 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      | $386450.85    | 0.06%             | 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      | $78753.06     | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                            | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1028024.20   | 0.16%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| SNAM S.P.A.                                                | SNAM SPA                                          | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $923043.39    | 0.14%             | 2034-09-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                              | RCI BANQUE SA                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    412000 | PA      | $481619.92    | 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      | $301921.46    | 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      | $158227.53    | 0.02%             | 2026-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                       | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    900000 | PA      | $941920.43    | 0.14%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                     | AGENCE FRANCAISE DEVELOP                          | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |   4500000 | PA      | $5223719.04   | 0.79%             | 2035-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                  | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    557000 | PA      | $462294.15    | 0.07%             | 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      | $422635.64    | 0.06%             | 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      | $640204.31    | 0.10%             | 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        |   1314000 | PA      | $1407542.48   | 0.21%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                   | BURLINGTON RESOURCES LLC                          | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158547.25    | 0.02%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                         | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166090.05    | 0.03%             | 2035-05-12      | Fixed         | 4.75%                 | 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      | $118511.99    | 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      | $894802.64    | 0.14%             | 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      | $856883.66    | 0.13%             | 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      | $43180.35     | 0.01%             | 2041-05-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                   | DOW CHEMICAL CO THE                               | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97409.19     | 0.01%             | 2032-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $104864.39    | 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      | $984961.94    | 0.15%             | 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      | $2995651.75   | 0.45%             | 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        |    300000 | PA      | $308741.42    | 0.05%             | 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      | $100396.28    | 0.02%             | 2027-06-11      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                        | ALLY FINANCIAL INC                                | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1244911.27   | 0.19%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                    | HELMERICH PAYNE INC                               | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193224.80    | 0.03%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100288.21    | 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      | $100474.98    | 0.02%             | 2040-10-15      | Fixed         | 5.70%                 | 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        |    100000 | PA      | $99413.57     | 0.02%             | 2031-02-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                   | HCA INC                                           | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    359000 | PA      | $365859.09    | 0.06%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1307076 | OU      | $19687.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                               | AMERICAN NATIONAL GROUP INC                       | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256032.15    | 0.04%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  49468331 | OU      | $12463.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                            | PRINCIPAL FINANCIAL GROUP INC                     | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    210000 | PA      | $222971.72    | 0.03%             | 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        |   2400000 | PA      | $2788841.15   | 0.42%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Volvo Treasury Aktiebolag                                  | VOLVO TREASURY AB                                 | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |   1200000 | PA      | $1375199.09   | 0.21%             | 2026-01-09      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS SA                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $950898.42    | 0.14%             | 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        |   1378000 | PA      | $1583444.15   | 0.24%             | 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        |     50000 | PA      | $43115.45     | 0.01%             | 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      | $100045.66    | 0.02%             | 2026-05-13      | Floating      | 4.86%                 | 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      | $1516604.00   | 0.23%             | 2027-01-14      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| DELL INC.                                                  | DELL INC                                          | CUSIP: 24702RAM3<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47918.16     | 0.01%             | 2040-09-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                 | EQUINIX EUROPE 2 FINANCING CORP LLC               | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $226131.81    | 0.03%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1563144 | OU      | $3473.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    402579 | OU      | $16705.28     | 0.00%             |  |  |  | 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      | $201021.55    | 0.03%             | 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      | $43404.54     | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                              | CUSIP: ZM9903877<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $714076.46    | 0.11%             | 2028-02-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                         | DEUTSCHE BOERSE AG                                | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2640196.40   | 0.40%             | 2033-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                    | NTT FINANCE CORP                                  | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $101913.77    | 0.02%             | 2030-03-03      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320969.37    | 0.05%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DSV Finance B.V.                                           | DSV FINANCE BV                                    | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |   1563000 | PA      | $1801393.95   | 0.27%             | 2032-11-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA GROUP THE                                   | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250390.43    | 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      | $1093766.98   | 0.17%             | 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      | $212291.59    | 0.03%             | 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        |    689000 | PA      | $741470.13    | 0.11%             | 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      | $1848236.63   | 0.28%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77861.03     | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                  | VALERO ENERGY CORP                                | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1398048.27   | 0.21%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    262000 | PA      | $261669.57    | 0.04%             | 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      | $141154.16    | 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      | $972235.10    | 0.15%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482656.82    | 0.07%             | 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      | $458235.49    | 0.07%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159841.09    | 0.02%             | 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      | $387907.35    | 0.06%             | 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      | $272392.93    | 0.04%             | 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      | $724742.36    | 0.11%             | 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        |   1558000 | PA      | $1300072.47   | 0.20%             | 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      | $2291286.58   | 0.35%             | 2026-04-12      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORPORATION                                   | KINROSS GOLD CORP                                 | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |   1232000 | PA      | $1315959.53   | 0.20%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                     | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC            | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |   2600000 | PA      | $3033628.94   | 0.46%             | 2033-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV                    | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |    350000 | PA      | $343553.87    | 0.05%             | 2031-11-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                       | GLOBAL PAYMENTS INC                               | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    698000 | PA      | $837254.88    | 0.13%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES, INC.                                       | PPG INDUSTRIES INC                                | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1366812.47   | 0.21%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                           | CINCINNATI FINANCIAL CORP                         | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421921.78    | 0.06%             | 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      | $201261.21    | 0.03%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123457.62    | 0.02%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210518.86    | 0.03%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                       | BLUE OWL FINANCE LLC                              | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93276.88     | 0.01%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                   | BOOZ ALLEN HAMILTON INC                           | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103436.00    | 0.02%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA                    | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   2100000 | PA      | $1363656.03   | 0.21%             | 2028-08-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AEROPORTS DE PARIS SA                                      | AEROPORTS DE PARIS SA                             | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1039761.08   | 0.16%             | 2033-03-20      | Fixed         | 3.50%                 | 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      | $133059.76    | 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        |   1799000 | PA      | $1669495.78   | 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      | $87723.62     | 0.01%             | 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      | $148585.67    | 0.02%             | 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      | $135610.48    | 0.02%             | 2044-08-15      | Fixed         | 5.15%                 | 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      | $964780.30    | 0.15%             | 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      | $1150324.48   | 0.17%             | 2027-01-29      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                           | SKANDINAVISKA ENSKILDA BANKEN AB                  | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $402444.47    | 0.06%             | 2028-06-02      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                              | TRANSCANADA PIPELINES LTD                         | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $595388.28    | 0.09%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC                             | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    388000 | PA      | $390956.02    | 0.06%             | 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        |    146000 | PA      | $134605.59    | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    200000 | PA      | $127800.10    | 0.02%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mylan Inc.                                                 | MYLAN INC                                         | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    750000 | PA      | $627614.94    | 0.10%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                   | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354297.82    | 0.05%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                              | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1061000 | PA      | $1062761.26   | 0.16%             | 2026-06-03      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | ASIAN DEVELOPMENT BANK                            | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              |  | PH        |    700000 | PA      | $949972.06    | 0.14%             | 2029-05-23      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                        | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342868.61    | 0.05%             | 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      | $371630.64    | 0.06%             | 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      | $100455.78    | 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      | $202878.58    | 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      | $1824252.70   | 0.28%             | 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      | $301653.00    | 0.05%             | 2027-06-04      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                   | AMERICAN EXPRESS CO                               | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250622.90    | 0.04%             | 2026-11-04      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                | CONTINENTAL RESOURCES INC OK                      | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1544921.13   | 0.23%             | 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      | $533878.96    | 0.08%             | 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      | $470306.78    | 0.07%             | 2041-03-01      | 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        |   2031438 | OU      | $34463.63     | 0.01%             |  |  |  | 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      | $143125.88    | 0.02%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                        | AES CORP THE                                      | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253768.80    | 0.04%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                    | DUKE ENERGY CORP                                  | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $233293.06    | 0.04%             | 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      | $135989.85    | 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      | $516669.20    | 0.08%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Criteria Caixa, S.A., Sociedad Unipersonal                 | CRITERIA CAIXA SA                                 | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114195.36    | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                   | HCA INC                                           | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $793828.74    | 0.12%             | 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      | $177469.28    | 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      | $187204.19    | 0.03%             | 2026-10-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    479000 | PA      | $547484.84    | 0.08%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                    | NOVO NORDISK FINANCE NETHERLANDS BV               | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |   3450000 | PA      | $3962756.81   | 0.60%             | 2034-05-21      | Fixed         | 3.38%                 | 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      | $99398.42     | 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      | $952613.62    | 0.14%             | 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      | $916205.44    | 0.14%             | 2039-10-07      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Enexis Holding N.V.                                        | ENEXIS HOLDING NV                                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    260000 | PA      | $251793.18    | 0.04%             | 2032-06-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $142211.54    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                   | U S TREASURY NOTE                                 | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9377000 | PA      | $9384236.04   | 1.42%             | 2026-04-30      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORPORATION                                      | ALBEMARLE CORP                                    | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1252977.69   | 0.19%             | 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      | $2302152.34   | 0.35%             | 2026-04-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                         | LYB INTERNATIONAL FINANCE III LLC                 | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    261000 | PA      | $258281.28    | 0.04%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                               | UNIBAIL RODAMCO WESTFIELD SE                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120350.30    | 0.02%             | 2030-12-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                   | SOUTHERN CO GAS CAPITAL CORP                      | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202781.55    | 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      | $98197.28     | 0.01%             | 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        |    400000 | PA      | $466374.98    | 0.07%             | 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        |    200000 | PA      | $240885.68    | 0.04%             | 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      | $301215.08    | 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      | $276215.45    | 0.04%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                               | JAPANESE YEN                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        |  -9449870 | OU      | $-1715.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   7879316 | OU      | $279921.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ANTHEM INC                                        | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127463.06    | 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      | $207361.33    | 0.03%             | 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        |   1825000 | PA      | $2158513.77   | 0.33%             | 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        |    650000 | PA      | $754178.19    | 0.11%             | 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      | $27051.10     | 0.00%             | 2027-03-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                    | ROYAL BANK OF CANADA                              | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100704.42    | 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      | $109572.98    | 0.02%             | 2038-04-30      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: —       |
| INTERSTATE POWER AND LIGHT COMPANY                         | INTERSTATE POWER AND LIGHT CO                     | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    460000 | PA      | $476500.37    | 0.07%             | 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      | $1502382.50   | 0.23%             | 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      | $603775.98    | 0.09%             | 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      | $138507.23    | 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      | $174848.95    | 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      | $102544.38    | 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      | $906315.65    | 0.14%             | 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      | $1004011.97   | 0.15%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| DSV Finance B.V.                                           | DSV FINANCE BV                                    | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $115795.73    | 0.02%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan                                                      | JAPAN GOVERNMENT THIRTY YEAR BOND                 | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 586400000 | PA      | $4161006.65   | 0.63%             | 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      | $305548.50    | 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        |    300000 | PA      | $354481.97    | 0.05%             | 2031-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                     | UNEDIC ASSEO                                      | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2432965.43   | 0.37%             | 2033-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |  -2399837 | OU      | $-5439.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2383693 | OU      | $73286.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                            | CSL FINANCE PLC                                   | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97334.16     | 0.01%             | 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      | $329850.28    | 0.05%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LKQ CORPORATION                                            | LKQ CORP                                          | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    805000 | PA      | $841318.64    | 0.13%             | 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      | $485339.50    | 0.07%             | 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      | $99225.62     | 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      | $347172.22    | 0.05%             | 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      | $836696.50    | 0.13%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                         | KEMPER CORP                                       | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    505000 | PA      | $459135.49    | 0.07%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                        | LVMH MOET HENNESSY LOUIS VUITTON SE               | CUSIP: YO0367764<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $342282.95    | 0.05%             | 2032-03-07      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  13165658 | OU      | $172694.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Magna International Inc.                                   | MAGNA INTERNATIONAL INC                           | CUSIP: 559222AW4<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1496235.22   | 0.23%             | 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      | $687481.79    | 0.10%             | 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      | $861055.31    | 0.13%             | 2039-03-15      | Fixed         | 6.88%                 | 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      | $98119.54     | 0.01%             | 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      | $1914153.73   | 0.29%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -222579 | OU      | $-1663.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                              | MOLSON COORS BEVERAGE CO                          | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90921.74     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                               | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90900.24     | 0.01%             | 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      | $388790.33    | 0.06%             | 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        |    507000 | PA      | $432803.49    | 0.07%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                            | WESTERN MIDSTREAM OPERATING LP                    | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    401000 | PA      | $393154.92    | 0.06%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                      | WHIRLPOOL CORP                                    | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1587000 | PA      | $1516442.14   | 0.23%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC                             | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    488000 | PA      | $547007.88    | 0.08%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   4070931 | OU      | $-20647.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    578000 | PA      | $577044.95    | 0.09%             | 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      | $162006.26    | 0.02%             | 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        |   8536611 | OU      | $-29233.03    | -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      | $236545.49    | 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      | $475823.26    | 0.07%             | 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      | $275871.06    | 0.04%             | 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      | $110444.22    | 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      | $490149.94    | 0.07%             | 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      | $885917.11    | 0.13%             | 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      | $425836.13    | 0.06%             | 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      | $799306.27    | 0.12%             | 2041-04-06      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NAX9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    270000 | PA      | $287853.90    | 0.04%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP              | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $283799.42    | 0.04%             | 2033-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                  | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    575000 | PA      | $487649.98    | 0.07%             | 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      | $268242.17    | 0.04%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |  -1612321 | OU      | $-12208.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   6303257 | OU      | $58526.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE MOSAIC COMPANY                                         | MOSAIC CO THE                                     | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    810000 | PA      | $772949.71    | 0.12%             | 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      | $113504.51    | 0.02%             | 2035-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2017897 | OU      | $-6377.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                          | JAB HOLDINGS BV                                   | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    600000 | PA      | $703265.75    | 0.11%             | 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      | $90619.60     | 0.01%             | 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      | $659000.67    | 0.10%             | 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        |    738000 | PA      | $736135.55    | 0.11%             | 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      | $120070.10    | 0.02%             | 2025-12-03      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 245955702 | OU      | $92671.47     | 0.01%             |  |  |  | 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      | $1134866.66   | 0.17%             | 2029-02-16      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                        | SOUTHWESTERN ELECTRIC POWER CO                    | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604901.89    | 0.09%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2300543 | OU      | $-46534.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                     | EXTRA SPACE STORAGE LP                            | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101293.61    | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                  | LIBERTY MUTUAL GROUP INC                          | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |    400000 | PA      | $484142.44    | 0.07%             | 2030-12-02      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JANUS HENDERSON US (HOLDINGS) INC.                         | JANUS HEND US HLDGS INC                           | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1329151.36   | 0.20%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                   | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    391000 | PA      | $369348.08    | 0.06%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                   | SVENSKA HANDELSBANKEN AB                          | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |    350000 | PA      | $400091.82    | 0.06%             | 2032-02-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                   | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    384000 | PA      | $347798.17    | 0.05%             | 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        |   1210000 | PA      | $915650.40    | 0.14%             | 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      | $710345.70    | 0.11%             | 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      | $75119.04     | 0.01%             | 2027-10-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197363.55    | 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      | $1488785.71   | 0.23%             | 2026-06-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                | IMPERIAL BRANDS FINANCE PLC                       | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |   1270000 | PA      | $1444315.41   | 0.22%             | 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        |    281000 | PA      | $280785.40    | 0.04%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                  | CNA FINANCIAL CORP                                | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694554.43    | 0.11%             | 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        |   1220000 | PA      | $1138327.17   | 0.17%             | 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      | $992621.49    | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                          | CAPITAL ONE FINANCIAL CORP                        | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109229.73    | 0.02%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                         | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264102.78    | 0.04%             | 2045-05-13      | Fixed         | 4.38%                 | 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      | $236970.76    | 0.04%             | 2033-11-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                | ONEOK INC                                         | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    358000 | PA      | $369161.28    | 0.06%             | 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      | $475901.97    | 0.07%             | 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      | $1235322.75   | 0.19%             | 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      | $418500.55    | 0.06%             | 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      | $95968.81     | 0.01%             | 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      | $110053.39    | 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      | $401028.33    | 0.06%             | 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      | $102996.09    | 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        |    274000 | PA      | $273846.05    | 0.04%             | 2029-08-28      | Floating      | 4.70%                 | 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      | $121202.24    | 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      | $1081398.32   | 0.16%             | 2041-02-06      | Fixed         | 5.88%                 | 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        |   1200000 | PA      | $1367454.73   | 0.21%             | 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        |    244000 | PA      | $243900.62    | 0.04%             | 2030-03-13      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                   | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100276.61    | 0.02%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                           | SKANDINAVISKA ENSKILDA BANKEN AB                  | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    250000 | PA      | $285535.34    | 0.04%             | 2031-11-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK FOR RECONSTRUCTION             | CUSIP: 459058KP7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    160000 | PA      | $184151.93    | 0.03%             | 2033-01-19      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                | HOST HOTELS RESORTS LP                            | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87366.77     | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                  | PVH CORP                                          | CUSIP: 693656AD2<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117392.78    | 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        |    450000 | PA      | $453004.33    | 0.07%             | 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        |   1135000 | PA      | $1133070.91   | 0.17%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa Aktiengesellschaft                      | DEUTSCHE LUFTHANSA AG                             | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     89000 | PA      | $107280.60    | 0.02%             | 2030-05-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CADENT FINANCE PLC                                         | CADENT FINANCE PLC                                | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102796.03    | 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      | $1316092.58   | 0.20%             | 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      | $583433.27    | 0.09%             | 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      | $749164.72    | 0.11%             | 2027-07-09      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                 | PRUDENTIAL FINANCIAL INC                          | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    299000 | PA      | $332440.68    | 0.05%             | 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      | $2220462.19   | 0.34%             | 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      | $155467.34    | 0.02%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $924737.51    | 0.14%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1932817 | OU      | $29051.45     | 0.00%             |  |  |  | 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        |   1200000 | PA      | $1447206.77   | 0.22%             | 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      | $100464.04    | 0.02%             | 2027-04-04      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |      2000 | PA      | $2005.50      | 0.00%             | 2026-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                 | COOPERATIEVE RABOBANK UA                          | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $353581.51    | 0.05%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                     | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $3020023.50   | 0.46%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                               | TELEFONICA EMISIONES SA                           | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114016.60    | 0.02%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP INC.                              | JACOBS ENGINEERING GROUP INC                      | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    705000 | PA      | $735880.92    | 0.11%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | BRISTOL MYERS SQUIBB CO                           | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264729.90    | 0.04%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                   | DOW CHEMICAL CO THE                               | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161365.61    | 0.02%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   8991680 | OU      | $-22820.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | RF                | CA        |   2500000 | PA      | $1613854.98   | 0.24%             | 2029-06-27      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161847.51    | 0.02%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                    | SSE PLC                                           | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |    150000 | PA      | $174960.16    | 0.03%             | 2032-03-18      | 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        |   2300000 | PA      | $1487412.11   | 0.23%             | 2029-06-18      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                        | NATWEST MARKETS PLC                               | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115498.48    | 0.02%             | 2030-01-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                             | CHARLES SCHWAB CORP THE                           | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    882000 | PA      | $889818.00    | 0.13%             | 2027-03-03      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100119.66    | 0.02%             | 2026-05-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                | ABBVIE INC                                        | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87561.49     | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | 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      | $150464.64    | 0.02%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    260000 | PA      | $223179.72    | 0.03%             | 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      | $218488.07    | 0.03%             | 2029-12-15      | Fixed         | 3.38%                 | 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      | $449782.64    | 0.07%             | 2029-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                                | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    378000 | PA      | $379046.53    | 0.06%             | 2028-03-21      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $224064.83    | 0.03%             | 2038-02-15      | 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        |  13525747 | OU      | $234126.48    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                  | ARES CAPITAL CORP                                 | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262332.69    | 0.04%             | 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      | $343267.91    | 0.05%             | 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      | $384311.06    | 0.06%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1638728 | OU      | $15587.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                  | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    220000 | PA      | $244714.98    | 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        |    700000 | PA      | $849871.64    | 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      | $1117891.31   | 0.17%             | 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      | $55477.38     | 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      | $815372.35    | 0.12%             | 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      | $360659.58    | 0.05%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                             | JEFFERIES GROUP LLC                               | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72136.90     | 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      | $1614070.00   | 0.24%             | 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      | $4003956.88   | 0.61%             | 2026-01-31      | Floating      | 4.53%                 | 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      | $778023.43    | 0.12%             | 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      | $516628.69    | 0.08%             | 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      | $902848.50    | 0.14%             | 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      | $289321.32    | 0.04%             | 2038-05-24      | 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        |   4156419 | OU      | $-5872.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1687213 | OU      | $-5047.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    238000 | PA      | $236323.65    | 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      | $308042.42    | 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      | $380180.52    | 0.06%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                   | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    759000 | PA      | $772240.94    | 0.12%             | 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      | $104782.78    | 0.02%             | 2038-05-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NDC2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98107.05     | 0.01%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                          | INTEL CORP                                        | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299998.12    | 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      | $49999.49     | 0.01%             | 2027-02-26      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                  | WENDEL SE                                         | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $481432.99    | 0.07%             | 2030-06-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2298082 | OU      | $5895.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                    | HELMERICH PAYNE INC                               | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    581000 | PA      | $489909.57    | 0.07%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Alabama Power Company                                      | ALABAMA POWER CO                                  | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    262000 | PA      | $217076.67    | 0.03%             | 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      | $724769.29    | 0.11%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                             | STORA ENSO OYJ                                    | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $119238.19    | 0.02%             | 2029-09-01      | Fixed         | 4.25%                 | 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      | $2602748.10   | 0.39%             | 2028-02-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                               | CENTRICA PLC                                      | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |    300000 | PA      | $394227.11    | 0.06%             | 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      | $117816.15    | 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      | $63076.24     | 0.01%             | 2026-05-21      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                      | WHIRLPOOL CORP                                    | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143374.50    | 0.02%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORPORATION                                 | DOLLAR GENERAL CORP                               | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153632.88    | 0.02%             | 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      | $442225.62    | 0.07%             | 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        |   1357000 | PA      | $1534752.40   | 0.23%             | 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      | $119411.34    | 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      | $529995.90    | 0.08%             | 2026-02-13      | Floating      | 5.10%                 | 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      | $574983.19    | 0.09%             | 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      | $943943.94    | 0.14%             | 2030-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP, L.P.               | AMERICOLD REALTY OPERATING PARTNERSHIP LP         | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97242.52     | 0.01%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2965011 | OU      | $40077.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                               | LINCOLN NATIONAL CORP                             | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409516.12    | 0.06%             | 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      | $405720.26    | 0.06%             | 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      | $225099.92    | 0.03%             | 2027-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIERE INC.                                        | CDP FINANCIAL INC                                 | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $627881.65    | 0.10%             | 2039-11-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP              | SUN COMMUNITIES OPERATING LP                      | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    683000 | PA      | $649570.93    | 0.10%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   4377998 | OU      | $37633.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                | NATIONWIDE BUILDING SOCIETY                       | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116503.30    | 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      | $245638.93    | 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        |    520000 | PA      | $508100.32    | 0.08%             | 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      | $1782645.98   | 0.27%             | 2033-09-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Vlaamse Gemeenschap                                        | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    900000 | PA      | $999222.09    | 0.15%             | 2037-06-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS, L.P.                                       | ONEOK PARTNERS LP                                 | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273734.80    | 0.04%             | 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      | $241328.89    | 0.04%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV                    | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |    810000 | PA      | $807737.70    | 0.12%             | 2032-11-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                       | KONINKLIJKE KPN NV                                | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1278015.38   | 0.19%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    251000 | PA      | $313493.58    | 0.05%             | 2034-10-31      | Fixed         | 4.75%                 | 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      | $85317.38     | 0.01%             | 2027-05-08      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $99067.40     | 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      | $612077.02    | 0.09%             | 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      | $452201.58    | 0.07%             | 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      | $480338.93    | 0.07%             | 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      | $301272.13    | 0.05%             | 2027-06-04      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  23402143 | OU      | $674514.57    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                         | HOLDING D INFRASTRUCTURES DE TRANSPORT            | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120089.80    | 0.02%             | 2030-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                    | NOVO NORDISK FINANCE                              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    350000 | PA      | $398362.75    | 0.06%             | 2033-05-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                   | KONINKLIJKE PHILIPS NV                            | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $234800.51    | 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      | $99204.85     | 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      | $103154.15    | 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      | $182485.58    | 0.03%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  37786133 | OU      | $982357.07    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2665598 | OU      | $-30459.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | ASIAN DEVELOPMENT BANK                            | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |    239000 | PA      | $238743.42    | 0.04%             | 2028-06-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                               | STANLEY BLACK DECKER INC                          | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    551000 | PA      | $485549.16    | 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      | $629374.28    | 0.10%             | 2031-10-17      | Fixed         | 1.50%                 | 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        |    100000 | PA      | $112837.09    | 0.02%             | 2029-11-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                       | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    564000 | PA      | $579742.73    | 0.09%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV                    | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |    350000 | PA      | $369982.96    | 0.06%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                           | SHELL INTERNATIONAL FINANCE BV                    | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    312000 | PA      | $344428.50    | 0.05%             | 2038-12-15      | Fixed         | 6.38%                 | 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      | $299779.27    | 0.05%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                    | BPCE SA                                           | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120202.55    | 0.02%             | 2032-11-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1717581 | OU      | $-10877.40    | -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      | $916894.62    | 0.14%             | 2027-04-12      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                                | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100535.53    | 0.02%             | 2031-08-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $797432.25    | 0.12%             | 2034-09-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                     | COLUMBIA PIPELINES HOLDING CO LLC                 | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    871000 | PA      | $883377.05    | 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      | $1282463.63   | 0.19%             | 2040-09-02      | Fixed         | 3.30%                 | 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      | $136008.73    | 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      | $359535.31    | 0.05%             | 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      | $1161384.53   | 0.18%             | 2026-03-16      | Floating      | 4.44%                 | 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      | $117801.27    | 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      | $299361.00    | 0.05%             | 2029-02-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                     | TOTALENERGIES CAPITAL INTERNATIONAL SA            | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $556021.30    | 0.08%             | 2037-03-03      | Fixed         | 3.50%                 | 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        |    200000 | PA      | $226811.85    | 0.03%             | 2035-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                 | APA INFRASTRUCTURE LTD                            | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |    300000 | PA      | $319197.43    | 0.05%             | 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      | $736000.65    | 0.11%             | 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      | $93704.58     | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                  | NESTE OYJ                                         | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $117173.51    | 0.02%             | 2030-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    350000 | PA      | $456871.96    | 0.07%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $101351.69    | 0.02%             | 2028-06-02      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                     | CVS HEALTH CORP                                   | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    719000 | PA      | $657010.93    | 0.10%             | 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      | $350320.64    | 0.05%             | 2029-02-05      | Floating      | 4.81%                 | 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      | $295019.50    | 0.04%             | 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      | $1858399.44   | 0.28%             | 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      | $77985.92     | 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      | $489020.76    | 0.07%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    193000 | PA      | $209443.55    | 0.03%             | 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      | $94980.82     | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                         | RYDER SYSTEM INC                                  | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $241963.21    | 0.04%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                           | CUSIP: 07274NBE2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    800000 | PA      | $630135.86    | 0.10%             | 2043-11-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                  | SOUTHERN GAS NETWORKS PLC                         | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115801.32    | 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      | $316703.87    | 0.05%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                            | BP CAPITAL MARKETS AMERICA INC                    | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455337.73    | 0.07%             | 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      | $150212.57    | 0.02%             | 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      | $105582.49    | 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      | $651305.77    | 0.10%             | 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      | $2392667.85   | 0.36%             | 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      | $359584.87    | 0.05%             | 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      | $1719543.10   | 0.26%             | 2026-01-17      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    393000 | PA      | $397996.06    | 0.06%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                       | MOLNLYCKE HOLDING AB                              | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $118144.96    | 0.02%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                        | NEWMONT CORP                                      | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    631000 | PA      | $594688.55    | 0.09%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    958000 | PA      | $811123.82    | 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        |    800000 | PA      | $722528.66    | 0.11%             | 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      | $528424.65    | 0.08%             | 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      | $453926.16    | 0.07%             | 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      | $2204539.87   | 0.33%             | 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      | $242082.11    | 0.04%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ICADE S.A.                                                 | ICADE                                             | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $103966.26    | 0.02%             | 2030-01-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                                 | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1516076.39   | 0.23%             | 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      | $91175.93     | 0.01%             | 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        |    850000 | PA      | $1036792.88   | 0.16%             | 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      | $106967.91    | 0.02%             | 2040-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                        | PHILLIPS 66 CO                                    | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252566.30    | 0.04%             | 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      | $1259256.24   | 0.19%             | 2026-05-13      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                    | HELMERICH PAYNE INC                               | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1028533.95   | 0.16%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| THE WESTERN UNION COMPANY                                  | WESTERN UNION CO THE                              | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685494.08    | 0.10%             | 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      | $121186.53    | 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      | $101371.78    | 0.02%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                        | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $232728.53    | 0.04%             | 2034-08-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                 | CAISSE D AMORTISSEMENT DE LA DETTE SOCIA          | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              |  | FR        |    800000 | PA      | $898443.41    | 0.14%             | 2032-11-25      | Fixed         | 2.75%                 | 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      | $436948.71    | 0.07%             | 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      | $1089573.52   | 0.17%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                        | LVMH MOET HENNESSY LOUIS VUITTON SE               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1262563.22   | 0.19%             | 2032-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                       | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    915000 | PA      | $933359.85    | 0.14%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                              | ALPHABET INC                                      | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    590000 | PA      | $674861.04    | 0.10%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                        | AES CORP THE                                      | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    162000 | PA      | $143202.54    | 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      | $353437.55    | 0.05%             | 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        |   1600000 | PA      | $1702426.35   | 0.26%             | 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      | $189172.99    | 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      | $1435334.65   | 0.22%             | 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      | $1131944.09   | 0.17%             | 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        |    523000 | PA      | $640811.50    | 0.10%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                            | BLACKROCK INC                                     | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |    350000 | PA      | $410252.42    | 0.06%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305686.15    | 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      | $155243.00    | 0.02%             | 2027-05-14      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    163000 | PA      | $214373.85    | 0.03%             | 2039-12-05      | Fixed         | 6.00%                 | 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      | $510633.97    | 0.08%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  15787434 | OU      | $434412.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1487178 | OU      | $-8885.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                     | CUSIP: 172967EP2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168676.60    | 0.03%             | 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      | $637875.57    | 0.10%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                             | CITIGROUP INC                                     | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119932.01    | 0.02%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2544509 | OU      | $66409.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                | AKER BP ASA                                       | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |   2400000 | PA      | $2794417.04   | 0.42%             | 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      | $548173.50    | 0.08%             | 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        |    900000 | PA      | $1032996.41   | 0.16%             | 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      | $521646.14    | 0.08%             | 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      | $1606717.77   | 0.24%             | 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      | $329804.61    | 0.05%             | 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      | $2413428.80   | 0.37%             | 2027-02-09      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $647409.15    | 0.10%             | 2029-05-14      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $2267457.27   | 0.34%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1444972.27   | 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      | $265171.40    | 0.04%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |  -3183574 | OU      | $-25454.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APA CORPORATION                                            | APA CORP                                          | CUSIP: 03743QAH1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167883.80    | 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        |    900000 | PA      | $1110127.77   | 0.17%             | 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        | 292500000 | PA      | $1895365.79   | 0.29%             | 2028-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                | DCP MIDSTREAM OPERATING LP                        | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103033.74    | 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      | $368476.23    | 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      | $755595.64    | 0.11%             | 2026-12-08      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                       | FRENCH REPUBLIC GOVERNMENT BOND OAT               | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1918000 | PA      | $2155018.14   | 0.33%             | 2027-05-25      | Fixed         | 1.00%                 | Yes           |                  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      | $595252.36    | 0.09%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                    | EXXON MOBIL CORP                                  | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2717244.99   | 0.41%             | 2032-06-26      | Fixed         | 0.83%                 | 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      | $64108.20     | 0.01%             | 2027-01-12      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                    | ARROW ELECTRONICS INC                             | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $2075161.61   | 0.31%             | 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      | $390220.79    | 0.06%             | 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      | $1160016.50   | 0.18%             | 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      | $90127.71     | 0.01%             | 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      | $455226.39    | 0.07%             | 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      | $107223.31    | 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      | $1027296.82   | 0.16%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1240280 | OU      | $21801.82     | 0.00%             |  |  |  | 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      | $81594.53     | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                   | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    270000 | PA      | $230381.46    | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    414000 | PA      | $364288.02    | 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      | $272357.41    | 0.04%             | 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      | $407945.11    | 0.06%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                         | AFLAC INC                                         | CUSIP: 001055AD4<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    270000 | PA      | $303924.15    | 0.05%             | 2039-12-17      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                            | APA CORP                                          | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97956.07     | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                      | HOWMET AEROSPACE INC                              | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1059928.00   | 0.16%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    900000 | PA      | $484825.77    | 0.07%             | 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      | $1602410.84   | 0.24%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                             | VAR ENERGI ASA                                    | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |    100000 | PA      | $116298.06    | 0.02%             | 2031-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                   | EASTMAN CHEMICAL CO                               | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86950.65     | 0.01%             | 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      | $929167.63    | 0.14%             | 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      | $119918.62    | 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      | $122399.00    | 0.02%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                | WESTPAC BANKING CORP                              | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $100882.30    | 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      | $100097.49    | 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      | $374736.64    | 0.06%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                              | SUTTER HEALTH                                     | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99872.94     | 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        |    459000 | PA      | $446922.30    | 0.07%             | 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      | $1212159.77   | 0.18%             | 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      | $101573.56    | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                          | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97996.12     | 0.01%             | 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      | $417999.59    | 0.06%             | 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        |   1875840 | OU      | $43130.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC                              | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2572512.87   | 0.39%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                           | AIR PRODUCTS AND CHEMICALS INC                    | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    122000 | PA      | $144263.78    | 0.02%             | 2035-03-03      | Fixed         | 4.00%                 | 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        |    200000 | PA      | $196771.72    | 0.03%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV              | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3435508.35   | 0.52%             | 2025-12-18      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                         | BANK OF MONTREAL                                  | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    100000 | PA      | $104064.91    | 0.02%             | 2031-06-04      | Fixed         | 5.51%                 | 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      | $145889.55    | 0.02%             | 2041-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                     | SEMPRA ENERGY                                     | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301856.93    | 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      | $285986.60    | 0.04%             | 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      | $160542.93    | 0.02%             | 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      | $109738.92    | 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      | $352824.84    | 0.05%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  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      | $5301148.03   | 0.80%             | 2027-06-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LIMITED.                                        | AON GLOBAL LTD                                    | CUSIP: 00185AAB0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $129874.61    | 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      | $2954192.88   | 0.45%             | 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      | $103853.31    | 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      | $1828841.59   | 0.28%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROCLEAR HOLDING SA                                       | EUROCLEAR INVESTMENTS SA                          | CUSIP: AL3198242<br>LEI: 549300IQZVZ949N37S44 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $225144.20    | 0.03%             | 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      | $200673.30    | 0.03%             | 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      | $315658.94    | 0.05%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                            | JDE PEET S NV                                     | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119260.62    | 0.02%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                        | CENOVUS ENERGY INC                                | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    494000 | PA      | $527976.96    | 0.08%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC.                                            | BORGWARNER INC                                    | CUSIP: 099724AN6<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99568.51     | 0.02%             | 2031-05-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1502630.49   | 0.23%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                   | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268169.12    | 0.04%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                      | ASHTEAD CAPITAL INC                               | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1355221.77   | 0.21%             | 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      | $100499.92    | 0.02%             | 2027-11-08      | Floating      | 5.04%                 | 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      | $352645.09    | 0.05%             | 2027-06-28      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                             | COMMONWEALTH BANK OF AUSTRALIA                    | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1150000 | PA      | $1153568.17   | 0.17%             | 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        |    450000 | PA      | $450856.04    | 0.07%             | 2027-10-04      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS SA                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2118978.17   | 0.32%             | 2032-04-07      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                             | KROGER CO THE                                     | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91216.12     | 0.01%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV              | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $339535.64    | 0.05%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1047459 | OU      | $1686.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                           | LAZARD GROUP LLC                                  | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69204.37     | 0.01%             | 2027-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV              | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3433571.02   | 0.52%             | 2033-09-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                   | WOODSIDE FINANCE LTD                              | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $242554.51    | 0.04%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                  | KELLANOVA                                         | CUSIP: 487836CB2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1388890.10   | 0.21%             | 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      | $175362.61    | 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        |    182000 | PA      | $183839.12    | 0.03%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                | AVNET INC                                         | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134184.17    | 0.02%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 436479207 | OU      | $39923.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    200000 | PA      | $218486.25    | 0.03%             | 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      | $531341.29    | 0.08%             | 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      | $100745.09    | 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      | $100339.74    | 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      | $542101.66    | 0.08%             | 2032-03-17      | Fixed         | 4.38%                 | 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      | $2211656.19   | 0.34%             | 2027-05-03      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                       | BAYER US FINANCE LLC                              | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1482588.69   | 0.22%             | 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      | $433980.09    | 0.07%             | 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      | $878591.11    | 0.13%             | 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      | $927030.91    | 0.14%             | 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      | $2246308.47   | 0.34%             | 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      | $250401.91    | 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      | $3262563.53   | 0.49%             | 2027-09-30      | Floating      | 5.00%                 | 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      | $378465.46    | 0.06%             | 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      | $115930.22    | 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      | $530198.07    | 0.08%             | 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      | $120191.26    | 0.02%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                               | SEGRO PLC                                         | CUSIP: YV8038288<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1255945.26   | 0.19%             | 2032-09-24      | Fixed         | 3.50%                 | 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      | $294114.01    | 0.04%             | 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        |    748000 | PA      | $761864.49    | 0.12%             | 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      | $905092.59    | 0.14%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $472968.72    | 0.07%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIMENSIONAL FUND ADVISORS LP                               | The DFA Short Term Investment Fund                | CUSIP: 23320U405<br>LEI: N/A                  | Long             | STIV             |  | US        |  10410445 | NS      | $10410445.00  | 1.58%             |  |  |  | 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      | $372679.60    | 0.06%             | 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      | $840247.63    | 0.13%             | 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      | $1193181.69   | 0.18%             | 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      | $435242.34    | 0.07%             | 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      | $659223.78    | 0.10%             | 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      | $151707.12    | 0.02%             | 2034-03-31      | Fixed         | 5.60%                 | 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      | $2268503.85   | 0.34%             | 2031-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNEDIC                                                     | UNEDIC ASSEO                                      | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2498551.98   | 0.38%             | 2033-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    555000 | PA      | $476313.24    | 0.07%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                          | DISCOVER FINANCIAL SERVICES                       | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $650318.89    | 0.10%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                         | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149703.06    | 0.02%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172443.48    | 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        |    305000 | PA      | $327743.23    | 0.05%             | 2038-05-15      | Fixed         | 6.80%                 | 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      | $137787.44    | 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        |    150000 | PA      | $127488.06    | 0.02%             | 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      | $404852.66    | 0.06%             | 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      | $3023708.62   | 0.46%             | 2029-10-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  14507275 | OU      | $-18908.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                               | VIATRIS INC                                       | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    103000 | PA      | $98022.17     | 0.01%             | 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      | $258547.53    | 0.04%             | 2043-10-01      | Fixed         | 5.95%                 | 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      | $305200.55    | 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      | $226474.55    | 0.03%             | 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      | $119576.62    | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                         | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    163000 | PA      | $125039.68    | 0.02%             | 2045-02-09      | Fixed         | 3.45%                 | 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      | $169713.21    | 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        |    647000 | PA      | $723921.37    | 0.11%             | 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      | $649039.74    | 0.10%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $296382.86    | 0.04%             | 2032-07-12      | Fixed         | 1.12%                 | No            |                  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      | $1179707.44   | 0.18%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2092713 | OU      | $-6645.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                    | MICRON TECHNOLOGY INC                             | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77175.40     | 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        |    400000 | PA      | $406540.82    | 0.06%             | 2030-08-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                    | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $269351.44    | 0.04%             | 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      | $109866.65    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                               | UNIBAIL RODAMCO WESTFIELD SE                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1382907.72   | 0.21%             | 2034-09-11      | 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        |  49930495 | OU      | $6124.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                               | OVINTIV INC                                       | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    984000 | PA      | $1017551.49   | 0.15%             | 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      | $106788.64    | 0.02%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                               | UNIBAIL RODAMCO WESTFIELD SE                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $106467.79    | 0.02%             | 2031-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                     | REYNOLDS AMERICAN INC                             | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    424000 | PA      | $452097.71    | 0.07%             | 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      | $262723.81    | 0.04%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORPORATION                                       | MCKESSON CORP                                     | CUSIP: 58155QAE3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275214.49    | 0.04%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99462.01     | 0.02%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SELP Finance S.a r.l.                                      | SELP FINANCE SARL                                 | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $105435.32    | 0.02%             | 2029-05-27      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                      | NEXTERA ENERGY CAPITAL HOLDINGS INC               | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152607.35    | 0.02%             | 2035-03-15      | Fixed         | 5.45%                 | 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      | $615374.52    | 0.09%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                           | DEUTSCHE POST AG                                  | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |    270000 | PA      | $314811.56    | 0.05%             | 2040-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                            | AKZO NOBEL NV                                     | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1720383.57   | 0.26%             | 2035-03-31      | Fixed         | 4.00%                 | 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      | $97813.34     | 0.01%             | 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      | $381049.03    | 0.06%             | 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      | $543298.76    | 0.08%             | 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      | $366206.34    | 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      | $136206.35    | 0.02%             | 2029-05-23      | Fixed         | 5.88%                 | 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        |   1200000 | PA      | $1397454.89   | 0.21%             | 2034-02-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP                                    | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    109000 | PA      | $103981.59    | 0.02%             | 2037-02-06      | Fixed         | 4.10%                 | 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      | $517197.55    | 0.08%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                    | WALT DISNEY CO THE                                | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113585.38    | 0.02%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC                              | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $184671.14    | 0.03%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corporation                                          | TELUS CORP                                        | CUSIP: 87971MAW3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1035618.96   | 0.16%             | 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      | $898678.46    | 0.14%             | 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      | $118324.49    | 0.02%             | 2030-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                           | WPP FINANCE 2013                                  | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |    114000 | PA      | $130486.42    | 0.02%             | 2033-09-12      | 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        |   1360000 | PA      | $1416877.38   | 0.21%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                            | NATIONAL AUSTRALIA BANK LTD                       | CUSIP: ZK4883987<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2200000 | PA      | $1429229.44   | 0.22%             | 2028-05-12      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| LSEG Netherlands B.V.                                      | LSEG NETHERLANDS BV                               | CUSIP: N/A<br>LEI: 213800JCR9B7CYW7U265       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $940648.30    | 0.14%             | 2033-04-06      | Fixed         | 0.75%                 | 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        |     90000 | PA      | $94388.68     | 0.01%             | 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      | $293088.09    | 0.04%             | 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      | $49323.02     | 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        |   1700000 | PA      | $1952187.28   | 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      | $135849.62    | 0.02%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES PLC                    | RECKITT BENCKISER TREASURY SERVICES PLC           | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |   2652000 | PA      | $3132304.72   | 0.48%             | 2033-09-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                          | STORE CAPITAL CORP                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88800.96     | 0.01%             | 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      | $114573.19    | 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      | $63256.84     | 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        |   1982000 | PA      | $2046926.46   | 0.31%             | 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      | $500489.81    | 0.08%             | 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      | $75725.05     | 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        |    250000 | PA      | $218542.00    | 0.03%             | 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      | $691392.00    | 0.10%             | 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      | $316204.72    | 0.05%             | 2027-02-05      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development      | INTERNATIONAL BANK                                | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    508000 | PA      | $508062.66    | 0.08%             | 2028-05-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                 | NORTHERN TRUST CORP                               | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384241.84    | 0.06%             | 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      | $117298.78    | 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      | $231061.40    | 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      | $84586.00     | 0.01%             | 2027-08-16      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| THE CIGNA GROUP                                            | CIGNA CORP                                        | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568880.97    | 0.09%             | 2041-11-15      | Fixed         | 6.12%                 | 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        |    270000 | PA      | $312801.35    | 0.05%             | 2031-07-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO.                                      | LIBERTY UTILITIES CO                              | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202758.11    | 0.03%             | 2034-01-31      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | DEVON ENERGY CORP                                 | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1896053.58   | 0.29%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COFIROUTE SA                                               | COFIROUTE SA                                      | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2264444.72   | 0.34%             | 2033-03-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1524479 | OU      | $23371.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE ALLSTATE CORPORATION                                   | ALLSTATE CORP THE                                 | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154887.32    | 0.02%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                 | REINSURANCE GROUP OF AMERICA INC                  | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205150.44    | 0.03%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                               | HASBRO INC                                        | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2010410.67   | 0.30%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Enexis Holding N.V.                                        | ENEXIS HOLDING NV                                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    350000 | PA      | $409250.72    | 0.06%             | 2034-06-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                       | DENTSPLY SIRONA INC                               | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90862.14     | 0.01%             | 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      | $162481.31    | 0.02%             | 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      | $402527.51    | 0.06%             | 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      | $493415.47    | 0.07%             | 2042-03-15      | 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        |   1979579 | OU      | $-30916.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207897.54    | 0.03%             | 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      | $965264.53    | 0.15%             | 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      | $411416.78    | 0.06%             | 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      | $512470.31    | 0.08%             | 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      | $903306.97    | 0.14%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                   | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260075.68    | 0.04%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                      | GEORGIA POWER CO                                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372501.38    | 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        |    670000 | PA      | $737472.16    | 0.11%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ASSURANT, INC.                                             | ASSURANT INC                                      | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129056.77    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                     | LOWE S COS INC                                    | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93074.93     | 0.01%             | 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      | $464841.51    | 0.07%             | 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      | $299045.48    | 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      | $658215.24    | 0.10%             | 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      | $1442257.36   | 0.22%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                      | ELEVANCE HEALTH INC                               | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $972066.76    | 0.15%             | 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        |    353000 | PA      | $380766.26    | 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      | $397325.81    | 0.06%             | 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      | $321797.69    | 0.05%             | 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      | $113794.26    | 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      | $41198.93     | 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      | $299863.39    | 0.05%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1694780 | OU      | $-40202.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    837000 | PA      | $716651.84    | 0.11%             | 2043-02-15      | Fixed         | 4.45%                 | 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      | $617696.39    | 0.09%             | 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      | $363071.44    | 0.06%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                  | FLEX LTD                                          | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    556000 | PA      | $562536.74    | 0.09%             | 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      | $1000056.09   | 0.15%             | 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        |    824000 | PA      | $930520.16    | 0.14%             | 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        |    350000 | PA      | $353955.69    | 0.05%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $236783.40    | 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      | $287518.47    | 0.04%             | 2037-09-15      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                           | PUBLIC STORAGE                                    | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |    100000 | PA      | $101052.58    | 0.02%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                       | NEW SOUTH WALES TREASURY CORP                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    300000 | PA      | $188335.39    | 0.03%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                           | AIR PRODUCTS AND CHEMICALS INC                    | CUSIP: 009158BE5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265424.84    | 0.04%             | 2032-05-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1158336 | OU      | $39529.83     | 0.01%             |  |  |  | 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      | $2591874.29   | 0.39%             | 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      | $394623.72    | 0.06%             | 2032-02-15      | Fixed         | 2.95%                 | 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      | $624876.70    | 0.09%             | 2028-05-26      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                      | QUANTA SERVICES INC                               | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $721500.67    | 0.11%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Swiss Life Finance I AG                                    | SWISS LIFE FINANCE I AG                           | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |    140000 | PA      | $163051.54    | 0.02%             | 2035-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | ENERGY TRANSFER LP                                | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    771000 | PA      | $803928.25    | 0.12%             | 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      | $292275.62    | 0.04%             | 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        |    100000 | PA      | $104189.82    | 0.02%             | 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      | $100009.31    | 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      | $136470.20    | 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      | $201886.91    | 0.03%             | 2026-12-11      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                        | INTESA SANPAOLO SPA                               | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $142476.71    | 0.02%             | 2033-05-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   4467004 | OU      | $147923.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                            | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1037611.00   | 0.16%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                      | TANGER PROPERTIES LP                              | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142717.12    | 0.02%             | 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      | $316926.50    | 0.05%             | 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        |    750000 | PA      | $740071.06    | 0.11%             | 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      | $100186.13    | 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      | $168509.91    | 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      | $452327.17    | 0.07%             | 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      | $46252.17     | 0.01%             | 2042-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                      | MICROSOFT CORP                                    | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133921.66    | 0.02%             | 2036-08-08      | Fixed         | 3.45%                 | 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      | $409610.18    | 0.06%             | 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      | $430449.87    | 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        |    750000 | PA      | $653528.13    | 0.10%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BMW International Investment B.V.                          | BMW INTERNATIONAL INVESTMENT BV                   | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |    527000 | PA      | $608312.93    | 0.09%             | 2032-11-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING (ASIA) PLC                              | PRUDENTIAL FUNDING ASIA PLC                       | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $377614.84    | 0.06%             | 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        |    948000 | PA      | $1094584.63   | 0.17%             | 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      | $117904.20    | 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      | $964987.39    | 0.15%             | 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      | $694187.30    | 0.11%             | 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      | $761456.12    | 0.12%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                         | CREDIT AGRICOLE SA                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $354154.32    | 0.05%             | 2036-02-26      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                | HOST HOTELS RESORTS LP                            | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1707213.34   | 0.26%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                | TYCO ELECTRONICS GROUP SA                         | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   2600000 | PA      | $2964699.02   | 0.45%             | 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      | $825724.85    | 0.13%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  37820926 | OU      | $-1048917.21  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                        | TIKEHAU CAPITAL SCA                               | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $513177.53    | 0.08%             | 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      | $591588.73    | 0.09%             | 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      | $339467.97    | 0.05%             | 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      | $77345.21     | 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      | $315854.24    | 0.05%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |    300000 | PA      | $361292.96    | 0.05%             | 2033-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                   | HYATT HOTELS CORP                                 | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    410000 | PA      | $410045.82    | 0.06%             | 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      | $122782.51    | 0.02%             | 2030-08-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC                              | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $338010.23    | 0.05%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                          | HSBC HOLDINGS PLC                                 | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1167175.90   | 0.18%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| SCHLUMBERGER HOLDINGS CORPORATION                          | SCHLUMBERGER HOLDINGS CORP                        | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148334.83    | 0.02%             | 2034-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                            | UNITEDHEALTH GROUP INC                            | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83359.99     | 0.01%             | 2043-03-15      | 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        |   3208746 | OU      | $22000.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                 | TORONTO DOMINION BANK THE                         | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    271000 | PA      | $272860.51    | 0.04%             | 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      | $550744.94    | 0.08%             | 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        |    114000 | PA      | $108189.37    | 0.02%             | 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      | $250381.67    | 0.04%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1008774 | OU      | $20945.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |  -2494418 | OU      | $-26365.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                  | WESTERN UNION CO THE                              | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1812112.05   | 0.27%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Virginia Electric and Power Company                        | VIRGINIA ELECTRIC AND POWER CO                    | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242611.77    | 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      | $670076.80    | 0.10%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   5467061 | OU      | $157850.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                               | UBS GROUP AG                                      | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $935026.50    | 0.14%             | 2033-02-24      | Fixed         | 0.62%                 | 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      | $1000654.05   | 0.15%             | 2026-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP              | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101900.07    | 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        |    571000 | PA      | $684898.87    | 0.10%             | 2041-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW International Investment B.V.                          | BMW INTERNATIONAL INVESTMENT BV                   | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |    205000 | PA      | $230905.49    | 0.04%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                              | EQUINIX INC                                       | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    490000 | PA      | $435857.04    | 0.07%             | 2030-07-15      | Fixed         | 2.15%                 | 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      | $126233.93    | 0.02%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP OF VICTORIA                                  | TREASURY CORP OF VICTORIA                         | CUSIP: EI6973792<br>LEI: N/A                  | Long             | DBT              |  | AU        |    200000 | PA      | $132104.87    | 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      | $150250.51    | 0.02%             | 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      | $434294.28    | 0.07%             | 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      | $384905.31    | 0.06%             | 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        |    700000 | PA      | $834495.28    | 0.13%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                            | FMC CORP                                          | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    751000 | PA      | $739927.81    | 0.11%             | 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      | $345324.39    | 0.05%             | 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      | $814096.89    | 0.12%             | 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      | $159150.58    | 0.02%             | 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      | $356246.23    | 0.05%             | 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        |    305000 | PA      | $342262.76    | 0.05%             | 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      | $473012.12    | 0.07%             | 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      | $95155.07     | 0.01%             | 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      | $1026402.30   | 0.16%             | 2038-08-27      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                       | BLUE OWL FINANCE LLC                              | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206023.35    | 0.03%             | 2034-04-18      | 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      | $1391198.82   | 0.21%             | 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        |   2267000 | PA      | $2561090.93   | 0.39%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                  | NATIONAL FUEL GAS CO                              | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178250.39    | 0.03%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                           | SANTANDER UK PLC                                  | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116238.53    | 0.02%             | 2030-03-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                   | ENGIE SA                                          | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $926882.15    | 0.14%             | 2036-03-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                        | LVMH MOET HENNESSY LOUIS VUITTON SE               | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2098955.58   | 0.32%             | 2033-09-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                            | INTER AMERICAN DEVELOPMENT BANK                   | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    173000 | PA      | $173138.08    | 0.03%             | 2029-08-01      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP, L.P.               | AMERICOLD REALTY OPERATING PARTNERSHIP LP         | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100088.08    | 0.02%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                    | CANADIAN IMPERIAL BANK OF COMMERCE                | CUSIP: YW1310286<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $295657.43    | 0.04%             | 2029-07-09      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                      | BANCO SANTANDER SA                                | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $100104.11    | 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      | $102273.54    | 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      | $136465.79    | 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      | $493504.34    | 0.07%             | 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      | $837545.25    | 0.13%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                           | DEUTSCHE BAHN FINANCE GMBH                        | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |    559000 | PA      | $552509.25    | 0.08%             | 2034-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL, INC.                                       | VOYA FINANCIAL INC                                | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    523000 | PA      | $508431.17    | 0.08%             | 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      | $50455.50     | 0.01%             | 2026-08-27      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                | PROVINCE OF ONTARIO CANADA                        | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   3400000 | PA      | $2508408.38   | 0.38%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                         | EXELON CORP                                       | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96809.05     | 0.01%             | 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      | $606021.40    | 0.09%             | 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      | $501270.73    | 0.08%             | 2026-08-13      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJETS EPN                             | SOCIETE DES GRANDS PROJETS EPIC                   | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              |  | FR        |    100000 | PA      | $95514.00     | 0.01%             | 2034-05-25      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                           | ARCELORMITTAL SA                                  | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    655000 | PA      | $686131.83    | 0.10%             | 2034-06-17      | Fixed         | 6.00%                 | 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        |   1200000 | PA      | $1168483.41   | 0.18%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                      | KEURIG DR PEPPER INC                              | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160936.78    | 0.02%             | 2027-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                      | ASHTEAD CAPITAL INC                               | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    785000 | PA      | $806029.45    | 0.12%             | 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      | $99836.85     | 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      | $1713525.32   | 0.26%             | 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      | $64449.90     | 0.01%             | 2028-09-19      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                               | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454526.03    | 0.07%             | 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        |    831000 | PA      | $861385.25    | 0.13%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                               | FISERV INC                                        | CUSIP: 337738BF4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $425189.09    | 0.06%             | 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      | $582000.71    | 0.09%             | 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      | $597599.17    | 0.09%             | 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        |    980000 | PA      | $1104742.25   | 0.17%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                      | BANQUE FEDERATIVE DU CREDIT MUTUEL SA             | CUSIP: BY8968392<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116647.86    | 0.02%             | 2032-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                           | AGCO CORP                                         | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1377923.38   | 0.21%             | 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      | $104015.07    | 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      | $112104.12    | 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      | $1103482.61   | 0.17%             | 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      | $199002.71    | 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      | $958747.83    | 0.15%             | 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        |    350000 | PA      | $347202.24    | 0.05%             | 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      | $223158.24    | 0.03%             | 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      | $92948.40     | 0.01%             | 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      | $102610.68    | 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        |   1968000 | PA      | $1981477.47   | 0.30%             | 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      | $302935.07    | 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      | $581381.91    | 0.09%             | 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      | $443279.17    | 0.07%             | 2030-06-22      | Fixed         | 2.70%                 | 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      | $444822.33    | 0.07%             | 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      | $102785.56    | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2242147 | OU      | $48716.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                       | HOME DEPOT INC THE                                | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118745.28    | 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        |    500000 | PA      | $502353.16    | 0.08%             | 2029-08-01      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                           | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1283982.51   | 0.19%             | 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      | $250360.66    | 0.04%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                          | STORE CAPITAL CORP                                | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127692.63    | 0.02%             | 2031-12-01      | 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      | $129736.57    | 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        |    250000 | PA      | $249520.44    | 0.04%             | 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      | $507308.42    | 0.08%             | 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      | $156793.80    | 0.02%             | 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      | $171225.14    | 0.03%             | 2041-11-15      | 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      | $617504.90    | 0.09%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| European Stability Mechanism                               | EUROPEAN STABILITY MECHANISM                      | CUSIP: N/A<br>LEI: 222100W4EEAQ77386N50       | Long             | DBT              |  | LU        |    100000 | PA      | $115987.67    | 0.02%             | 2033-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                           | AUTONATION INC                                    | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $714204.43    | 0.11%             | 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      | $132640.06    | 0.02%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                    | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1018000 | PA      | $1073716.11   | 0.16%             | 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      | $1806976.74   | 0.27%             | 2029-11-14      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                   | EUROPEAN INVESTMENT BANK                          | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |   2761000 | PA      | $3658307.53   | 0.55%             | 2026-03-12      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                         | ALTRIA GROUP INC                                  | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308242.98    | 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      | $376744.43    | 0.06%             | 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        |    655000 | PA      | $653991.30    | 0.10%             | 2028-11-22      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                      | BOSTON PROPERTIES LP                              | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    985000 | PA      | $990804.25    | 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        |   1400000 | PA      | $1717858.12   | 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      | $415309.15    | 0.06%             | 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      | $276418.53    | 0.04%             | 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      | $1775732.59   | 0.27%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Finance B.V.                                  | SCHLUMBERGER FINANCE BV                           | CUSIP: N/A<br>LEI: 5299003L3TGTOIYBX911       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106158.84    | 0.02%             | 2032-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                   | KONINKLIJKE PHILIPS NV                            | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $362514.44    | 0.05%             | 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      | $1167228.42   | 0.18%             | 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      | $3077864.48   | 0.47%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                | INTERNATIONAL BUSINESS MACHINES CORP              | CUSIP: N/A<br>LEI: VGRQXHF3J8VDLUA7XE92       | Long             | DBT              | CORP              | US        |    200000 | PA      | $192958.53    | 0.03%             | 2034-02-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                            | WESTERN MIDSTREAM OPERATING LP                    | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312913.40    | 0.05%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                            | STELLANTIS NV                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    360000 | PA      | $421559.28    | 0.06%             | 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      | $246999.44    | 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      | $150281.74    | 0.02%             | 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      | $97007.08     | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1275137 | OU      | $36889.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                               | HASBRO INC                                        | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1542095.99   | 0.23%             | 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      | $710082.99    | 0.11%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Neste Oyj                                                  | NESTE OYJ                                         | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $117885.92    | 0.02%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                               | MARRIOTT INTERNATIONAL INC MD                     | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100842.30    | 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      | $403445.47    | 0.06%             | 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      | $135850.41    | 0.02%             | 2032-03-01      | Fixed         | 3.40%                 | 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        |    100000 | PA      | $116421.03    | 0.02%             | 2032-03-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                      | SUMITOMO MITSUI FINANCIAL GROUP INC               | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209083.73    | 0.03%             | 2029-10-23      | Fixed         | 0.63%                 | 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      | $89268.97     | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | 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      | $303914.88    | 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      | $95055.62     | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                         | CANADIAN NATURAL RESOURCES LTD                    | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212254.98    | 0.03%             | 2039-02-01      | Fixed         | 6.75%                 | 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      | $311600.98    | 0.05%             | 2030-01-17      | Fixed         | 0.75%                 | 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      | $1549255.81   | 0.23%             | 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      | $291838.47    | 0.04%             | 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        |   1400000 | PA      | $1589809.85   | 0.24%             | 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      | $832561.90    | 0.13%             | 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      | $2236119.73   | 0.34%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VGV0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    144000 | PA      | $165712.96    | 0.03%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                         | BOEING CO THE                                     | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452617.32    | 0.07%             | 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      | $200918.45    | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                            | NATIONAL AUSTRALIA BANK LTD                       | CUSIP: ZK4883961<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $710606.12    | 0.11%             | 2026-05-12      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   4270000 | PA      | $2092441.86   | 0.32%             | 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      | $904685.75    | 0.14%             | 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      | $3379844.44   | 0.51%             | 2034-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                      | TD SYNNEX CORP                                    | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136403.34    | 0.02%             | 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      | $38764.72     | 0.01%             | 2043-04-15      | Fixed         | 4.10%                 | 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      | $1564608.35   | 0.24%             | 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      | $547382.32    | 0.08%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                            | WP CAREY INC                                      | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2325424.15   | 0.35%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                      | SUMITOMO MITSUI FINANCIAL GROUP INC               | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |    250000 | PA      | $288874.54    | 0.04%             | 2031-10-07      | Fixed         | 3.32%                 | 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        |    100000 | PA      | $99603.42     | 0.02%             | 2032-01-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                      | GILEAD SCIENCES INC                               | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100704.06    | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                               | MIZUHO FINANCIAL GROUP INC                        | CUSIP: BY7414224<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $953003.97    | 0.14%             | 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      | $2907445.93   | 0.44%             | 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      | $1007446.11   | 0.15%             | 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      | $636990.12    | 0.10%             | 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      | $104409.65    | 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        |    100000 | PA      | $104006.88    | 0.02%             | 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      | $103961.98    | 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      | $116122.18    | 0.02%             | 2036-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1774318.98   | 0.27%             | 2032-03-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                         | SUNCOR ENERGY INC                                 | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $282456.92    | 0.04%             | 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      | $1402830.83   | 0.21%             | 2026-11-27      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia                               | PROVINCE OF BRITISH COLUMBIA CANADA               | CUSIP: 110709GL0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   2600000 | PA      | $1839417.02   | 0.28%             | 2032-06-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                           | ORIX CORP                                         | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |    100000 | PA      | $117452.30    | 0.02%             | 2029-05-29      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                     | TOTALENERGIES CAPITAL INTERNATIONAL SA            | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $184423.33    | 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      | $1000734.73   | 0.15%             | 2025-12-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                          | FEDEX CORP                                        | CUSIP: 31428XDC7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93248.71     | 0.01%             | 2033-05-04      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Stellantis N.V.                                            | STELLANTIS NV                                     | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1024281.15   | 0.16%             | 2030-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                            | AFFILIATED MANAGERS GROUP INC                     | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400000.00    | 0.06%             | 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      | $262422.27    | 0.04%             | 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      | $457597.64    | 0.07%             | 2044-03-15      | 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        |  15516577 | OU      | $138443.51    | 0.02%             |  |  |  | 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      | $97215.52     | 0.01%             | 2032-09-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                        | BANK OF NEW ZEALAND                               | CUSIP: N/A<br>LEI: N7LGVZM7X4UQ66T7LT74       | Long             | DBT              | CORP              | NZ        |    100000 | PA      | $117664.95    | 0.02%             | 2029-07-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                           | TREASURY CORP OF VICTORIA                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    100000 | PA      | $64742.20     | 0.01%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 138381126 | OU      | $37255.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                         | AMERICAN HONDA FINANCE CORP                       | CUSIP: 026657AZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $234064.45    | 0.04%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                 | APA INFRASTRUCTURE LTD                            | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $1252247.32   | 0.19%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                    | BAYER US FINANCE II LLC                           | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148489.46    | 0.02%             | 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      | $953899.27    | 0.14%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                         | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    570000 | PA      | $397346.97    | 0.06%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                          | JOHNSON JOHNSON                                   | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    270000 | PA      | $184943.02    | 0.03%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                       | FIRST AMERICAN FINANCIAL CORP                     | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95123.89     | 0.01%             | 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      | $156825.09    | 0.02%             | 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        |   1736000 | PA      | $2000375.27   | 0.30%             | 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      | $396096.44    | 0.06%             | 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      | $297249.42    | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DXC CAPITAL FUNDING DESIGNATED ACTIVITY COMPANY            | DXC CAPITAL FUNDING DAC                           | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |    200000 | PA      | $194485.77    | 0.03%             | 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      | $230504.94    | 0.03%             | 2039-08-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                      | BOOKING HOLDINGS INC                              | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |    270000 | PA      | $304902.04    | 0.05%             | 2037-11-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                             | BNP PARIBAS SA                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $283715.05    | 0.04%             | 2032-12-03      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                       | HIGHWOODS REALTY LP                               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91043.35     | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ABERTIS FRANCE SAS                                         | HOLDING D INFRASTRUCTURES DE TRANSPOR             | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $216291.90    | 0.03%             | 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      | $457239.52    | 0.07%             | 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        |    700000 | PA      | $820220.39    | 0.12%             | 2035-02-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                    | BASF SE                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2456711.86   | 0.37%             | 2035-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                      | BRUNSWICK CORP DE                                 | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    577000 | PA      | $492197.98    | 0.07%             | 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      | $149335.48    | 0.02%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                     | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC            | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |   1700000 | PA      | $1900697.13   | 0.29%             | 2034-01-17      | Fixed         | 3.00%                 | 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      | $388531.91    | 0.06%             | 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      | $430128.99    | 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      | $102874.92    | 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      | $925326.01    | 0.14%             | 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      | $268807.32    | 0.04%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                          | MARKEL CORP                                       | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44348.35     | 0.01%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABB Finance B.V.                                           | ABB FINANCE BV                                    | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $578553.04    | 0.09%             | 2034-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                            | FOX CORP                                          | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2473979.98   | 0.38%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                           | PHILIP MORRIS INTERNATIONAL INC                   | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $938837.80    | 0.14%             | 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      | $104819.52    | 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      | $600156.98    | 0.09%             | 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      | $271632.50    | 0.04%             | 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      | $431132.44    | 0.07%             | 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      | $303896.39    | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                        | COMCAST CORP                                      | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $458036.02    | 0.07%             | 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        |    502000 | PA      | $506529.11    | 0.08%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                | HUMANA INC                                        | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155109.50    | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                            | APA CORP                                          | CUSIP: 03743QAF5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95789.92     | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                            | EATON CAPITAL ULC                                 | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |    469000 | PA      | $543602.79    | 0.08%             | 2035-05-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMW International Investment B.V.                          | BMW INTERNATIONAL INVESTMENT BV                   | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $1442471.24   | 0.22%             | 2033-01-22      | Fixed         | 3.50%                 | 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      | $270811.23    | 0.04%             | 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      | $769480.63    | 0.12%             | 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      | $972237.65    | 0.15%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.              | ACCIONA ENERGIA FINANCIA                          | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $124463.43    | 0.02%             | 2031-04-23      | Fixed         | 5.12%                 | 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        |   1263000 | PA      | $1363612.15   | 0.21%             | 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      | $217822.72    | 0.03%             | 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      | $500435.62    | 0.08%             | 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        |    900000 | PA      | $1079902.98   | 0.16%             | 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        |   1490000 | PA      | $1650765.04   | 0.25%             | 2036-06-20      | Fixed         | 7.04%                 | 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      | $1709271.44   | 0.26%             | 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        |     70000 | PA      | $75080.06     | 0.01%             | 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      | $256984.51    | 0.04%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2047846 | OU      | $-32411.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enexis Holding N.V.                                        | ENEXIS HOLDING NV                                 | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    350000 | PA      | $402890.17    | 0.06%             | 2033-04-09      | Fixed         | 3.25%                 | 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      | $552482.21    | 0.08%             | 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      | $265413.31    | 0.04%             | 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      | $100131.42    | 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      | $130561.38    | 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      | $63811.20     | 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        |    500000 | PA      | $571231.72    | 0.09%             | 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      | $352261.88    | 0.05%             | 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        |    259000 | PA      | $259712.83    | 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        |    400000 | PA      | $367822.93    | 0.06%             | 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      | $516072.77    | 0.08%             | 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      | $247996.96    | 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        |   1136000 | PA      | $1186754.33   | 0.18%             | 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      | $83026.27     | 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      | $115106.48    | 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      | $103317.84    | 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      | $245371.46    | 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      | $1617677.83   | 0.25%             | 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        |   2400000 | PA      | $2909676.43   | 0.44%             | 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      | $437622.35    | 0.07%             | 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      | $137723.82    | 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      | $222031.85    | 0.03%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                  | BAT CAPITAL CORP                                  | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $300157.00    | 0.05%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                  | AT T INC                                          | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $518117.69    | 0.08%             | 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      | $168615.98    | 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      | $106448.70    | 0.02%             | 2028-09-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                  | VISA INC                                          | CUSIP: 92826CAV4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2469204.31   | 0.37%             | 2033-05-15      | Fixed         | 3.12%                 | 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      | $425223.53    | 0.06%             | 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      | $470746.93    | 0.07%             | 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      | $164356.95    | 0.02%             | 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      | $898224.88    | 0.14%             | 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      | $140483.67    | 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      | $335275.84    | 0.05%             | 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      | $583629.29    | 0.09%             | 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      | $113249.20    | 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      | $209022.48    | 0.03%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                          | MERCK CO INC                                      | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    156000 | PA      | $108712.48    | 0.02%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                          | ENTERPRISE PRODUCTS OPERATING LLC                 | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1010111.52   | 0.15%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                 | APPLE INC                                         | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140935.82    | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                              | RCI BANQUE SA                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $235393.96    | 0.04%             | 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        |    300000 | PA      | $338980.04    | 0.05%             | 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        |   1550000 | PA      | $1636511.87   | 0.25%             | 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      | $652763.40    | 0.10%             | 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        |    334000 | PA      | $383471.86    | 0.06%             | 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      | $410332.12    | 0.06%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                       | JERSEY CENTRAL PWR LT                             | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1095464.25   | 0.17%             | 2035-01-15      | Fixed         | 5.10%                 | 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      | $183316.23    | 0.03%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                            | CANADIAN DOLLAR                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -382977 | OU      | $1640.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                  | REALTY INCOME CORP                                | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169240.48    | 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      | $1550164.55   | 0.24%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                        | BMW US CAPITAL LLC                                | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152336.87    | 0.02%             | 2035-03-21      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS INC.                                | VERIZON COMMUNICATIONS INC                        | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    490000 | PA      | $450855.55    | 0.07%             | 2036-01-15      | Fixed         | 4.27%                 | 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        |    100000 | PA      | $105091.54    | 0.02%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                               | STANLEY BLACK DECKER INC                          | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    810000 | PA      | $772603.75    | 0.12%             | 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        |   4806000 | PA      | $5481851.68   | 0.83%             | 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      | $532998.05    | 0.08%             | 2027-07-15      | 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        |   2106085 | OU      | $-45413.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                        | CENOVUS ENERGY INC                                | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $521684.55    | 0.08%             | 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      | $691573.91    | 0.10%             | 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      | $828490.03    | 0.13%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Bank Aktiebolag                           | LANSFORSAKRINGAR BANK AB                          | CUSIP: N/A<br>LEI: 549300C6TUMDXNOVXS82       | Long             | DBT              | CORP              | SE        |    100000 | PA      | $115619.64    | 0.02%             | 2030-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                    | E ON SE                                           | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |     25000 | PA      | $29723.00     | 0.00%             | 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      | $264236.56    | 0.04%             | 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      | $76162.42     | 0.01%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                 | AETNA INC                                         | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161349.52    | 0.02%             | 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      | $158437.91    | 0.02%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                         | TIMKEN CO THE                                     | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93980.57     | 0.01%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                            | WESTERN MIDSTREAM OPERATING LP                    | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    501000 | PA      | $436199.92    | 0.07%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                | U S DOLLARS                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1862644 | OU      | $34812.81     | 0.01%             |  |  |  | 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      | $174837.68    | 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      | $39674.14     | 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      | $55326.62     | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | 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        |   5050000 | PA      | $5791775.65   | 0.88%             | 2027-05-21      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                   | COX COMMUNICATIONS INC                            | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    533000 | PA      | $428983.16    | 0.07%             | 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      | $865090.92    | 0.13%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| MACQUARIE GROUP LIMITED.                                   | MACQUARIE GROUP LTD                               | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |    100000 | PA      | $122606.64    | 0.02%             | 2030-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                      | PROGRESS ENERGY INC                               | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75630.68     | 0.01%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer