# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001752724-25-160245
**Filing Date:** 2025-6
**Character Count:** 571614
**Document Hash:** 0da650724c09ca0fa0a1ee901f707654
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160245.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160245

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23580
- **FILM NUMBER:** 251080216

**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 Core Plus Fixed Income ETF (Series ID: S000081782)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000244776 | Dimensional Global Core Plus Fixed Income ETF | DFGP            |

## 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 Core Plus Fixed Income ETF

- **b. EDGAR series identifier (if any):** S000081782

- **c. LEI of Series:** 5493000MTRAEDWUGPM37

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1601085663.98

**Total Liabilities:** $172481330.96

**Net Assets:** $1428604333.02

**Cash Not Reported:** $34867335.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2146.44335276 | **1-Year:** -40827.58758912 | **5-Year:** -190846.23972432 | **10-Year:** -463966.06514744 | **30-Year:** -71838.23611401

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

- **3-Month:** -140.43618743 | **1-Year:** -4333.79536014 | **5-Year:** -24339.55950069 | **10-Year:** -22008.54200183 | **30-Year:** -2571.71888764

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244776 | 1.40%                | -0.65%               | 0.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1880886.96              | $15921899.65                               |
| Month 2  | $797849.02               | $-4831754.24                               |
| Month 3  | $3631521.47              | $25567588.85                               |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Bond Index

- **Index Identifier:** LEGATRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1130368 | OU      | $51.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                               | PRUDENTIAL FINANCIAL INC                           | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     300000 | PA      | $331389.48    | 0.02%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                        | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    2600000 | PA      | $2168354.45   | 0.15%             | 2037-03-05      | Fixed         | 5.70%                 | 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        |     305000 | PA      | $304952.04    | 0.02%             | 2027-02-05      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     755000 | PA      | $753776.86    | 0.05%             | 2028-03-20      | Floating      | 4.61%                 | 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        |     231000 | PA      | $244290.32    | 0.02%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                           | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110987.34    | 0.01%             | 2029-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                              | AKER BP ASA                                        | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $1004157.80   | 0.07%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                         | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1142507.32   | 0.08%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                | ORANGE SA                                          | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      50000 | PA      | $74529.70     | 0.01%             | 2028-11-20      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                              | AKER BP ASA                                        | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |    5000000 | PA      | $5707786.75   | 0.40%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                              | AMERICAN ASSETS TRUST LP                           | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2397855.12   | 0.17%             | 2034-10-01      | Fixed         | 6.15%                 | 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        |     190000 | PA      | $176446.17    | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     456000 | PA      | $480037.60    | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RAM4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     375000 | PA      | $392768.48    | 0.03%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIES EXPRESS PIPELINE LLC                       | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    2427000 | PA      | $2291126.42   | 0.16%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                                                     | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -293446 | OU      | $16184.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                  | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2119932.96   | 0.15%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                     | EDISON INTERNATIONAL                               | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96566.77     | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| ESB FINANCE DESIGNATED ACTIVITY COMPANY                                                  | ESB FINANCE DAC                                    | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     400000 | PA      | $476559.74    | 0.03%             | 2036-03-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                                    | FLOWSERVE CORP                                     | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $276584.26    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES, INC.                                                               | SENSATA TECHNOLOGIES INC                           | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2185425.35   | 0.15%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     733000 | PA      | $693829.43    | 0.05%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     300000 | PA      | $283043.62    | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                                          | SPAIN GOVERNMENT BOND                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     574000 | PA      | $488388.72    | 0.03%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| Northern Territory Treasury Corporation                                                  | NORTHERN TERRITORY TREASURY CORP                   | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              |  | AU        |    4800000 | PA      | $2683155.99   | 0.19%             | 2032-05-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                                                      | GREAT BRITISH POUND                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -3512521 | OU      | $-26652.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                        | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     249000 | PA      | $234715.27    | 0.02%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                               | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UAC4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300081.00    | 0.02%             | 2025-06-13      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                                | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     222000 | PA      | $218546.49    | 0.02%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFM8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399459.82    | 0.03%             | 2026-01-12      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $220915.62    | 0.02%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     900000 | PA      | $901558.74    | 0.06%             | 2025-11-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                     | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     149000 | PA      | $132944.35    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  203808567 | OU      | $6089.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                   | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48723.20     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | 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        |     350000 | PA      | $406140.84    | 0.03%             | 2032-04-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4017968 | OU      | $4244.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                   | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    5800000 | PA      | $7583065.97   | 0.53%             | 2038-12-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 4780723791 | OU      | $-1471699.17  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296914.34    | 0.02%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     750000 | PA      | $586934.18    | 0.04%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                               | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     250000 | PA      | $233520.97    | 0.02%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                              | PFIZER INC                                         | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     150000 | PA      | $175321.74    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1868189 | OU      | $-3036.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                           | WALGREENS BOOTS ALLIANCE INC                       | CUSIP: 931427AB4<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     400000 | PA      | $376536.00    | 0.03%             | 2034-11-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES, INC.                                                                      | CF INDUSTRIES INC                                  | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     295000 | PA      | $264820.12    | 0.02%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                          | NORDSTROM INC                                      | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2519876.07   | 0.18%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                                | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     250000 | PA      | $241082.74    | 0.02%             | 2029-09-23      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                  | MICRON TECHNOLOGY INC                              | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      74000 | PA      | $75735.07     | 0.01%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     855000 | PA      | $978307.78    | 0.07%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                      | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    1950000 | PA      | $1236724.74   | 0.09%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     450000 | PA      | $378820.10    | 0.03%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2716345.20   | 0.19%             | 2036-04-01      | Fixed         | 6.60%                 | 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        |    1317000 | PA      | $1005966.57   | 0.07%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                       | KEMPER CORP                                        | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    1393000 | PA      | $1240223.27   | 0.09%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NUCOR CORPORATION                                                                        | NUCOR CORP                                         | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149540.49    | 0.01%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS, L.P.                                                                   | NUSTAR LOGISTICS LP                                | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     450000 | PA      | $448513.74    | 0.03%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    3600000 | PA      | $3018981.45   | 0.21%             | 2035-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                                        | YUM BRANDS INC                                     | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1880833.90   | 0.13%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1456000 | PA      | $1430786.46   | 0.10%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AON CORPORATION                                                                          | AON CORP                                           | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     265000 | PA      | $281921.84    | 0.02%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                           | CUSIP: 03743QAK4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     104000 | PA      | $78581.57     | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SLM CORPORATION                                                                          | SLM CORP                                           | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $154842.75    | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                               | HUNTSMAN INTERNATIONAL LLC                         | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     457000 | PA      | $430765.70    | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                      | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    4100000 | PA      | $2186140.24   | 0.15%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                                 | ENGIE SA                                           | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2499623.05   | 0.17%             | 2034-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $341386.84    | 0.02%             | 2025-12-18      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                  | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     355000 | PA      | $374523.36    | 0.03%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                                 | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $113714.90    | 0.01%             | 2026-12-18      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                                                     | METHANEX CORP                                      | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    1422000 | PA      | $1350627.39   | 0.09%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     519000 | PA      | $489649.77    | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPTUS FINANCE PTY LTD                                                                    | OPTUS FINANCE PTY LTD                              | CUSIP: BK1405319<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1200000 | PA      | $679242.68    | 0.05%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR CORPORATION                                                       | UNITED STATES CELLULAR CORP                        | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1834860.28   | 0.13%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                   | TOTALENERGIES CAPITAL INTERNATIONAL SA             | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1703000 | PA      | $1218822.03   | 0.09%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                         | PUBLIC STORAGE                                     | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     300000 | PA      | $286882.80    | 0.02%             | 2032-01-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Bpifrance SA                                                                             | BPIFRANCE SACA                                     | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              | CORP              | FR        |    1300000 | PA      | $1497682.16   | 0.10%             | 2034-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | COOPERATIEVE RABOBANK UA                           | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |       4000 | PA      | $4561.32      | 0.00%             | 2025-07-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     355000 | PA      | $356049.70    | 0.02%             | 2026-01-12      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                              | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1675262.98   | 0.12%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: 11070TAF5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    1200000 | PA      | $868903.21    | 0.06%             | 2025-06-18      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                                       | NVIDIA CORP                                        | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     300000 | PA      | $248828.70    | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO., LTD.                                                                   | NISSAN MOTOR CO LTD                                | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     635000 | PA      | $586787.82    | 0.04%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: —       |
| BMW International Investment B.V.                                                        | BMW INTERNATIONAL INVESTMENT BV                    | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111707.85    | 0.01%             | 2034-08-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS, INCORPORATED                                                                | TYSON FOODS INC                                    | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $3818907.56   | 0.27%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CORP                       | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $240270.49    | 0.02%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                                                         | CINCINNATI FINANCIAL CORP                          | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     436000 | PA      | $458039.55    | 0.03%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245035.77    | 0.02%             | 2027-09-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                   | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     871000 | PA      | $823971.62    | 0.06%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                              | PHILLIPS 66                                        | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     350000 | PA      | $326436.62    | 0.02%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                  | VEOLIA ENVIRONNEMENT SA                            | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      50000 | PA      | $68762.65     | 0.00%             | 2033-11-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 4678500000 | PA      | $28908367.53  | 2.02%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                                       | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1679556.30   | 0.12%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                               | HUNTSMAN INTERNATIONAL LLC                         | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1705550.38   | 0.12%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     100000 | PA      | $99946.00     | 0.01%             | 2026-06-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                           | CUSIP: 03743QAE8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     149000 | PA      | $157100.96    | 0.01%             | 2029-12-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | COOPERATIEVE RABOBANK UA                           | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $925295.44    | 0.06%             | 2034-07-26      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      25000 | PA      | $24676.88     | 0.00%             | 2032-06-01      | Fixed         | 0.95%                 | 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        |     246000 | PA      | $202569.11    | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1417738.14   | 0.10%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1219000 | PA      | $1494199.95   | 0.10%             | 2033-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TEN YEAR BOND                                                           | JAPAN GOVERNMENT TEN YEAR BOND                     | CUSIP: BQ3480895<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  699000000 | PA      | $4659101.58   | 0.33%             | 2031-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     350000 | PA      | $382348.32    | 0.03%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                            | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     771000 | PA      | $869311.50    | 0.06%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     150000 | PA      | $108027.10    | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                            | METLIFE INC                                        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90257.08     | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                                                  | AGENCE FRANCE LOCALE                               | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     300000 | PA      | $340727.98    | 0.02%             | 2034-03-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                   | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     116000 | PA      | $105938.56    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $99764.55     | 0.01%             | 2025-08-26      | Fixed         | 3.73%                 | No            |                  2 | On Loan: —       |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    2950000 | PA      | $2150686.67   | 0.15%             | 2041-03-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      90589 | OU      | $-25.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                    | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    5248000 | PA      | $6031018.06   | 0.42%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40750.23     | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIMENSIONAL FUND ADVISORS LP                                                             | The DFA Short Term Investment Fund                 | CUSIP: 23320U405<br>LEI: N/A                  | Long             | STIV             |  | US        |   26286778 | NS      | $26286777.50  | 1.84%             |  |  |  | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                               | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBH5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109304.54    | 0.01%             | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                      | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202678.86    | 0.01%             | 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        | 4634904900 | OU      | $64558.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                                | PROLOGIS EURO FINANCE LLC                          | CUSIP: 74341EAN2<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     155000 | PA      | $147691.37    | 0.01%             | 2034-02-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Naturgy Finance Iberia S.A                                                               | NATURGY FINANCE IBERIA SA                          | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $226322.38    | 0.02%             | 2034-10-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     780000 | PA      | $829663.22    | 0.06%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                         | WELLTOWER INC                                      | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53456.90     | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107422.61    | 0.01%             | 2040-01-15      | 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        |     379410 | OU      | $-4746.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                        | CUSIP: 931142CV3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     400000 | PA      | $392332.30    | 0.03%             | 2040-07-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS, L.P.                                                                     | ONEOK PARTNERS LP                                  | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     680000 | PA      | $716964.40    | 0.05%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    1120000 | PA      | $1080033.44   | 0.08%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                       | HAT HOLDINGS I LLC HAT HOLDINGS II LLC             | CUSIP: 418751AD5<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    2714000 | PA      | $2384761.13   | 0.17%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP, L.P.                                             | AMERICOLD REALTY OPERATING PARTNERSHIP LP          | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150145.73    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH                                                               | DEUTSCHE BAHN FINANCE GMBH                         | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |    3814000 | PA      | $4342419.14   | 0.30%             | 2038-01-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39588.16     | 0.00%             | 2026-02-01      | Fixed         | 3.65%                 | 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        |    2000000 | PA      | $2275693.99   | 0.16%             | 2026-03-27      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA                            | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    1300000 | PA      | $1500102.76   | 0.11%             | 2036-01-24      | Fixed         | 4.05%                 | 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        |     150000 | PA      | $142709.56    | 0.01%             | 2032-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                                      | CHEVRON CORP                                       | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $90444.99     | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | 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        |    2500000 | PA      | $2932758.33   | 0.21%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT       | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |     250000 | PA      | $249847.50    | 0.02%             | 2026-04-14      | Floating      | 4.52%                 | 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        |     400000 | PA      | $411441.17    | 0.03%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JANUS HENDERSON US (HOLDINGS) INC.                                                       | JANUS HEND US HLDGS INC                            | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    1776000 | PA      | $1701518.02   | 0.12%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401924.00    | 0.03%             | 2027-03-03      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |    -155307 | OU      | $4541.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                        | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     250000 | PA      | $215407.18    | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                            | UNICREDIT SPA                                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    2600000 | PA      | $3039543.94   | 0.21%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                     | JERSEY CENTRAL POWER LIGHT CO                      | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     150000 | PA      | $129418.42    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110170.58    | 0.01%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                           | TAPESTRY INC                                       | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $1837653.30   | 0.13%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    2370000 | PA      | $1503126.56   | 0.11%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     295000 | PA      | $313170.42    | 0.02%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     457000 | PA      | $378142.57    | 0.03%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150674.03    | 0.01%             | 2027-04-04      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                   | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     801000 | PA      | $705693.12    | 0.05%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   24402255 | OU      | $-2321450.11  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                           | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $112817.40    | 0.01%             | 2044-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     150000 | PA      | $125917.37    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     610000 | PA      | $608295.76    | 0.04%             | 2027-07-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                | CNO FINANCIAL GROUP INC                            | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     236000 | PA      | $235986.08    | 0.02%             | 2025-05-30      | 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        |   51107982 | OU      | $-594612.75   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                         | AUTONATION INC                                     | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $593085.00    | 0.04%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz International Finance B.V.                                                 | MERCEDES BENZ INTERNATIONAL FINANCE BV             | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      90000 | PA      | $105705.04    | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOV INC.                                                                                 | NOV INC                                            | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    1983000 | PA      | $1388572.55   | 0.10%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                       | BANK OF MONTREAL                                   | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |      90000 | PA      | $93653.31     | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     482000 | PA      | $433285.76    | 0.03%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     350000 | PA      | $324840.87    | 0.02%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     450000 | PA      | $450736.93    | 0.03%             | 2027-03-19      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                            | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1271703.39   | 0.09%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                 | ADVANCE AUTO PARTS INC                             | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    2959000 | PA      | $2472862.55   | 0.17%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                                | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2058000 | PA      | $2061745.13   | 0.14%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                         | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     536000 | PA      | $464710.12    | 0.03%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TLK9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300210.00    | 0.02%             | 2026-01-05      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $170782.31    | 0.01%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL                                   | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     220000 | PA      | $158475.95    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | 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        |     905000 | PA      | $721626.32    | 0.05%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | DOMINION ENERGY INC                                | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     272000 | PA      | $239041.68    | 0.02%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BELO CORP.                                                                               | BELO CORP                                          | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     419000 | PA      | $430209.74    | 0.03%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94388.14     | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF SA                                                                | SOCIETE NATIONALE SNCF SA                          | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              |  | FR        |     100000 | PA      | $115908.26    | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                                              | AVNET INC                                          | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     400000 | PA      | $348113.10    | 0.02%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES, INC.                                                 | HARLEY DAVIDSON FINANCIAL SERVICES INC             | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298761.26    | 0.02%             | 2029-06-11      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                           | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     200000 | PA      | $86855.59     | 0.01%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                              | WESTERN DIGITAL CORP                               | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91248.64     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2267270.10   | 0.16%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| V.F. CORPORATION                                                                         | VF CORP                                            | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     895000 | PA      | $769011.67    | 0.05%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CORP                       | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     624000 | PA      | $568438.03    | 0.04%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     708000 | PA      | $712604.12    | 0.05%             | 2029-07-09      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                      | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1848427.88   | 0.13%             | 2038-06-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Northern Territory Treasury Corporation                                                  | NORTHERN TERRITORY TREASURY CORP                   | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              |  | AU        |     200000 | PA      | $131268.76    | 0.01%             | 2037-04-21      | Fixed         | 5.75%                 | 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        |    2100000 | PA      | $1359013.23   | 0.10%             | 2027-11-04      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                       | KEMPER CORP                                        | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    1146000 | PA      | $997808.32    | 0.07%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                     | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1046159.62   | 0.07%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                               | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1069581.60   | 0.07%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                                  | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     300000 | PA      | $263187.64    | 0.02%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CME GROUP INC.                                                                           | CME GROUP INC                                      | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     250000 | PA      | $222424.61    | 0.02%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                          | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $134310.16    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     600000 | PA      | $536836.62    | 0.04%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | NATIONWIDE BUILDING SOCIETY                        | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $196438.60    | 0.01%             | 2028-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                        | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    2257000 | PA      | $2239769.07   | 0.16%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                  | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1673000 | PA      | $1836243.01   | 0.13%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| V.F. CORPORATION                                                                         | VF CORP                                            | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    2836000 | PA      | $2333948.82   | 0.16%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     335000 | PA      | $257218.13    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: 527288BF0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     151000 | PA      | $149764.43    | 0.01%             | 2043-10-23      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bayer Aktiengesellschaft                                                                 | BAYER AG                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     120000 | PA      | $143257.93    | 0.01%             | 2033-05-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                   | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     848000 | PA      | $656192.28    | 0.05%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                     | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21630.54     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1004000 | PA      | $758562.76    | 0.05%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     833000 | PA      | $677800.87    | 0.05%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                  | KEYCORP                                            | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     288000 | PA      | $283977.79    | 0.02%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     123000 | PA      | $131800.30    | 0.01%             | 2030-09-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     403000 | PA      | $373996.82    | 0.03%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                  | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     450000 | PA      | $453412.56    | 0.03%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     155000 | PA      | $174783.31    | 0.01%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                        | NATIONAL GRID PLC                                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $355581.68    | 0.02%             | 2035-01-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $2960254.43   | 0.21%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC                                     | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     305000 | PA      | $308127.21    | 0.02%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                        | AIRCASTLE LTD                                      | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1100000 | PA      | $1128588.10   | 0.08%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                  | DUKE ENERGY CORP                                   | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $115322.27    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                                   | CASTELLUM HELSINKI FINANCE HOLDING ABP             | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |     150000 | PA      | $152379.16    | 0.01%             | 2029-09-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                     | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    3697000 | PA      | $3268419.54   | 0.23%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                      | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |   10000000 | PA      | $5334864.70   | 0.37%             | 2032-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CAIXABANK SA                                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    8000000 | PA      | $9691485.73   | 0.68%             | 2033-11-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202025.83    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                        | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111453.86    | 0.01%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                          | NORDSTROM INC                                      | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143258.58    | 0.01%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $145830.66    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $241620.10    | 0.02%             | 2030-06-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                               | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1412646.57   | 0.10%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                             | WILLIAMS COS INC THE                               | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2326000 | PA      | $2419067.14   | 0.17%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CAPITAL SCA                                                                      | TIKEHAU CAPITAL SCA                                | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $380124.93    | 0.03%             | 2030-03-14      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                     | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $157342.05    | 0.01%             | 2043-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BARCLAYS PLC                                       | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    1500000 | PA      | $1692477.33   | 0.12%             | 2033-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                 | DEVON ENERGY CORP                                  | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4882000 | PA      | $4289705.07   | 0.30%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1466000 | PA      | $1466321.79   | 0.10%             | 2025-07-07      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Comunidad de Madrid                                                                      | AUTONOMOUS COMMUNITY OF MADRID SPAIN               | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              |  | ES        |      90000 | PA      | $106668.88    | 0.01%             | 2033-04-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                        | JAB HOLDINGS BV                                    | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $171248.38    | 0.01%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                           | MARATHON PETROLEUM CORP                            | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     293000 | PA      | $286508.88    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     200000 | PA      | $202220.49    | 0.01%             | 2029-07-08      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                   | CMS ENERGY CORP                                    | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85529.42     | 0.01%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Magna International Inc.                                                                 | MAGNA INTERNATIONAL INC                            | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |     281000 | PA      | $332628.06    | 0.02%             | 2032-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                        | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     400000 | PA      | $418635.17    | 0.03%             | 2041-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SLM CORPORATION                                                                          | SLM CORP                                           | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $232481.06    | 0.02%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO                                      | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     468000 | PA      | $530652.44    | 0.04%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |    -153930 | OU      | $2765.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     218583 | OU      | $-12500.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                   | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     172000 | PA      | $160893.61    | 0.01%             | 2034-02-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TEN YEAR BOND                                                           | JAPAN GOVERNMENT TEN YEAR BOND                     | CUSIP: ZJ6043427<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        |  894700000 | PA      | $5934349.90   | 0.42%             | 2033-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                      | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $882169.19    | 0.06%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                        | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92745.96     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC ONTARIO                  | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     105000 | PA      | $96999.44     | 0.01%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     610000 | PA      | $609981.09    | 0.04%             | 2026-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                                | PROLOGIS EURO FINANCE LLC                          | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |     300000 | PA      | $266115.72    | 0.02%             | 2035-02-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIES EXPRESS PIPELINE LLC                       | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     605000 | PA      | $566830.21    | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |    1100000 | PA      | $611314.44    | 0.04%             | 2030-11-27      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                                                 | VINCI SA                                           | CUSIP: F5879XPE2<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1136607.93   | 0.08%             | 2026-05-13      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13596Z3Y9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4300000 | PA      | $3113912.26   | 0.22%             | 2025-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN CANADA                                                          | PROVINCE OF SASKATCHEWAN CANADA                    | CUSIP: ZB7805847<br>LEI: N/A                  | Long             | DBT              |  | CA        |    1200000 | PA      | $1387141.07   | 0.10%             | 2034-05-08      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                              | ONEOK INC                                          | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     472000 | PA      | $474998.16    | 0.03%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC                                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     767000 | PA      | $542443.52    | 0.04%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    5700000 | PA      | $3636814.96   | 0.25%             | 2029-11-14      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING (ASIA) PLC                                                            | PRUDENTIAL PLC                                     | CUSIP: N/A<br>LEI: 2549005TNASWKLR0XC37       | Long             | DBT              | CORP              | GB        |      75000 | PA      | $104309.58    | 0.01%             | 2029-05-11      | 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        |   10851950 | OU      | $-204826.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   10050000 | PA      | $4479984.90   | 0.31%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                         | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     650000 | PA      | $420600.91    | 0.03%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     512000 | PA      | $437772.09    | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                                | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     700000 | PA      | $692472.40    | 0.05%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                     | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91428.95     | 0.01%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                         | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94662.87     | 0.01%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung                                | VOLKSWAGEN LEASING GMBH                            | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $239354.33    | 0.02%             | 2031-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CTP N.V.                                                                                 | CTP NV                                             | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |     105000 | PA      | $124963.96    | 0.01%             | 2030-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46440.44     | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                      | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     775000 | PA      | $815887.85    | 0.06%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | COOPERATIEVE RABOBANK UA                           | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     351000 | PA      | $447905.58    | 0.03%             | 2041-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                                | LIBERTY MUTUAL GROUP INC                           | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     150000 | PA      | $181749.29    | 0.01%             | 2030-12-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                       | RYDER SYSTEM INC                                   | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     446000 | PA      | $481942.43    | 0.03%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   10115720 | OU      | $-68654.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                                    | LAS VEGAS SANDS CORP                               | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1986000 | PA      | $1946046.09   | 0.14%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                   | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     150000 | PA      | $167175.23    | 0.01%             | 2037-01-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     150000 | PA      | $146979.57    | 0.01%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                           | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     100000 | PA      | $105024.91    | 0.01%             | 2043-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL, INC.                                                                     | VOYA FINANCIAL INC                                 | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95121.87     | 0.01%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                                  | BATH BODY WORKS INC                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    2702000 | PA      | $2658348.65   | 0.19%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                  | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    6400000 | PA      | $4816008.11   | 0.34%             | 2032-06-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |    1600000 | PA      | $895183.86    | 0.06%             | 2032-07-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC.                                                                           | CME GROUP INC                                      | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     923000 | PA      | $918162.38    | 0.06%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC.                                                                   | ACCENTURE CAPITAL INC                              | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1016842.46   | 0.07%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                                       | VENTAS REALTY LP                                   | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     556000 | PA      | $532580.69    | 0.04%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     205000 | PA      | $206800.57    | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | CENOVUS ENERGY INC                                 | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      53000 | PA      | $55760.44     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                     | BLUE OWL FINANCE LLC                               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     950000 | PA      | $958486.67    | 0.07%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    2000000 | PA      | $2707361.05   | 0.19%             | 2027-01-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| SPAREBANK 1 SMN                                                                          | SPAREBANK 1 SMN                                    | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |     100000 | PA      | $116734.11    | 0.01%             | 2029-05-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     355000 | PA      | $318439.96    | 0.02%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AMERICAN EXPRESS CO                                | CUSIP: 025816AZ2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     550000 | PA      | $679844.04    | 0.05%             | 2038-03-19      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                                                          | AFFILIATED MANAGERS GROUP INC                      | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194807.98    | 0.01%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                       | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     355000 | PA      | $254421.30    | 0.02%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                               | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2400000 | PA      | $1868778.69   | 0.13%             | 2030-06-24      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance Designated Activity Company                                              | CRH SMW FINANCE DAC                                | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |    3000000 | PA      | $3557241.42   | 0.25%             | 2035-07-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                     | EDISON INTERNATIONAL                               | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156264.45    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                              | PROTECTIVE LIFE CORP                               | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     249000 | PA      | $306025.74    | 0.02%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                         | LAZARD GROUP LLC                                   | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68324.09     | 0.00%             | 2027-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                         | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     250000 | PA      | $261047.60    | 0.02%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIES EXPRESS PIPELINE LLC                       | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $987462.27    | 0.07%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                                                           | ENBRIDGE ENERGY PARTNERS LP                        | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     318000 | PA      | $362706.55    | 0.03%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                           | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      50000 | PA      | $72876.57     | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     138699 | OU      | $-2772.31     | -0.00%            |  |  |  | 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        |     448000 | PA      | $323392.90    | 0.02%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                               | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      72000 | PA      | $74903.99     | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                                                          | NATIONAL GRID NORTH AMERICA INC                    | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2566017.62   | 0.18%             | 2033-09-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   15404898 | OU      | $-4497.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                         | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $1095610.12   | 0.08%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                     | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $105144.37    | 0.01%             | 2032-04-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    1140000 | PA      | $1331170.63   | 0.09%             | 2034-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                          | FOX CORP                                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3437555.95   | 0.24%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                       | SUNCOR ENERGY INC                                  | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     702000 | PA      | $754849.67    | 0.05%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                        | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     150000 | PA      | $127461.48    | 0.01%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     450000 | PA      | $448792.95    | 0.03%             | 2029-08-01      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                     | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1961000 | PA      | $1506028.14   | 0.11%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                         | AUTONATION INC                                     | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $125965.34    | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                              | AKER BP ASA                                        | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     415000 | PA      | $387698.03    | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                       | HAT HOLDINGS I LLC HAT HOLDINGS II LLC             | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    1559000 | PA      | $1601282.00   | 0.11%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC                                | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      66000 | PA      | $59113.51     | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   22250000 | PA      | $16702238.83  | 1.17%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $108972.63    | 0.01%             | 2029-09-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                               | STELLANTIS FINANCE US INC                          | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     967000 | PA      | $966563.12    | 0.07%             | 2032-09-12      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     811000 | PA      | $978953.91    | 0.07%             | 2039-03-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                                       | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1539000 | PA      | $1568957.90   | 0.11%             | 2029-07-15      | Fixed         | 6.88%                 | 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        |    1400000 | PA      | $1400867.51   | 0.10%             | 2026-03-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                           | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     300000 | PA      | $268143.74    | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                      | RWE FINANCE US LLC                                 | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     500000 | PA      | $508932.78    | 0.04%             | 2034-04-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3003893921 | OU      | $-868330.60   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL                                   | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     276000 | PA      | $212573.44    | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                            | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     205000 | PA      | $197155.88    | 0.01%             | 2035-07-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SSE PLC                                                                                  | SSE PLC                                            | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      60000 | PA      | $89610.11     | 0.01%             | 2028-11-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                         | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $988244.51    | 0.07%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                            | DISCOVERY COMMUNICATIONS LLC                       | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     286000 | PA      | $231372.38    | 0.02%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $973510.63    | 0.07%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $149993.70    | 0.01%             | 2026-03-02      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                              | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     732000 | PA      | $648941.34    | 0.05%             | 2044-04-01      | 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        | 3224796494 | OU      | $-293621.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                      | FIFTH THIRD BANCORP                                | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67388.44     | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                                | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     505000 | PA      | $551735.65    | 0.04%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                  | INTERNATIONAL FLAVORS FRAGRANCES INC               | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    2406000 | PA      | $1727565.43   | 0.12%             | 2040-11-15      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| PPG INDUSTRIES, INC.                                                                     | PPG INDUSTRIES INC                                 | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2816130.50   | 0.20%             | 2032-03-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sixt SE                                                                                  | SIXT SE                                            | CUSIP: N/A<br>LEI: 5299004ZME6CSBR7WP07       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $114563.83    | 0.01%             | 2030-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $7892260.68   | 0.55%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                               | NIKE INC                                           | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     147000 | PA      | $115226.66    | 0.01%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     200000 | PA      | $212490.62    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1332670.40   | 0.09%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                                                        | OKLAHOMA GAS AND ELECTRIC CO                       | CUSIP: 678858BL4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50550.29     | 0.00%             | 2040-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                                          | WP CAREY INC                                       | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |    6000000 | PA      | $7014018.42   | 0.49%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                        | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   11550000 | PA      | $8510526.32   | 0.60%             | 2033-06-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                               | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2384000 | PA      | $1797128.19   | 0.13%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     624000 | PA      | $624182.89    | 0.04%             | 2026-10-05      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Canada                                                                                   | CANADIAN GOVERNMENT BOND                           | CUSIP: 135087Q31<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    7800000 | PA      | $5647644.97   | 0.40%             | 2025-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109080.02    | 0.01%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $149819.57    | 0.01%             | 2027-06-04      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES, INC.                                                        | TAYLOR MORRISON COMMUNITIES INC                    | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150067.73    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   27492534 | OU      | $-1133975.85  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                              | FRESENIUS MEDICAL CARE US FINANCE III INC          | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $1744490.79   | 0.12%             | 2031-12-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                 | HYATT HOTELS CORP                                  | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300491.46    | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $240448.10    | 0.02%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     281000 | PA      | $263397.98    | 0.02%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     600000 | PA      | $569248.42    | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                     | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     450000 | PA      | $445372.38    | 0.03%             | 2033-06-30      | Fixed         | 5.30%                 | 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        |    2010000 | PA      | $2029268.64   | 0.14%             | 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        |      26715 | OU      | $-874.40      | -0.00%            |  |  |  | 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        |    2700000 | PA      | $3284381.04   | 0.23%             | 2031-04-23      | Fixed         | 5.12%                 | 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        |     155000 | PA      | $154747.61    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                     | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     300000 | PA      | $247588.94    | 0.02%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                   | CONOCOPHILLIPS CO                                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     136000 | PA      | $105438.79    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                        | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114024.55    | 0.01%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republique Francaise                                                                     | FRENCH REPUBLIC GOVERNMENT BOND OAT                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2597000 | PA      | $2961648.68   | 0.21%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     278000 | PA      | $244057.00    | 0.02%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                          | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     300000 | PA      | $318273.35    | 0.02%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: 68333ZAU1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    3000000 | PA      | $2230420.62   | 0.16%             | 2032-06-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                   | TOTALENERGIES CAPITAL INTERNATIONAL SA             | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105769.47    | 0.01%             | 2032-04-08      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP INC.                                                            | JACOBS ENGINEERING GROUP INC                       | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     201000 | PA      | $204418.62    | 0.01%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     300000 | PA      | $321236.42    | 0.02%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                                          | BLACKROCK FUNDING INC                              | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1257366.57   | 0.09%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                  | ARROW ELECTRONICS INC                              | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1347124.74   | 0.09%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                                                             | GLAXOSMITHKLINE CAPITAL INC                        | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     300000 | PA      | $330247.39    | 0.02%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                                      | CENOVUS ENERGY INC                                 | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      65000 | PA      | $61204.86     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                            | DISCOVERY COMMUNICATIONS LLC                       | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     497000 | PA      | $440753.03    | 0.03%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                        | HORACE MANN EDUCATORS CORP                         | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     240000 | PA      | $257733.24    | 0.02%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MORGAN STANLEY                                     | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53684.58     | 0.00%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                 | SOUTHERN CO GAS CAPITAL CORP                       | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     150000 | PA      | $124142.19    | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                                                      | OP CORPORATE BANK PLC                              | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    1900000 | PA      | $2161679.27   | 0.15%             | 2027-03-28      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORP                                                            | NEW SOUTH WALES TREASURY CORP                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | AU        |    6920000 | PA      | $4165850.01   | 0.29%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                                           | ZF NORTH AMERICA CAPITAL INC                       | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1614610.48   | 0.11%             | 2030-04-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6592748 | OU      | $-353904.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                                                       | BHP BILLITON FINANCE USA LTD                       | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1977000 | PA      | $1833596.86   | 0.13%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1166674.57   | 0.08%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     518000 | PA      | $457938.54    | 0.03%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SVENSK EXPORTKREDIT AB                                                                   | SVENSK EXPORTKREDIT AB                             | CUSIP: ZI5147692<br>LEI: N/A                  | Long             | DBT              |  | SE        |     150000 | PA      | $177477.44    | 0.01%             | 2030-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                        | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    4000000 | PA      | $3005226.96   | 0.21%             | 2040-03-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     400000 | PA      | $400020.00    | 0.03%             | 2027-04-12      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                 | HYATT HOTELS CORP                                  | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     450000 | PA      | $437111.14    | 0.03%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                        | BERKSHIRE HATHAWAY ENERGY CO                       | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     491000 | PA      | $517661.48    | 0.04%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                            | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AJ6<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     250000 | PA      | $255732.41    | 0.02%             | 2033-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                                  | NYKREDIT REALKREDIT AS                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $115001.71    | 0.01%             | 2030-07-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SA GESTION SECURITE DE STOCKS SECURITE                                                   | GESTION SECURITE DE STOCKS SECURITE SA             | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117598.95    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -9378095 | OU      | $131717.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                        | CHOICE HOTELS INTERNATIONAL INC                    | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     358000 | PA      | $335674.71    | 0.02%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196AU6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     705000 | PA      | $834963.75    | 0.06%             | 2039-03-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                  | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     144000 | PA      | $145447.10    | 0.01%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA                            | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    2100000 | PA      | $2379698.42   | 0.17%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORPORATION                                                                    | ALBEMARLE CORP                                     | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     400000 | PA      | $368308.18    | 0.03%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Reynolds American Inc.                                                                   | REYNOLDS AMERICAN INC                              | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     275000 | PA      | $276638.82    | 0.02%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                              | NORTHERN STAR RESOURCES LTD                        | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $102910.61    | 0.01%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                           | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38985.14     | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     550000 | PA      | $482002.24    | 0.03%             | 2039-03-15      | Fixed         | 3.88%                 | 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        |     186000 | PA      | $169411.01    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                              | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV          | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      20000 | PA      | $24697.13     | 0.00%             | 2029-04-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                             | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499108.48    | 0.03%             | 2025-06-02      | 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        |      71000 | PA      | $69776.95     | 0.00%             | 2027-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $102273.50    | 0.01%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  139847473 | OU      | $-8805.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12725000 | PA      | $12727310.35  | 0.89%             | 2026-04-30      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                    | GEORGIA POWER CO                                   | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     155000 | PA      | $130256.01    | 0.01%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                    | BOOKING HOLDINGS INC                               | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     128000 | PA      | $157207.34    | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREAT BRITISH POUND                                                                      | GREAT BRITISH POUND                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -3378952 | OU      | $32744.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200121.11    | 0.01%             | 2027-06-11      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                         | GATX CORP                                          | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      90000 | PA      | $93578.50     | 0.01%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                     | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     400000 | PA      | $425960.67    | 0.03%             | 2032-05-03      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                             | COSTCO WHOLESALE CORP                              | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88637.06     | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                                      | FMG RESOURCES AUGUST 2006 PTY LTD                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1615000 | PA      | $1461626.03   | 0.10%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1450000 | PA      | $1120997.19   | 0.08%             | 2041-10-29      | 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        |     200000 | PA      | $202989.66    | 0.01%             | 2030-01-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                                      | INVESTOR AB                                        | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     600000 | PA      | $495581.45    | 0.03%             | 2035-10-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1050000 | PA      | $1053454.50   | 0.07%             | 2027-08-19      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                         | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $2247830.69   | 0.16%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | DOMINION ENERGY INC                                | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      65000 | PA      | $72266.68     | 0.01%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     514000 | PA      | $452235.68    | 0.03%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC                                | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     124000 | PA      | $123923.71    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                               | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     450000 | PA      | $450036.15    | 0.03%             | 2026-02-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     771000 | PA      | $622684.78    | 0.04%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205503.53    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEGG MASON, INC.                                                                         | LEGG MASON INC                                     | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     205000 | PA      | $197496.77    | 0.01%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                      | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     376000 | PA      | $326560.43    | 0.02%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2089082 | OU      | $-193615.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350436.82    | 0.02%             | 2026-08-13      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   89900000 | PA      | $602602.27    | 0.04%             | 2030-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     605000 | PA      | $665146.62    | 0.05%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                  | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59806.08     | 0.00%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1859690.63   | 0.13%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100309.05    | 0.01%             | 2026-05-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1620986.55   | 0.11%             | 2036-10-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                                      | NEWMONT CORP                                       | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     200000 | PA      | $181592.82    | 0.01%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     222000 | PA      | $220036.52    | 0.02%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC                                      | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     450000 | PA      | $393934.12    | 0.03%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     405000 | PA      | $405396.07    | 0.03%             | 2028-10-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                              | TELECOM ITALIA CAPITAL SA                          | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1005000 | PA      | $970008.98    | 0.07%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                    | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $114565.83    | 0.01%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                   | REYNOLDS AMERICAN INC                              | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     648000 | PA      | $675429.11    | 0.05%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     525000 | PA      | $622944.99    | 0.04%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| NORWEGIAN KRONE                                                                          | NORWEGIAN KRONE                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NO        |  -10115720 | OU      | $73634.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16542000 | PA      | $16547749.01  | 1.16%             | 2025-10-31      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85787.72     | 0.01%             | 2038-11-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3944000 | PA      | $4367588.44   | 0.31%             | 2031-11-01      | Fixed         | 8.00%                 | 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        |     200000 | PA      | $200277.82    | 0.01%             | 2031-10-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2664000 | PA      | $2402592.44   | 0.17%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     200000 | PA      | $172165.91    | 0.01%             | 2031-12-13      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS, LP                                                              | SPECTRA ENERGY PARTNERS LP                         | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142790.13    | 0.01%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                        | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     250000 | PA      | $268098.20    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                                | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     400000 | PA      | $373976.10    | 0.03%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3158778.24   | 0.22%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL                                   | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     173000 | PA      | $132074.78    | 0.01%             | 2044-04-01      | 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        |     129934 | OU      | $-2914.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1689044.11   | 0.12%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                          | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7963719.45   | 0.56%             | 2027-02-16      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                            | TRANSCANADA PIPELINES LTD                          | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1366000 | PA      | $1398327.32   | 0.10%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                      | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1698497.84   | 0.12%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     537000 | PA      | $477012.95    | 0.03%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                          | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82907.01     | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                                      | VONTIER CORP                                       | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     655000 | PA      | $564678.78    | 0.04%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                 | DEVON ENERGY CORP                                  | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3164000 | PA      | $2500944.47   | 0.18%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99402.02     | 0.01%             | 2027-10-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                              | TELECOM ITALIA CAPITAL SA                          | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     655000 | PA      | $682547.88    | 0.05%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     146000 | PA      | $133748.50    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                          | NORDSTROM INC                                      | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     355000 | PA      | $357572.22    | 0.03%             | 2028-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     300000 | PA      | $294094.36    | 0.02%             | 2033-08-03      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                  | MICRON TECHNOLOGY INC                              | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      65000 | PA      | $46158.28     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                      | CUSIP: 172967EP2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      54000 | PA      | $59725.52     | 0.00%             | 2038-03-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     450000 | PA      | $450707.32    | 0.03%             | 2027-09-10      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | DAIMLER FINANCE NORTH AMERICA LLC                  | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $118187.96    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2893000 | PA      | $2124899.13   | 0.15%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     736000 | PA      | $752464.98    | 0.05%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                       | SUNCOR ENERGY INC                                  | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      96000 | PA      | $104030.17    | 0.01%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      90000 | PA      | $79072.67     | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                            | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     570000 | PA      | $427379.95    | 0.03%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     650000 | PA      | $515983.36    | 0.04%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2426000 | PA      | $1745745.55   | 0.12%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                         | VOLKSWAGEN FINANCIAL SERVICES AG                   | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     190000 | PA      | $187099.57    | 0.01%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     298000 | PA      | $267423.37    | 0.02%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                            | NISOURCE INC                                       | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100168.57    | 0.01%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                    | KEURIG DR PEPPER INC                               | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     210000 | PA      | $210527.28    | 0.01%             | 2027-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     220000 | PA      | $229910.79    | 0.02%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                            | DISCOVERY COMMUNICATIONS LLC                       | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    1178000 | PA      | $1038433.29   | 0.07%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                              | FRESENIUS MEDICAL CARE US FINANCE III INC          | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     372000 | PA      | $356297.82    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1504000 | PA      | $1625469.30   | 0.11%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89081.51     | 0.01%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                      | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     440000 | PA      | $414143.49    | 0.03%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                                                   | WELLS FARGO BANK NA                                | CUSIP: 94988J6J1<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     755000 | PA      | $756162.70    | 0.05%             | 2026-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                             | PROCTER GAMBLE CO THE                              | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42347.53     | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     708000 | PA      | $787877.15    | 0.06%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                                            | RCI BANQUE SA                                      | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     150000 | PA      | $173171.99    | 0.01%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                           | MARATHON PETROLEUM CORP                            | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     150000 | PA      | $120348.57    | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                         | PUBLIC STORAGE                                     | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |     100000 | PA      | $98662.50     | 0.01%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      36000 | PA      | $30208.86     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                       | REALTY INCOME CORP                                 | CUSIP: 756109BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $321543.72    | 0.02%             | 2039-12-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |    -137513 | OU      | $628.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19222000 | PA      | $19244420.54  | 1.35%             | 2026-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                               | NIKE INC                                           | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     920000 | PA      | $711858.38    | 0.05%             | 2040-03-27      | Fixed         | 3.25%                 | 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        |     515000 | PA      | $509795.00    | 0.04%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2514810.79   | 0.18%             | 2034-05-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                  | BOARDWALK PIPELINES LP                             | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     650000 | PA      | $643771.05    | 0.05%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                  | EXXON MOBIL CORP                                   | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4355282.98   | 0.30%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                          | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    7500000 | PA      | $5452092.23   | 0.38%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                              | NEW ZEALAND GOVERNMENT BOND                        | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   11480000 | PA      | $5624454.68   | 0.39%             | 2037-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194705.92    | 0.01%             | 2031-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91581.92     | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD                                 | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1924012.92   | 0.13%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   50312366 | OU      | $-69328.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                            | DISCOVERY COMMUNICATIONS LLC                       | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143468.68    | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                                           | ZF NORTH AMERICA CAPITAL INC                       | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     668000 | PA      | $637824.77    | 0.04%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                               | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2233000 | PA      | $1683153.69   | 0.12%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                           | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     160000 | PA      | $146033.47    | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                                | VALERO ENERGY CORP                                 | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1583555.00   | 0.11%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Valtioneuvosto                                                                           | FINLAND GOVERNMENT BOND                            | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     489000 | PA      | $490479.73    | 0.03%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    1109000 | PA      | $899143.94    | 0.06%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH                                                               | DEUTSCHE BAHN FINANCE GMBH                         | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |     143000 | PA      | $116051.07    | 0.01%             | 2039-06-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     177000 | PA      | $154732.73    | 0.01%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WENDEL SE                                                                                | WENDEL SE                                          | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $119071.27    | 0.01%             | 2030-06-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                  | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     194000 | PA      | $166661.50    | 0.01%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                                 | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $224763.43    | 0.02%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                            | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    1354000 | PA      | $1173083.48   | 0.08%             | 2031-04-15      | Fixed         | 2.75%                 | 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        |     100000 | PA      | $94303.74     | 0.01%             | 2033-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   64809050 | OU      | $-1213788.77  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                              | DEUTSCHE TELEKOM INTERNATIONAL FINANCE             | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      40000 | PA      | $61156.16     | 0.00%             | 2028-11-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                               | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     920000 | PA      | $896199.75    | 0.06%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $300133.50    | 0.02%             | 2027-06-28      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                                                   | BRANDYWINE OPERATING PARTNERS                      | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     150000 | PA      | $157310.25    | 0.01%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                     | CUSIP: C69798AZ6<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $3769854.48   | 0.26%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                             | WILLIAMS COS INC THE                               | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91565.17     | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    1140000 | PA      | $729179.27    | 0.05%             | 2027-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      94000 | PA      | $86239.65     | 0.01%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO                                      | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     372000 | PA      | $356799.39    | 0.02%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                   | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2572000 | PA      | $2758271.11   | 0.19%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| OP Yrityspankki Oyj                                                                      | OP CORPORATE BANK PLC                              | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $114098.67    | 0.01%             | 2029-11-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1296700.76   | 0.09%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                       | SUNCOR ENERGY INC                                  | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1741000 | PA      | $1830817.30   | 0.13%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DPL LLC                                                                                  | DPL INC                                            | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $190709.18    | 0.01%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $213650.56    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                         | LAZARD GROUP LLC                                   | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     300000 | PA      | $308922.28    | 0.02%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                          | CSX CORP                                           | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1044677.92   | 0.07%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                           | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     150000 | PA      | $130610.51    | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   26977331 | OU      | $-114911.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                      | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      50000 | PA      | $67036.61     | 0.00%             | 2026-05-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Koninkrijk der Nederlanden                                                               | NETHERLANDS GOVERNMENT BOND                        | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     160000 | PA      | $162673.64    | 0.01%             | 2030-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC                                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1055727.88   | 0.07%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     250000 | PA      | $227369.13    | 0.02%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC                                     | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1484000 | PA      | $1468819.38   | 0.10%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                                                    | SABRA HEALTH CARE LP                               | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     517000 | PA      | $514497.13    | 0.04%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                    | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $73290.90     | 0.01%             | 2041-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   15853013 | OU      | $-483816.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                                          | BLACKROCK INC                                      | CUSIP: 09247XAM3<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2500752.53   | 0.18%             | 2025-05-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                         | GATX CORP                                          | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109884.62    | 0.01%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37956000 | PA      | $30097561.29  | 2.11%             | 2053-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                            | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     350000 | PA      | $313238.53    | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -1590141 | OU      | $3183.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CHS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3776000 | PA      | $3776067.21   | 0.26%             | 2025-07-31      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                         | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83118.50     | 0.01%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1100000 | PA      | $1096733.00   | 0.08%             | 2028-11-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      59000 | PA      | $40928.95     | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                 | DEVON ENERGY CORP                                  | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     150000 | PA      | $166653.46    | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     750000 | PA      | $751470.51    | 0.05%             | 2027-01-12      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96436.47     | 0.01%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                 | ADVANCE AUTO PARTS INC                             | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1661489.33   | 0.12%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| AIRCASTLE LIMITED                                                                        | AIRCASTLE LTD                                      | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     150000 | PA      | $149763.19    | 0.01%             | 2025-08-11      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     105019 | OU      | $-1225.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100210.00    | 0.01%             | 2027-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                           | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51747.86     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149757.65    | 0.01%             | 2026-04-02      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AMERICAN EXPRESS CO                                | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249470.77    | 0.02%             | 2026-11-04      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100000.93    | 0.01%             | 2027-03-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                  | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1561000 | PA      | $1330105.50   | 0.09%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      35145 | OU      | $86.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    1600000 | PA      | $1596928.00   | 0.11%             | 2029-02-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WES6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250363.11    | 0.02%             | 2025-10-03      | Floating      | 5.14%                 | 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        |     900000 | PA      | $873404.04    | 0.06%             | 2034-10-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                  | HELMERICH PAYNE INC                                | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    2252000 | PA      | $1983823.98   | 0.14%             | 2034-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| ITC HOLDINGS CORP.                                                                       | ITC HOLDINGS CORP                                  | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     300000 | PA      | $275154.16    | 0.02%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    2800000 | PA      | $1792274.47   | 0.13%             | 2029-05-14      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1204667 | OU      | $-49394.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVNET, INC.                                                                              | AVNET INC                                          | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     996000 | PA      | $977182.78    | 0.07%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                     | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1979000 | PA      | $1464868.01   | 0.10%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT FIVE YEAR BOND                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1313000000 | PA      | $9079895.75   | 0.64%             | 2028-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                                                | PVH CORP                                           | CUSIP: 693656AD2<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     150000 | PA      | $172850.06    | 0.01%             | 2029-07-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                                      | FMG RESOURCES AUGUST 2006 PTY LTD                  | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    2474000 | PA      | $2438110.42   | 0.17%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| South Australian Government Financing Authority                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH         | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    1730000 | PA      | $1056572.20   | 0.07%             | 2038-05-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                                                                  | BERKSHIRE HATHAWAY INC                             | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     164000 | PA      | $151380.39    | 0.01%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  834500000 | PA      | $5508378.65   | 0.39%             | 2032-09-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     250000 | PA      | $280635.44    | 0.02%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                              | TYCO ELECTRONICS GROUP SA                          | CUSIP: N/A<br>LEI: C33G1C5SYE2YM95EE712       | Long             | DBT              | CORP              | LU        |     150000 | PA      | $169553.71    | 0.01%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                           | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     100000 | PA      | $62764.66     | 0.00%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     718000 | PA      | $612960.03    | 0.04%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                    | PAYPAL HOLDINGS INC                                | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2005622.50   | 0.14%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     419000 | PA      | $320689.46    | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                                          | SPAIN GOVERNMENT BOND                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    5588000 | PA      | $6608793.00   | 0.46%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                       | BANK OF MONTREAL                                   | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |     360000 | PA      | $360092.63    | 0.03%             | 2027-06-04      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    3000000 | PA      | $3418990.56   | 0.24%             | 2038-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                                       | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    2863000 | PA      | $2230931.91   | 0.16%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1349368.34   | 0.09%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $249700.21    | 0.02%             | 2026-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                   | DBS GROUP HOLDINGS LTD                             | CUSIP: 24023LAK2<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    2750000 | PA      | $2751373.38   | 0.19%             | 2025-09-12      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                           | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     300000 | PA      | $255275.80    | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT THIRTY YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1428800000 | PA      | $11068191.59  | 0.77%             | 2036-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                         | VOLKSWAGEN FINANCIAL SERVICES OVERSEAS AG          | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     533000 | PA      | $615621.97    | 0.04%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corporation                                                  | WESTERN AUSTRALIAN TREASURY CORP                   | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              |  | AU        |      92000 | PA      | $46844.43     | 0.00%             | 2034-10-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     510000 | PA      | $510564.61    | 0.04%             | 2026-09-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     500000 | PA      | $707057.18    | 0.05%             | 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        | 2979376587 | OU      | $-846130.41   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     464000 | PA      | $462460.56    | 0.03%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2441000 | PA      | $2140420.58   | 0.15%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HOLDING D'INFRASTRUCTURES DE TRANSPORT SAS                                               | HOLDING D INFRASTRUCTURES DE TRANSPORT             | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $118651.81    | 0.01%             | 2030-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                            | METLIFE INC                                        | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1073238.59   | 0.08%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    4830000 | PA      | $2461032.52   | 0.17%             | 2034-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANQUE SA                                                                        | BELFIUS BANK SA                                    | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $119323.63    | 0.01%             | 2029-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2441622 | OU      | $2916.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC                                     | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     858000 | PA      | $862790.63    | 0.06%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1729000 | PA      | $1602566.88   | 0.11%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1264046.94   | 0.09%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                                               | EAST JAPAN RAILWAY CO                              | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |      50000 | PA      | $66326.82     | 0.00%             | 2031-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     283000 | PA      | $321444.15    | 0.02%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    4100000 | PA      | $2627759.83   | 0.18%             | 2029-03-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                   | JACKSON FINANCIAL INC                              | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     300000 | PA      | $258217.70    | 0.02%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299756.41    | 0.02%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2556000 | PA      | $2601034.75   | 0.18%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     555000 | PA      | $465008.89    | 0.03%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK                            | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5700000 | PA      | $5712169.50   | 0.40%             | 2030-01-14      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                     | EDISON INTERNATIONAL                               | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143180.15    | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SEAGATE HDD CAYMAN                                                                       | SEAGATE HDD CAYMAN                                 | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    1770000 | PA      | $1707834.08   | 0.12%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     500000 | PA      | $596079.35    | 0.04%             | 2035-04-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                  | BLACK HILLS CORP                                   | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1237126.54   | 0.09%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                  | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $11812350.68  | 0.83%             | 2033-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $1095961.78   | 0.08%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                                                    | HONEYWELL INTERNATIONAL INC                        | CUSIP: 438516CW4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     250000 | PA      | $281719.90    | 0.02%             | 2036-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |    7900000 | PA      | $8993849.61   | 0.63%             | 2039-05-24      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                     | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -3012588 | OU      | $163404.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                         | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1424000 | PA      | $1445377.05   | 0.10%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| European Financial Stability Facility SA                                                 | EUROPEAN FINANCIAL STABILITY FACILITY              | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              |  | LU        |    4050000 | PA      | $4705752.87   | 0.33%             | 2038-08-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |     512000 | PA      | $524308.49    | 0.04%             | 2034-03-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Zealand                                                                              | NEW ZEALAND GOVERNMENT BOND                        | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    4546000 | PA      | $2677269.34   | 0.19%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |   -2060173 | OU      | $33662.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                           | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     941000 | PA      | $863513.93    | 0.06%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                     | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     150000 | PA      | $178306.81    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                         | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     305000 | PA      | $261312.00    | 0.02%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     450000 | PA      | $441693.68    | 0.03%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORPORATION                                                                 | HYATT HOTELS CORP                                  | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     450000 | PA      | $447297.32    | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                                 | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     407000 | PA      | $405168.16    | 0.03%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |   12050000 | PA      | $13704851.14  | 0.96%             | 2027-05-03      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                         | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2789000 | PA      | $2791090.83   | 0.20%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   26206120 | OU      | $-1463555.30  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                                                  | AGENCE FRANCE LOCALE                               | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     100000 | PA      | $132967.26    | 0.01%             | 2025-06-20      | Fixed         | 1.38%                 | 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        |     508000 | PA      | $495616.75    | 0.03%             | 2034-01-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                       | NEWELL BRANDS INC                                  | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     455000 | PA      | $407898.44    | 0.03%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC.                                                                             | ASHLAND INC                                        | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     965000 | PA      | $837291.90    | 0.06%             | 2031-09-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                              | DCP MIDSTREAM OPERATING LP                         | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     870000 | PA      | $878767.65    | 0.06%             | 2036-11-03      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                    | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     267000 | PA      | $284272.31    | 0.02%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP.                                                                | PRECISION CASTPARTS CORP                           | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40235.26     | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: 68323ACX0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   10950000 | PA      | $7926363.57   | 0.55%             | 2025-06-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                                 | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2317000 | PA      | $2544942.54   | 0.18%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                     | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     100000 | PA      | $117558.49    | 0.01%             | 2029-10-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                            | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100234.34    | 0.01%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    2800000 | PA      | $1810100.65   | 0.13%             | 2028-01-13      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BMW Finance N.V.                                                                         | BMW FINANCE NV                                     | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      90000 | PA      | $104496.27    | 0.01%             | 2030-07-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                                                | CNA FINANCIAL CORP                                 | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     102000 | PA      | $103435.93    | 0.01%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                           | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     436000 | PA      | $278946.04    | 0.02%             | 2028-09-19      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     450000 | PA      | $430245.34    | 0.03%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TLA1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100080.58    | 0.01%             | 2025-09-11      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                   | REYNOLDS AMERICAN INC                              | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     651000 | PA      | $641113.22    | 0.04%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $200043.51    | 0.01%             | 2028-08-23      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                    | GEORGIA POWER CO                                   | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     394000 | PA      | $359564.99    | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                                               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688AAZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6655000 | PA      | $6687676.05   | 0.47%             | 2026-10-05      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO.                                                                    | LIBERTY UTILITIES CO                               | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152419.81    | 0.01%             | 2034-01-31      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| ONEOK PARTNERS, L.P.                                                                     | ONEOK PARTNERS LP                                  | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     750000 | PA      | $793472.45    | 0.06%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT THIRTY YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1525100000 | PA      | $11658504.21  | 0.82%             | 2035-03-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                        | KUNTARAHOITUS OYJ                                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              |  | FI        |    3000000 | PA      | $3380195.52   | 0.24%             | 2034-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                 | DEVON ENERGY CORP                                  | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     755000 | PA      | $707898.24    | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1794000 | PA      | $1692138.98   | 0.12%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $111417.74    | 0.01%             | 2037-02-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    2600000 | PA      | $1403534.52   | 0.10%             | 2031-09-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                              | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99854.31     | 0.01%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     470000 | PA      | $404026.82    | 0.03%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                | CNO FINANCIAL GROUP INC                            | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200149.80    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH                                                               | DEUTSCHE BAHN FINANCE GMBH                         | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $86257.25     | 0.01%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                                                 | EQUITABLE HOLDINGS INC                             | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153177.79    | 0.01%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO                                      | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     605000 | PA      | $638328.47    | 0.04%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORPORATION                                                                 | KINROSS GOLD CORP                                  | CUSIP: 496902AT4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     437000 | PA      | $459406.75    | 0.03%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe B.V.                                                                   | TELEFONICA EUROPE BV                               | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      50000 | PA      | $65658.01     | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107098.40    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                           | MARATHON PETROLEUM CORP                            | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3719000 | PA      | $3733997.13   | 0.26%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung                                   | VOLKSWAGEN BANK GMBH                               | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118316.59    | 0.01%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                | CNO FINANCIAL GROUP INC                            | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    2419000 | PA      | $2495697.85   | 0.17%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      37358 | OU      | $-780.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100036.03    | 0.01%             | 2027-08-13      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                                | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     181000 | PA      | $174288.11    | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   24432567 | OU      | $-446754.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                              | AMERICAN HONDA FINANCE CORP                        | CUSIP: 026657AZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $229524.84    | 0.02%             | 2031-04-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $69906.46     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Stellantis N.V.                                                                          | STELLANTIS NV                                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2639820.39   | 0.18%             | 2036-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNCF RESEAU SA                                                                           | SNCF RESEAU                                        | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              |  | FR        |    2300000 | PA      | $2328851.31   | 0.16%             | 2034-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | ONEMAIN FINANCE CORP                               | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1522000 | PA      | $1535309.89   | 0.11%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                                | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      70000 | PA      | $72369.37     | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                                             | VIATRIS INC                                        | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2844000 | PA      | $1994474.05   | 0.14%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                                  | ILE DE FRANCE MOBILITES                            | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |    1300000 | PA      | $1218544.96   | 0.09%             | 2034-05-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    6400000 | PA      | $4813320.78   | 0.34%             | 2034-06-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     176958 | OU      | $-45.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     683000 | PA      | $634376.33    | 0.04%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                        | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1621000 | PA      | $1550260.48   | 0.11%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                                   | SEALED AIR CORP                                    | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    3960000 | PA      | $4110876.00   | 0.29%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151921.98    | 0.01%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     578000 | PA      | $523304.72    | 0.04%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     552216 | OU      | $-30434.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                      | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    3450000 | PA      | $2197278.72   | 0.15%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                                   | TOTALENERGIES CAPITAL INTERNATIONAL SA             | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $244109.41    | 0.02%             | 2029-02-19      | Fixed         | 3.46%                 | 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        |     349000 | PA      | $361012.37    | 0.03%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                                                  | NBCUNIVERSAL MEDIA LLC                             | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |      28000 | PA      | $23777.41     | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1721928 | OU      | $-70855.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFB2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150034.71    | 0.01%             | 2025-08-14      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   27584038 | OU      | $105844.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     900000 | PA      | $698179.01    | 0.05%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     957000 | PA      | $1026319.04   | 0.07%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                                      | CHEVRON CORP                                       | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $199802.62    | 0.01%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                     | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     155000 | PA      | $149006.56    | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS, L.P.                                                                     | ONEOK PARTNERS LP                                  | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     150000 | PA      | $144029.42    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                           | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |     258000 | PA      | $258200.56    | 0.02%             | 2029-08-14      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                                | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98284.99     | 0.01%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                                                             | UNIBAIL RODAMCO WESTFIELD SE                       | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1174168.47   | 0.08%             | 2030-12-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |     100000 | PA      | $64524.88     | 0.00%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEXIA SA                                                                                 | DEXIA SA                                           | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |    7500000 | PA      | $10075166.63  | 0.71%             | 2026-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36747.89     | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                                                              | INTERNATIONAL PAPER CO                             | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     350000 | PA      | $345994.27    | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1056166 | OU      | $-56565.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                     | ASIAN INFRASTRUCTURE INVESTMENT BANK THE           | CUSIP: 04522N2A7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              |  | CN        |     200000 | PA      | $199856.00    | 0.01%             | 2026-04-15      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     855000 | PA      | $950412.63    | 0.07%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                         | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              |  | US        |    1000000 | PA      | $599262.89    | 0.04%             | 2033-08-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                          | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |   15000000 | PA      | $11495583.87  | 0.80%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                             | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     714000 | PA      | $712856.34    | 0.05%             | 2025-07-17      | 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        |   24064979 | OU      | $-1401240.05  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36286000 | PA      | $30159862.56  | 2.11%             | 2053-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVERNMENT TWENTY YEAR BOND                                                        | JAPAN GOVERNMENT TWENTY YEAR BOND                  | CUSIP: ZJ7865307<br>LEI: N/A                  | Long             | DBT              | NUSS              | JP        | 2633050000 | PA      | $15596354.07  | 1.09%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                                                         | ORIX CORP                                          | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |    3600000 | PA      | $4062414.00   | 0.28%             | 2031-10-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     274772 | OU      | $-5876.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                                         | VOLKSWAGEN FINANCIAL SERVICES AG                   | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $567349.66    | 0.04%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                  | HELMERICH PAYNE INC                                | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     803000 | PA      | $665871.22    | 0.05%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149649.00    | 0.01%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     186000 | PA      | $150148.96    | 0.01%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $3595673.53   | 0.25%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                                                  | IRELAND GOVERNMENT BOND                            | CUSIP: BJ9474542<br>LEI: N/A                  | Long             | DBT              |  | IE        |     160000 | PA      | $162371.72    | 0.01%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     405000 | PA      | $290536.57    | 0.02%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                                   | BUCKEYE PARTNERS LP                                | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     755000 | PA      | $618579.05    | 0.04%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98145.56     | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                                                    | BRUNSWICK CORP DE                                  | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    1222000 | PA      | $996325.15    | 0.07%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     440000 | PA      | $359066.78    | 0.03%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $165158.44    | 0.01%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                               | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2343000 | PA      | $2417524.34   | 0.17%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                            | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     500000 | PA      | $401851.65    | 0.03%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                       | LPL HOLDINGS INC                                   | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     750000 | PA      | $763066.90    | 0.05%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                              | BOUYGUES SA                                        | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $387172.90    | 0.03%             | 2042-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21315000 | PA      | $21622174.30  | 1.51%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                      | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    2500000 | PA      | $1358462.32   | 0.10%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1543105 | OU      | $-2793.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                          | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     250000 | PA      | $277713.99    | 0.02%             | 2032-08-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    3400000 | PA      | $2475774.99   | 0.17%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     200000 | PA      | $166318.53    | 0.01%             | 2042-03-15      | 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        |      21158 | OU      | $-399.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                    | GEORGIA POWER CO                                   | CUSIP: 373334JR3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     155000 | PA      | $153117.13    | 0.01%             | 2040-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                                | NATIONAL FUEL GAS CO                               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     398000 | PA      | $352427.27    | 0.02%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LKQ CORPORATION                                                                          | LKQ CORP                                           | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     655000 | PA      | $675704.79    | 0.05%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                                 | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    1005000 | PA      | $1009280.18   | 0.07%             | 2027-07-02      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| FLEX LTD.                                                                                | FLEX LTD                                           | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     450000 | PA      | $442133.06    | 0.03%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     250000 | PA      | $228874.79    | 0.02%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     530000 | PA      | $467353.72    | 0.03%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AIRCASTLE LIMITED                                                                        | AIRCASTLE LTD                                      | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     550000 | PA      | $519041.51    | 0.04%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| SANOFI SA                                                                                | SANOFI                                             | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $106727.07    | 0.01%             | 2029-03-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                               | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200688.78    | 0.01%             | 2026-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                       | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     250000 | PA      | $264437.55    | 0.02%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                            | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     200000 | PA      | $174771.41    | 0.01%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   25963840 | OU      | $-78675.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                                              | DICK S SPORTING GOODS INC                          | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     599000 | PA      | $524571.58    | 0.04%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                          | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $347543.11    | 0.02%             | 2029-12-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     195000 | PA      | $140207.66    | 0.01%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                                      | FMG RESOURCES AUGUST 2006 PTY LTD                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1603000 | PA      | $1584821.85   | 0.11%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC                                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     701000 | PA      | $668857.59    | 0.05%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  187541593 | OU      | $-57919.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MOSAIC COMPANY                                                                       | MOSAIC CO THE                                      | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     250000 | PA      | $220822.75    | 0.02%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     544000 | PA      | $543821.31    | 0.04%             | 2026-04-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     150000 | PA      | $190825.85    | 0.01%             | 2033-03-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                         | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     650000 | PA      | $493760.61    | 0.03%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     395000 | PA      | $349012.14    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | ENBRIDGE INC                                       | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $80293.65     | 0.01%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A1KV8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $999389.00    | 0.07%             | 2026-11-27      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                              | CONTINENTAL RESOURCES INC OK                       | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2065866.12   | 0.14%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                               | 3M CO                                              | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      25000 | PA      | $19766.69     | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STORE CAPITAL CORP                                 | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    1277000 | PA      | $1080967.46   | 0.08%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                      | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94659.58     | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $88028.69     | 0.01%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                | ROGERS COMMUNICATIONS INC ONTARIO                  | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $436307.12    | 0.03%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD                     | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $415606.22    | 0.03%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LIMITED.                                                                      | AON GLOBAL LTD                                     | CUSIP: 00185AAB0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      50000 | PA      | $40348.05     | 0.00%             | 2042-12-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                            | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $1038101.61   | 0.07%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                                                    | PROGRESS ENERGY INC                                | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102020.88    | 0.01%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $104687.25    | 0.01%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   29584733 | OU      | $-654690.46   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                              | TELECOM ITALIA CAPITAL SA                          | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     720000 | PA      | $719372.40    | 0.05%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THE MOSAIC COMPANY                                                                       | MOSAIC CO THE                                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94632.73     | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                                                          | OCEANEERING INTERNATIONAL INC                      | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    2033000 | PA      | $1932837.75   | 0.14%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                          | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              |  | CA        |    1000000 | PA      | $980109.13    | 0.07%             | 2032-01-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED.                                                                 | MACQUARIE GROUP LTD                                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |     258000 | PA      | $273083.48    | 0.02%             | 2029-01-19      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                                          | WP CAREY INC                                       | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     205000 | PA      | $225562.23    | 0.02%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2667864 | OU      | $-148450.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  275550000 | PA      | $1854283.05   | 0.13%             | 2032-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                      | CISCO SYSTEMS INC DELAWARE                         | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    5029000 | PA      | $5138256.84   | 0.36%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     149000 | PA      | $132338.21    | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT       | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    1400000 | PA      | $1398374.63   | 0.10%             | 2029-02-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                   | JACKSON FINANCIAL INC                              | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     573000 | PA      | $573074.06    | 0.04%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     100000 | PA      | $82001.42     | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     300000 | PA      | $342430.85    | 0.02%             | 2034-08-27      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets B.V.                                                                  | BP CAPITAL MARKETS BV                              | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $1072597.02   | 0.08%             | 2035-05-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     550000 | PA      | $433324.09    | 0.03%             | 2043-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149809.91    | 0.01%             | 2026-05-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                           | CUSIP: 03743QAH1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     280000 | PA      | $230404.61    | 0.02%             | 2040-09-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                        | KUNTARAHOITUS OYJ                                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              |  | FI        |    6700000 | PA      | $8909468.79   | 0.62%             | 2025-06-19      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    1650000 | PA      | $1343815.19   | 0.09%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1000 | PA      | $990.00       | 0.00%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     150000 | PA      | $179404.94    | 0.01%             | 2041-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                        | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     262000 | PA      | $270151.07    | 0.02%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES, INC.                                                                      | CF INDUSTRIES INC                                  | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1187061.69   | 0.08%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                          | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $696082.91    | 0.05%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  804350000 | PA      | $5786425.33   | 0.41%             | 2034-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD                                 | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106161.76    | 0.01%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                    | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $357807.85    | 0.03%             | 2039-07-03      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                           | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     400000 | PA      | $259978.12    | 0.02%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank | NORDIC INVESTMENT BANK                             | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              |  | FI        |     450000 | PA      | $453535.62    | 0.03%             | 2026-05-12      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT, INCORPORATED                                                            | LEGGETT PLATT INC                                  | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     805000 | PA      | $769818.78    | 0.05%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| ONEOK PARTNERS, L.P.                                                                     | ONEOK PARTNERS LP                                  | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     390000 | PA      | $382691.38    | 0.03%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18552000 | PA      | $18762884.11  | 1.31%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88818.92     | 0.01%             | 2037-11-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC                                     | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1798000 | PA      | $1756302.26   | 0.12%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                  | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $1673436.62   | 0.12%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                                                         | FORTUNE BRANDS INNOVATIONS INC                     | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     288000 | PA      | $296142.98    | 0.02%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                                              | BLOCK INC                                          | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2142152.38   | 0.15%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                 | EASTMAN CHEMICAL CO                                | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     681000 | PA      | $579939.72    | 0.04%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     300000 | PA      | $252078.51    | 0.02%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                      | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $2418215.12   | 0.17%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                           | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     532000 | PA      | $401083.42    | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1485516.27   | 0.10%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| WALMART INC.                                                                             | WALMART INC                                        | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     355000 | PA      | $249149.73    | 0.02%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     108000 | PA      | $88566.17     | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                        | FEDEX CORP                                         | CUSIP: 31428XCQ7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76006.50     | 0.01%             | 2043-04-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                  | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    6438000 | PA      | $6671310.72   | 0.47%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2052234 | OU      | $11105.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE, LLC                                                                | BROADSTONE NET LEASE LLC                           | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     810000 | PA      | $682368.47    | 0.05%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                                               | REINSURANCE GROUP OF AMERICA INC                   | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101326.09    | 0.01%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                                                    | MACQUARIE AIRFINANCE HOLDINGS LTD                  | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2656000 | PA      | $2728237.89   | 0.19%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                           | 7 ELEVEN INC                                       | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $698174.49    | 0.05%             | 2041-02-10      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     800000 | PA      | $800666.43    | 0.06%             | 2029-08-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100604.45    | 0.01%             | 2026-10-02      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                                | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     411000 | PA      | $417549.15    | 0.03%             | 2031-07-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL                                   | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     658000 | PA      | $557783.40    | 0.04%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152443.03    | 0.01%             | 2040-06-15      | 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        |      37340 | OU      | $-522.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                                | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     524000 | PA      | $578753.54    | 0.04%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     550000 | PA      | $512933.44    | 0.04%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                                       | CROWN AMERICAS LLC                                 | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     369000 | PA      | $368173.28    | 0.03%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                       | BANK OF MONTREAL                                   | CUSIP: 06368LWV4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |     100000 | PA      | $100163.09    | 0.01%             | 2025-09-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                          | WEA FINANCE LLC                                    | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1147304.32   | 0.08%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP               | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     220000 | PA      | $212231.27    | 0.01%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP            | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     281000 | PA      | $257978.18    | 0.02%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS, INCORPORATED                                                                | TYSON FOODS INC                                    | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     201000 | PA      | $180139.05    | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                           | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     540000 | PA      | $525951.53    | 0.04%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                         | PUBLIC STORAGE OPERATING CO                        | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     205000 | PA      | $203834.29    | 0.01%             | 2027-04-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                      | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     719000 | PA      | $721937.60    | 0.05%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                              | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      83000 | PA      | $76531.38     | 0.01%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                                         | BALL CORP                                          | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     195000 | PA      | $170325.32    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                          | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106741.43    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                                | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $1184561.14   | 0.08%             | 2036-11-30      | Fixed         | 4.75%                 | 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        |    1435000 | PA      | $1231818.44   | 0.09%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                                | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     755000 | PA      | $686908.63    | 0.05%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                                  | ILE DE FRANCE MOBILITES                            | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |    1100000 | PA      | $921772.99    | 0.06%             | 2036-11-24      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                         | ARCELORMITTAL SA                                   | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | DBT              | CORP              | LU        |    2650000 | PA      | $2964089.92   | 0.21%             | 2031-12-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                      | CISCO SYSTEMS INC                                  | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    2106000 | PA      | $2247135.99   | 0.16%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                                | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1655000 | PA      | $1834665.97   | 0.13%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |     290000 | PA      | $191681.27    | 0.01%             | 2034-05-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCIETE GENERALE SA                                | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $2379198.45   | 0.17%             | 2033-06-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     750000 | PA      | $659196.44    | 0.05%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                                               | DOLLAR GENERAL CORP                                | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     470000 | PA      | $474056.58    | 0.03%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| THE DOW CHEMICAL COMPANY                                                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     219000 | PA      | $172490.78    | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                                                      | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     165000 | PA      | $159093.67    | 0.01%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     787000 | PA      | $673544.77    | 0.05%             | 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        |     286249 | OU      | $-8669.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LE9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $123181.40    | 0.01%             | 2038-02-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152030.81    | 0.01%             | 2038-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                        | BARRICK NORTH AMERICA FINANCE LLC                  | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $98021.79     | 0.01%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CORP                       | CUSIP: U65478BV7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      45000 | PA      | $41054.16     | 0.00%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY                                        | BRITISH TELECOMMUNICATIONS PLC                     | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     335000 | PA      | $464374.16    | 0.03%             | 2028-12-07      | 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        |     122570 | OU      | $336.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    4200000 | PA      | $4878368.99   | 0.34%             | 2034-02-13      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| PSP Capital Inc.                                                                         | PSP CAPITAL INC                                    | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1151484.17   | 0.08%             | 2034-07-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -9932259 | OU      | $31357.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     377000 | PA      | $347256.52    | 0.02%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JAPANESE YEN                                                                             | JAPANESE YEN                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        | -479973561 | OU      | $-1198.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                            | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    3100000 | PA      | $3585731.27   | 0.25%             | 2036-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                  | E ON SE                                            | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      65000 | PA      | $77542.18     | 0.01%             | 2033-08-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC.                                                                                  | HP INC                                             | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     365000 | PA      | $357064.25    | 0.02%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| THE CIGNA GROUP                                                                          | CIGNA GROUP THE                                    | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     116000 | PA      | $116933.44    | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                                | NOKIA OYJ                                          | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    3920000 | PA      | $3937048.08   | 0.28%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1483415.91   | 0.10%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     528000 | PA      | $475681.00    | 0.03%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    2683000 | PA      | $2646026.73   | 0.19%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                     | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     960000 | PA      | $803165.23    | 0.06%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     210000 | PA      | $211457.72    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     432000 | PA      | $432366.89    | 0.03%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $249412.00    | 0.02%             | 2028-02-16      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149868.90    | 0.01%             | 2026-05-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    5400000 | PA      | $3952050.97   | 0.28%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148408.77    | 0.01%             | 2027-02-26      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     355000 | PA      | $335090.00    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                                      | NEWMONT CORP                                       | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95692.62     | 0.01%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                 | KONINKLIJKE PHILIPS NV                             | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     463000 | PA      | $501713.08    | 0.04%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC                                      | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137277.37    | 0.01%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                                 | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE           | CUSIP: BZ6363189<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     127000 | PA      | $145288.46    | 0.01%             | 2029-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     300000 | PA      | $254532.98    | 0.02%             | 2031-02-01      | Fixed         | 2.60%                 | 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        |    7700000 | PA      | $8750778.22   | 0.61%             | 2027-05-21      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1412000 | PA      | $1418889.71   | 0.10%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STEELCASE INC.                                                                           | STEELCASE INC                                      | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1529822.00   | 0.11%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                        | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    3000000 | PA      | $2263302.69   | 0.16%             | 2034-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                                | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1137167.61   | 0.08%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                            | TRANSCANADA PIPELINES LTD                          | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1270000 | PA      | $1280093.13   | 0.09%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                             | HYDRO QUEBEC                                       | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    1800000 | PA      | $1578287.12   | 0.11%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                                                        | OKLAHOMA GAS AND ELECTRIC CO                       | CUSIP: 678858BP5<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85299.84     | 0.01%             | 2044-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     210000 | PA      | $207551.40    | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                               | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     285000 | PA      | $300684.56    | 0.02%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO                                      | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     314000 | PA      | $256577.83    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | 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        |     200000 | PA      | $232067.75    | 0.02%             | 2029-09-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC                                 | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152051.09    | 0.01%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                                                    | SABRA HEALTH CARE LP                               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2038055.55   | 0.14%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     400000 | PA      | $464818.01    | 0.03%             | 2034-05-21      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1374000 | PA      | $1405374.78   | 0.10%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                      | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |   11700000 | PA      | $5869501.62   | 0.41%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SELP Finance S.a r.l.                                                                    | SELP FINANCE SARL                                  | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |     823000 | PA      | $934983.01    | 0.07%             | 2032-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22259.76     | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                     | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $86634.14     | 0.01%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mylan Inc.                                                                               | MYLAN INC                                          | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $838898.00    | 0.06%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     265000 | PA      | $247401.57    | 0.02%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                            | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2253000 | PA      | $1930571.32   | 0.14%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                                                   | DXC TECHNOLOGY CO                                  | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91653.38     | 0.01%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                    | ALABAMA POWER CO                                   | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     150000 | PA      | $122104.63    | 0.01%             | 2042-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                   | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |      50000 | PA      | $57972.55     | 0.00%             | 2034-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                                      | NEWMONT CORP                                       | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     200000 | PA      | $214634.78    | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                                | PROLOGIS EURO FINANCE LLC                          | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     350000 | PA      | $405703.19    | 0.03%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     243000 | PA      | $192323.22    | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $201041.72    | 0.01%             | 2026-07-17      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Kuntarahoitus Oyj                                                                        | KUNTARAHOITUS OYJ                                  | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              |  | FI        |     600000 | PA      | $819678.36    | 0.06%             | 2027-07-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                            | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     855000 | PA      | $756784.52    | 0.05%             | 2034-07-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99713.05     | 0.01%             | 2031-08-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                                                    | HONEYWELL INTERNATIONAL INC                        | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     295000 | PA      | $347497.06    | 0.02%             | 2034-11-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     998000 | PA      | $897942.79    | 0.06%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC                                     | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     150000 | PA      | $129642.18    | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     335000 | PA      | $323941.84    | 0.02%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                                       | CI FINANCIAL CORP                                  | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    1766000 | PA      | $1541078.80   | 0.11%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     421000 | PA      | $381037.89    | 0.03%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                            | DEVELOPMENT BANK OF JAPAN INC                      | CUSIP: EH0446219<br>LEI: N/A                  | Long             | DBT              |  | JP        |      50000 | PA      | $60378.42     | 0.00%             | 2027-11-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    1000000 | PA      | $714734.57    | 0.05%             | 2041-07-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2263278 | OU      | $2864.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1750000 | PA      | $1741483.43   | 0.12%             | 2027-10-26      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                     | KIMCO REALTY OP LLC                                | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     448000 | PA      | $478461.50    | 0.03%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC HOLDINGS PLC                                  | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2215532.97   | 0.16%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO                                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $2437732.58   | 0.17%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     105000 | PA      | $86422.86     | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                      | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96677.58     | 0.01%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                        | NATIONAL GRID PLC                                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $164132.77    | 0.01%             | 2034-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                      | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |     820000 | PA      | $466546.93    | 0.03%             | 2031-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                                 | ENEL SPA                                           | CUSIP: EG5612718<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      50000 | PA      | $60520.18     | 0.00%             | 2027-06-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     240000 | PA      | $233643.52    | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                             | AMERICAN NATIONAL GROUP INC                        | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     305000 | PA      | $308096.33    | 0.02%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     700000 | PA      | $671751.13    | 0.05%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     700000 | PA      | $704946.90    | 0.05%             | 2029-12-16      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                                | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1853000 | PA      | $1989081.69   | 0.14%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                                      | UNITED KINGDOM GILT                                | CUSIP: JK0309167<br>LEI: N/A                  | Long             | DBT              |  | GB        |     250000 | PA      | $325457.56    | 0.02%             | 2026-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 05348EAW9<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     850000 | PA      | $844217.84    | 0.06%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                              | TELECOM ITALIA CAPITAL SA                          | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1120000 | PA      | $1146648.64   | 0.08%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149835.28    | 0.01%             | 2026-07-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     413000 | PA      | $393830.44    | 0.03%             | 2029-04-15      | Fixed         | 4.20%                 | 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        |     500000 | PA      | $541124.87    | 0.04%             | 2038-04-30      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                                                | PROLOGIS EURO FINANCE LLC                          | CUSIP: 74341EAQ5<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     750000 | PA      | $824831.19    | 0.06%             | 2043-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $647187.55    | 0.05%             | 2027-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK                                 | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1150000 | PA      | $1150148.59   | 0.08%             | 2028-05-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                               | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     255000 | PA      | $254602.20    | 0.02%             | 2027-05-14      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     287000 | PA      | $245888.32    | 0.02%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC                                      | CUSIP: 09247XAT8<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     913000 | PA      | $913173.55    | 0.06%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      50000 | PA      | $43988.81     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100007.71    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     700000 | PA      | $588216.44    | 0.04%             | 2035-07-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                             | WILLIAMS COS INC THE                               | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     450000 | PA      | $433462.04    | 0.03%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117828.81    | 0.01%             | 2030-07-24      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                  | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     571000 | PA      | $578014.58    | 0.04%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                                                | CNA FINANCIAL CORP                                 | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     105000 | PA      | $103640.87    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                              | AMERICAN ASSETS TRUST LP                           | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    2593000 | PA      | $2263046.48   | 0.16%             | 2031-02-01      | 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        |      81238 | OU      | $-1631.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              |  | CA        |     395000 | PA      | $262758.77    | 0.02%             | 2034-05-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                        | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1280947.77   | 0.09%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                   | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      61000 | PA      | $65301.72     | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                    | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     600000 | PA      | $576462.98    | 0.04%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIES EXPRESS PIPELINE LLC                       | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1114000 | PA      | $1093081.98   | 0.08%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                               | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1294000 | PA      | $1208300.41   | 0.08%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                                           | KROGER CO THE                                      | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194559.02    | 0.01%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NIKE, INC.                                                                               | NIKE INC                                           | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93571.74     | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $1409731.01   | 0.10%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     112000 | PA      | $89008.15     | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION DEVLOPMENT   | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1021000 | PA      | $1020958.23   | 0.07%             | 2027-06-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                                 | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |     400000 | PA      | $460722.52    | 0.03%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                     | WESTPAC BANKING CORP                               | CUSIP: ZM9903877<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    3600000 | PA      | $2316837.61   | 0.16%             | 2028-02-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                       | SEAGATE HDD CAYMAN                                 | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    1317000 | PA      | $1202811.58   | 0.08%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PARTNERS, LP                                                       | SEMPRA GLOBAL                                      | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $2012115.74   | 0.14%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     105000 | PA      | $93607.96     | 0.01%             | 2042-08-15      | 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        |    1969997 | OU      | $-6991.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1729000 | PA      | $1422668.13   | 0.10%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $278526.01    | 0.02%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     401000 | PA      | $450827.38    | 0.03%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                  | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     599000 | PA      | $593226.09    | 0.04%             | 2042-01-06      | Fixed         | 5.40%                 | 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        |    6000000 | PA      | $6736887.58   | 0.47%             | 2034-04-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     105000 | PA      | $84799.09     | 0.01%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |    3400000 | PA      | $2217993.82   | 0.16%             | 2028-03-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                            | HEINEKEN NV                                        | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $118287.83    | 0.01%             | 2035-03-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1682000 | PA      | $1376829.53   | 0.10%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WELLS FARGO CO                                     | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     100000 | PA      | $99025.11     | 0.01%             | 2030-08-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3526014947 | OU      | $-141061.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   26955352 | OU      | $-647675.66   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     152000 | PA      | $140503.44    | 0.01%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                  | DUKE ENERGY CORP                                   | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1911490.28   | 0.13%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                           | CUSIP: 03743QAJ7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      76000 | PA      | $60473.92     | 0.00%             | 2042-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                   | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     254000 | PA      | $239202.34    | 0.02%             | 2037-11-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                         | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     308000 | PA      | $317468.27    | 0.02%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION DEV          | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     750000 | PA      | $747957.79    | 0.05%             | 2029-01-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                     | EXELON GENERATION CO LLC                           | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51978.68     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                        | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     255000 | PA      | $253279.07    | 0.02%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                       | REALTY INCOME CORP                                 | CUSIP: 756109BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2565000 | PA      | $3132571.49   | 0.22%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CAIXABANK SA                                       | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $240927.59    | 0.02%             | 2030-09-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                  | EXXON MOBIL CORP                                   | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1684690.57   | 0.12%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                                       | DEUTSCHE BOERSE AG                                 | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $103366.37    | 0.01%             | 2032-04-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     350000 | PA      | $365248.37    | 0.03%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     700000 | PA      | $871656.94    | 0.06%             | 2027-12-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                                                           | ENBRIDGE ENERGY PARTNERS LP                        | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     918500 | PA      | $874401.60    | 0.06%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     205000 | PA      | $204983.93    | 0.01%             | 2026-03-06      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                        | BERKSHIRE HATHAWAY ENERGY CO                       | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     205000 | PA      | $215241.54    | 0.02%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $171344.82    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | 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        |     614000 | PA      | $531121.12    | 0.04%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY    | CUSIP: BN8412155<br>LEI: N/A                  | Long             | DBT              |  | AU        |    5650000 | PA      | $2812654.28   | 0.20%             | 2034-05-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     125000 | PA      | $106671.01    | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                        | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39961.08     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1018935.44   | 0.07%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                    | TARGA RESOURCES CORP                               | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154361.18    | 0.01%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                           | CUSIP: 03743QAG3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    1169000 | PA      | $1113412.58   | 0.08%             | 2037-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                          | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    5000000 | PA      | $3592449.14   | 0.25%             | 2032-09-01      | Fixed         | 3.25%                 | 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        |     500000 | PA      | $561966.58    | 0.04%             | 2034-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                                               | APA INFRASTRUCTURE LTD                             | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1419637.38   | 0.10%             | 2033-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                        | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   10000000 | PA      | $7467023.82   | 0.52%             | 2032-12-02      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                              | CONTINENTAL RESOURCES INC OK                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    3671000 | PA      | $2940064.29   | 0.21%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                                                    | TANGER PROPERTIES LP                               | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     422000 | PA      | $363307.13    | 0.03%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                     | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     290000 | PA      | $330818.14    | 0.02%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                           | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    3000000 | PA      | $1480334.26   | 0.10%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     289000 | PA      | $349938.37    | 0.02%             | 2030-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                       | SEAGATE HDD CAYMAN                                 | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     370000 | PA      | $351206.74    | 0.02%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                                                   | WELLS FARGO BANK NA                                | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    1753000 | PA      | $1762992.14   | 0.12%             | 2026-12-11      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   18290373 | OU      | $-524526.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                     | CONAGRA BRANDS INC                                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $988285.76    | 0.07%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | MANITOBA PROVINCE OF                               | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |     100000 | PA      | $63920.86     | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | 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        |     346000 | PA      | $298672.60    | 0.02%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY    | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    3000000 | PA      | $1425838.36   | 0.10%             | 2036-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                       | LPL HOLDINGS INC                                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     278000 | PA      | $274897.09    | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                                   | SEALED AIR CORP                                    | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96479.36     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                     | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1209000 | PA      | $853833.23    | 0.06%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Reino de Espana                                                                          | SPAIN GOVERNMENT BOND                              | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     756000 | PA      | $898220.30    | 0.06%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                    | FREEPORT MCMORAN INC                               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1678085.28   | 0.12%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                        | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     695000 | PA      | $684983.43    | 0.05%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    4662000 | PA      | $5105706.46   | 0.36%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     170000 | PA      | $167271.60    | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                           | CUSIP: 03743QAQ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     430000 | PA      | $402282.76    | 0.03%             | 2035-02-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |   18429000 | PA      | $17824406.46  | 1.25%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                    | BOOKING HOLDINGS INC                               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |     250000 | PA      | $277091.62    | 0.02%             | 2037-11-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS, INC.                                                                  | BATH BODY WORKS INC                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    2132000 | PA      | $2132443.46   | 0.15%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                     | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    5516000 | PA      | $6055018.72   | 0.42%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| V.F. CORPORATION                                                                         | VF CORP                                            | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      50000 | PA      | $46400.99     | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| South Australian Government Financing Authority                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY    | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |     700000 | PA      | $303752.71    | 0.02%             | 2040-05-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104106.86    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                              | IMPERIAL BRANDS FINANCE PLC                        | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $221989.09    | 0.02%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                     | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     350000 | PA      | $299133.38    | 0.02%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    5100000 | PA      | $3154398.64   | 0.22%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                           | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83410.99     | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     300000 | PA      | $313375.95    | 0.02%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                       | T MOBILE USA INC                                   | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     625000 | PA      | $545705.48    | 0.04%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                              | HOST HOTELS RESORTS LP                             | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     555000 | PA      | $546139.82    | 0.04%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                  | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    2908000 | PA      | $2562578.45   | 0.18%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     700000 | PA      | $563299.23    | 0.04%             | 2042-12-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   25072441 | OU      | $-61889.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     805000 | PA      | $814548.46    | 0.06%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13132000 | PA      | $13141798.57  | 0.92%             | 2026-07-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | COOPERATIEVE RABOBANK UA                           | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1737000 | PA      | $1686543.64   | 0.12%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                         | ARCELORMITTAL SA                                   | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     101000 | PA      | $103404.45    | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                          | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     245000 | PA      | $199281.66    | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                                                          | FMC CORP                                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1723000 | PA      | $1660024.59   | 0.12%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                          | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    2100000 | PA      | $2416501.53   | 0.17%             | 2031-04-16      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                        | JAB HOLDINGS BV                                    | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    5100000 | PA      | $6179516.43   | 0.43%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                                | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1321000 | PA      | $1332964.68   | 0.09%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WELLS FARGO CO                                     | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3043460.67   | 0.21%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     305000 | PA      | $304657.96    | 0.02%             | 2026-05-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE, INC.                                                           | WALGREENS BOOTS ALLIANCE INC                       | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188198.44    | 0.01%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1822074 | OU      | $-96383.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   21425212 | OU      | $-904033.24   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                | KRAFT HEINZ FOODS CO                               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1086271.76   | 0.08%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                         | ARCELORMITTAL SA                                   | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2507000 | PA      | $2699225.08   | 0.19%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                                                         | AGCO CORP                                          | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297998.48    | 0.02%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                     | CONSTELLATION ENERGY GENERATION LLC                | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47767.64     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                     | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80878.12     | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     262000 | PA      | $239721.81    | 0.02%             | 2034-09-05      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                  | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     803000 | PA      | $808450.74    | 0.06%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     250000 | PA      | $236380.70    | 0.02%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                                                          | E ON INTERNATIONAL FINANCE BV                      | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $133864.05    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA                            | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2476000 | PA      | $2742450.38   | 0.19%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     131971 | OU      | $-4211.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC.                                                                   | ACCENTURE CAPITAL INC                              | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     907000 | PA      | $897298.99    | 0.06%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                                                      | VORNADO REALTY LP                                  | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $1864621.23   | 0.13%             | 2031-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                            | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1155961.42   | 0.08%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    6000000 | PA      | $2898283.29   | 0.20%             | 2035-09-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                             | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO         | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     161000 | PA      | $161262.58    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     595000 | PA      | $584400.49    | 0.04%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     525000 | PA      | $538813.45    | 0.04%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                 | ADVANCE AUTO PARTS INC                             | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     595000 | PA      | $534909.12    | 0.04%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19488.12     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | 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        |    2566000 | PA      | $2698034.56   | 0.19%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      50000 | PA      | $38694.40     | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STORE CAPITAL CORP                                 | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1072145.32   | 0.08%             | 2029-03-15      | Fixed         | 4.62%                 | 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        |     120000 | PA      | $121316.44    | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     755000 | PA      | $730419.16    | 0.05%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                               | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     441000 | PA      | $359849.43    | 0.03%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP               | CUSIP: U6500TAH8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     740000 | PA      | $732565.96    | 0.05%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                     | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1121000 | PA      | $1056628.55   | 0.07%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6974514 | OU      | $-281370.41   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $258874.91    | 0.02%             | 2027-04-05      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                                                | SOUTHERN GAS NETWORKS PLC                          | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      50000 | PA      | $67376.81     | 0.00%             | 2029-03-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     295000 | PA      | $222266.42    | 0.02%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                    | MICROSOFT CORP                                     | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     155000 | PA      | $138344.74    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                               | UNUM GROUP                                         | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     500000 | PA      | $478147.55    | 0.03%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                     | KONINKLIJKE KPN NV                                 | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    3400000 | PA      | $3893981.86   | 0.27%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                         | CUSIP: 125523BH2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     115000 | PA      | $106930.84    | 0.01%             | 2042-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VONTIER CORPORATION                                                                      | VONTIER CORP                                       | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      45000 | PA      | $41863.50     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     350000 | PA      | $351855.96    | 0.02%             | 2033-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                     | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $1006877.61   | 0.07%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION                   | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    1478000 | PA      | $1479033.28   | 0.10%             | 2028-02-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                            | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100513.30    | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                       | NEWELL BRANDS INC                                  | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182058.82    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                         | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |     550000 | PA      | $550291.50    | 0.04%             | 2026-03-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                                                    | BRUNSWICK CORP DE                                  | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $1878464.47   | 0.13%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Province de Quebec                                                                       | QUEBEC T BILL                                      | CUSIP: 0985ZUE29<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    3500000 | PA      | $2533464.85   | 0.18%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                                | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     611000 | PA      | $531961.38    | 0.04%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                                                | PVH CORP                                           | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350147.48    | 0.02%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KR9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     150000 | PA      | $150154.31    | 0.01%             | 2025-09-12      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1051263.28   | 0.07%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    8007772 | OU      | $-342439.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DELL INC.                                                                                | DELL INC                                           | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207585.60    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                 | STATE STREET CORP                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3536865.00   | 0.25%             | 2027-10-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                      | CBRE SERVICES INC                                  | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2246714.32   | 0.16%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                                                        | MARKEL CORP                                        | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88329.72     | 0.01%             | 2043-03-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                              | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV          | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $451980.00    | 0.03%             | 2042-03-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FISERV, INC.                                                                             | FISERV INC                                         | CUSIP: N/A<br>LEI: GI7UBEJLXYLGR2C7GV83       | Long             | DBT              | CORP              | US        |     150000 | PA      | $179810.73    | 0.01%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                         | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     150000 | PA      | $127676.14    | 0.01%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                                   | BUCKEYE PARTNERS LP                                | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1192259.34   | 0.08%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1813000 | PA      | $1900679.15   | 0.13%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WarnerMedia Holdings, Inc.                                                               | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1073000 | PA      | $918788.94    | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                  | KEYCORP                                            | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47843.03     | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     590000 | PA      | $641576.50    | 0.04%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      62000 | PA      | $64317.93     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                              | DISCOVER FINANCIAL SERVICES                        | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    3161000 | PA      | $3370907.09   | 0.24%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     550000 | PA      | $550577.50    | 0.04%             | 2027-02-23      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                            | NISOURCE INC                                       | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      84000 | PA      | $77599.80     | 0.01%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORPORATION                                                                     | MCKESSON CORP                                      | CUSIP: 581557BC8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87982.15     | 0.01%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                     | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -1471662 | OU      | $63584.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FIN GROUP INC                            | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     860000 | PA      | $871443.19    | 0.06%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                          | NORDSTROM INC                                      | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    1289000 | PA      | $1096687.55   | 0.08%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NBB6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     250000 | PA      | $269899.70    | 0.02%             | 2040-03-01      | Fixed         | 6.40%                 | 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        |     115000 | PA      | $123184.52    | 0.01%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                      | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $847287.51    | 0.06%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     882000 | PA      | $970238.16    | 0.07%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AFLAC INCORPORATED                                                                       | AFLAC INC                                          | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53769.46     | 0.00%             | 2040-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2604624 | OU      | $-129495.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     677000 | PA      | $603857.20    | 0.04%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                                                    | HOWMET AEROSPACE INC                               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2331427.84   | 0.16%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HOST HOTELS & RESORTS, L.P.                                                              | HOST HOTELS RESORTS LP                             | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1121026.57   | 0.08%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                  | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151262.82    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                     | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    5609000 | PA      | $5595156.99   | 0.39%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $935324.24    | 0.07%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $100301.27    | 0.01%             | 2029-04-16      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                  | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     655000 | PA      | $572182.21    | 0.04%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIES EXPRESS PIPELINE LLC                       | CUSIP: 77340RAS6<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     576000 | PA      | $575355.97    | 0.04%             | 2025-05-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1672000 | PA      | $1695606.05   | 0.12%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2488357.03   | 0.17%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                   | REYNOLDS AMERICAN INC                              | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     952000 | PA      | $1043308.26   | 0.07%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS, LLC                                                            | DISCOVERY COMMUNICATIONS LLC                       | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     300000 | PA      | $280495.69    | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                | INVITATION HOMES OPERATING PARTNERSHIP LP          | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     275000 | PA      | $275038.94    | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                     | BAYER US FINANCE LLC                               | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     855000 | PA      | $893504.69    | 0.06%             | 2033-11-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   27792023 | OU      | $17336.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     198523 | OU      | $-16442.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1208113 | OU      | $-105069.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                         | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $954788.85    | 0.07%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    1120000 | PA      | $1120490.56   | 0.08%             | 2027-10-04      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     355000 | PA      | $242636.05    | 0.02%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |     132000 | PA      | $147260.20    | 0.01%             | 2034-02-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials AG                                                                  | HEIDELBERG MATERIALS AG                            | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |     250000 | PA      | $289018.98    | 0.02%             | 2034-07-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                                | NOKIA OYJ                                          | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |      40000 | PA      | $39488.86     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC.                                                                            | HSBC USA INC                                       | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     810000 | PA      | $813487.05    | 0.06%             | 2027-03-04      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                                                    | VODAFONE GROUP PLC                                 | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      31000 | PA      | $32778.58     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | ELECTRICITE DE FRANCE SA                           | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | CORP              | FR        |      50000 | PA      | $60999.43     | 0.00%             | 2030-04-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                                                  | ANHEUSER BUSCH INBEV SA NV                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      90000 | PA      | $96577.97     | 0.01%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                                               | REINSURANCE GROUP OF AMERICA INC                   | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     453000 | PA      | $469391.97    | 0.03%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    4700000 | PA      | $5654318.52   | 0.40%             | 2033-05-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $200047.33    | 0.01%             | 2026-06-03      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP               | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1121287.93   | 0.08%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                                   | BUCKEYE PARTNERS LP                                | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     275000 | PA      | $265119.22    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1377300000 | PA      | $9159662.97   | 0.64%             | 2032-03-20      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                     | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    1663000 | PA      | $1533352.82   | 0.11%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                               | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    1216000 | PA      | $1221006.16   | 0.09%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                              | FRESENIUS MEDICAL CARE US FINANCE III INC          | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2006888.54   | 0.14%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           |                  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        |    1705000 | PA      | $1958637.41   | 0.14%             | 2034-05-21      | 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        |  252088732 | OU      | $-36615.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                              | PHILLIPS 66                                        | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1101527.82   | 0.08%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250247.50    | 0.02%             | 2027-04-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                        | CUSIP: 563469UE3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    4300000 | PA      | $3112324.62   | 0.22%             | 2025-06-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR, INC.                                                                       | UNDER ARMOUR INC                                   | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38712.04     | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3162000 | PA      | $3185311.91   | 0.22%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                                                       | TIMKEN CO THE                                      | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3213748.55   | 0.22%             | 2034-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  382273553 | OU      | $-46376.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                 | KONINKLIJKE PHILIPS NV                             | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $89341.87     | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                  | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     439000 | PA      | $407566.51    | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                     | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101924.27    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                                               | ENI SPA                                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    1500000 | PA      | $1724514.04   | 0.12%             | 2034-01-15      | 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        |    2904189 | OU      | $-136755.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200361.35    | 0.01%             | 2026-08-07      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                        | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1288465.85   | 0.09%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                                               | ENI SPA                                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    3900000 | PA      | $4637262.70   | 0.32%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AMERICAN EXPRESS CO                                | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150307.50    | 0.01%             | 2026-02-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                                                  | ANHEUSER BUSCH INBEV SA NV                         | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      10000 | PA      | $10676.66     | 0.00%             | 2036-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                           | TAPESTRY INC                                       | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     800000 | PA      | $779129.99    | 0.05%             | 2035-03-11      | 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        |    1932215 | OU      | $-96431.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                               | HUNTSMAN INTERNATIONAL LLC                         | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3202008.30   | 0.22%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     400000 | PA      | $332871.98    | 0.02%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                   | REYNOLDS AMERICAN INC                              | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     314000 | PA      | $353825.31    | 0.02%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC                                      | CUSIP: 09247XAS0<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $864092.52    | 0.06%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     260000 | PA      | $273931.04    | 0.02%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                          | WEA FINANCE LLC                                    | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     300000 | PA      | $291062.24    | 0.02%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                          | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     400000 | PA      | $337270.69    | 0.02%             | 2036-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1169800000 | PA      | $8101996.75   | 0.57%             | 2027-06-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      66000 | PA      | $68838.26     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM, INC.                                                                          | NORDSTROM INC                                      | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    1323000 | PA      | $926748.27    | 0.06%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                          | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     200000 | PA      | $166654.40    | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                              | PHILLIPS 66                                        | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     255000 | PA      | $211991.55    | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                  | EXXON MOBIL CORP                                   | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1629000 | PA      | $1441324.69   | 0.10%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                  | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |    4450000 | PA      | $3858145.45   | 0.27%             | 2037-02-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC.                                                                             | VIATRIS INC                                        | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1774686.23   | 0.12%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                    | DOMINION ENERGY INC                                | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78463.11     | 0.01%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                                          | BLACKROCK FUNDING INC                              | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1165976.78   | 0.08%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                                                    | SABRA HEALTH CARE LP                               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     575000 | PA      | $539765.10    | 0.04%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES, INC.                                                 | HARLEY DAVIDSON FINANCIAL SERVICES INC             | CUSIP: 41284VAC6<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153054.59    | 0.01%             | 2028-03-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     705000 | PA      | $602732.64    | 0.04%             | 2041-11-23      | Fixed         | 4.25%                 | 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        |    2000000 | PA      | $1312098.89   | 0.09%             | 2028-09-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                         | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |    4800000 | PA      | $4799971.73   | 0.34%             | 2028-08-28      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214FB4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     400000 | PA      | $401014.96    | 0.03%             | 2025-08-26      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     579000 | PA      | $583089.22    | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                  | MOLINA HEALTHCARE INC                              | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     925000 | PA      | $833850.13    | 0.06%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENI S.P.A.                                                                               | ENI SPA                                            | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $96474.72     | 0.01%             | 2040-10-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                                                     | ANALOG DEVICES INC                                 | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     500000 | PA      | $360277.95    | 0.03%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F062655<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20234000 | PA      | $20836357.28  | 1.46%             | 2054-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                               | CANADA HOUSING TRUST NO 1                          | CUSIP: 13509PHN6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | CORP              | CA        |    1670000 | PA      | $1206346.20   | 0.08%             | 2025-06-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      65000 | PA      | $60605.95     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                 | SOUTHERN CO GAS CAPITAL CORP                       | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     352000 | PA      | $351802.98    | 0.02%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                          | FOX CORP                                           | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1538179.78   | 0.11%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     150000 | PA      | $187559.88    | 0.01%             | 2031-08-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                  | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1408000 | PA      | $1421440.49   | 0.10%             | 2041-07-15      | Fixed         | 5.60%                 | 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        |     413000 | PA      | $429114.79    | 0.03%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187AR0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104363.51    | 0.01%             | 2036-04-07      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                             | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |     200000 | PA      | $201938.00    | 0.01%             | 2026-08-27      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     638000 | PA      | $637651.51    | 0.04%             | 2027-01-31      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                                | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     870000 | PA      | $862691.52    | 0.06%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                       | NEWELL BRANDS INC                                  | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     490000 | PA      | $459654.64    | 0.03%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lansforsakringar Bank Aktiebolag                                                         | LANSFORSAKRINGAR BANK AB                           | CUSIP: N/A<br>LEI: 549300C6TUMDXNOVXS82       | Long             | DBT              | CORP              | SE        |     150000 | PA      | $171975.26    | 0.01%             | 2030-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                                                      | AES CORP THE                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68258.79     | 0.00%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                                      | PROVINCE OF ALBERTA CANADA                         | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              |  | CA        |     100000 | PA      | $65839.13     | 0.00%             | 2034-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                       | HAT HOLDINGS I LLC HAT HOLDINGS II LLC             | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194019.20    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                  | KEYCORP                                            | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     266000 | PA      | $241291.44    | 0.02%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                                                             | ACTION LOGEMENT SERVICES                           | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $826549.05    | 0.06%             | 2038-10-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LINDE FINANCE BV                                                                         | LINDE FINANCE BV                                   | CUSIP: JK7722008<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      90000 | PA      | $99076.73     | 0.01%             | 2028-04-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORPORATION                                                                      | CHEVRON CORP                                       | CUSIP: 166764BZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $38028.04     | 0.00%             | 2040-05-11      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     350000 | PA      | $246036.04    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3294000 | PA      | $3302800.65   | 0.23%             | 2026-03-13      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                       | BANK OF MONTREAL                                   | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |     126000 | PA      | $125849.16    | 0.01%             | 2026-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| DPL LLC                                                                                  | DPL INC                                            | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $247936.50    | 0.02%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2707800000 | PA      | $16993419.28  | 1.19%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10234000 | PA      | $10243206.61  | 0.72%             | 2026-10-31      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    3500000 | PA      | $1857326.59   | 0.13%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                                      | PROVINCE OF ALBERTA CANADA                         | CUSIP: 013051DQ7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |    2000000 | PA      | $1447288.79   | 0.10%             | 2025-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                            | TRANSCANADA PIPELINES LTD                          | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     432000 | PA      | $495821.80    | 0.03%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     568000 | PA      | $593334.54    | 0.04%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                          | WEA FINANCE LLC                                    | CUSIP: U94303AD3<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48897.15     | 0.00%             | 2028-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     256000 | PA      | $253690.11    | 0.02%             | 2027-05-08      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                               | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     185000 | PA      | $173127.62    | 0.01%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                           | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     465000 | PA      | $442376.11    | 0.03%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                                                       | CENTERPOINT ENERGY RESOURCES CORP                  | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251778.90    | 0.02%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer