# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001752724-23-039509
**Filing Date:** 2023-2
**Character Count:** 260191
**Document Hash:** 43e3bef4c10429e32f12b76daed2cf86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039509.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039509

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 23665634

**BUSINESS ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9492193233

**MAIL ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PD 1-3 Year Corporate Bond Portfolio (Series ID: S000044766)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000139083 | Class P      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACIFIC SELECT FUND

- **b. Investment Company Act file number:** 811-05141

- **c. CIK number of Registrant:** 0000813900

- **d. LEI of Registrant:** 549300KH2YJL0X2VEL27

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

  - **Street Address 1:** 700 NEWPORT CTR DR

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** 949-219-3233

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

- **a. Name of Series:** PD 1-3 Year Corporate Bond Portfolio

- **b. EDGAR series identifier (if any):** S000044766

- **c. LEI of Series:** 5493007B8JIEIFCTQB37

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $172084986.40

**Total Liabilities:** $3427579.48

**Net Assets:** $168657406.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -166.63000000 | **1-Year:** -23308.06000000 | **5-Year:** -10198.83000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -0.46000000 | **1-Year:** -47.52000000 | **5-Year:** -10.94000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139083 | -0.24%               | 1.35%                | 0.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-507826.86              | $-199612.28                                |
| Month 2  | $-316613.25              | $2215327.52                                |
| Month 3  | $-195646.82              | $207716.20                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 3M COMPANY                | 3M Co                                                                           | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236973.94    | 0.14%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL   | Honeywell International Inc                                                     | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100387.98    | 0.06%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC  | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242395.46    | 0.14%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP              | Entergy Corp                                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312018.00    | 0.19%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                 | Adobe Inc                                                                       | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243144.91    | 0.14%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC         | NatWest Group PLC                                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $489177.06    | 0.29%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Chevron Corp              | Chevron Corp                                                                    | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $241815.78    | 0.14%             | 2025-11-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $334629.41    | 0.20%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP   | John Deere Capital Corp                                                         | CUSIP: 24422EVN6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191305.99    | 0.11%             | 2024-01-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198706.63    | 0.12%             | 2025-09-12      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC             | Citigroup Inc                                                                   | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $796401.44    | 0.47%             | 2025-05-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK     | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $121055.93    | 0.07%             | 2024-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC        | Diageo Capital PLC                                                              | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $237316.13    | 0.14%             | 2024-10-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE   | Procter & Gamble Co/The                                                         | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224472.84    | 0.13%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP       | Carrier Global Corp                                                             | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329955.86    | 0.20%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS  | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $233691.28    | 0.14%             | 2025-03-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 059438AG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267585.18    | 0.16%             | 2025-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc              | Enbridge Inc                                                                    | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $243248.39    | 0.14%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                  | eBay Inc                                                                        | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178887.85    | 0.11%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP     | Truist Financial Corp                                                           | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112574.12    | 0.07%             | 2026-10-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP         | Hyatt Hotels Corp                                                               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84389.99     | 0.05%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC   | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244338.62    | 0.14%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER   | American Electric Power Co Inc                                                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86818.64     | 0.05%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION   | Exxon Mobil Corp                                                                | CUSIP: 30231GAC6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343220.67    | 0.20%             | 2024-03-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc      | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345415.67    | 0.20%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP            | Air Lease Corp                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236686.44    | 0.14%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp              | Comcast Corp                                                                    | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242555.52    | 0.14%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co          | Campbell Soup Co                                                                | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244351.09    | 0.14%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC            | Amazon.com Inc                                                                  | CUSIP: 023135CD6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194952.06    | 0.12%             | 2024-04-13      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co       | JPMorgan Chase & Co                                                             | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243097.24    | 0.14%             | 2025-03-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                | NetApp Inc                                                                      | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229843.34    | 0.14%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                  | International Business Machines Corp                                            | CUSIP: 459200AM3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264992.93    | 0.16%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC  | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199390.91    | 0.12%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $322038.36    | 0.19%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336872.72    | 0.20%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc          | Altria Group Inc                                                                | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247585.98    | 0.15%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc            | Amazon.com Inc                                                                  | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254790.25    | 0.15%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY     | Wells Fargo & Co                                                                | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479362.81    | 0.28%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc             | Welltower Inc                                                                   | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    250000 | PA      | $244763.32    | 0.15%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489556.98    | 0.29%             | 2024-07-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C  | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245084.76    | 0.15%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp     | Unilever Capital Corp                                                           | CUSIP: 904764BG1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245451.84    | 0.15%             | 2024-03-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV   | Fidelity National Information Services Inc                                      | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107967.18    | 0.06%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA      | Royal Bank of Canada                                                            | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $377268.50    | 0.22%             | 2024-01-19      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG  | Automatic Data Processing Inc                                                   | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242377.99    | 0.14%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                   | HCA Inc                                                                         | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348269.35    | 0.21%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc          | Carlisle Cos Inc                                                                | CUSIP: 142339AG5<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145061.41    | 0.09%             | 2024-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS    | Verizon Communications Inc                                                      | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    680000 | PA      | $645422.82    | 0.38%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO  | Capital One Financial Corp                                                      | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386339.90    | 0.23%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA      | Royal Bank of Canada                                                            | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $186804.72    | 0.11%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE  | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280042.04    | 0.17%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| EPR Properties            | EPR Properties                                                                  | CUSIP: 26884UAB5<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    200000 | PA      | $189886.84    | 0.11%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC             | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753997.10    | 0.45%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL          | Bank of Montreal                                                                | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $266507.79    | 0.16%             | 2024-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC       | Global Payments Inc                                                             | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    460000 | PA      | $427332.13    | 0.25%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC       | Nomura Holdings Inc                                                             | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $228094.38    | 0.14%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA       | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $176848.11    | 0.10%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS  | Air Products and Chemicals Inc                                                  | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322496.84    | 0.19%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC       | PayPal Holdings Inc                                                             | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177422.03    | 0.11%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc      | Verisk Analytics Inc                                                            | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243226.28    | 0.14%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727536.93    | 0.43%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV   | Fidelity National Information Services Inc                                      | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80466.55     | 0.05%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                | Hasbro Inc                                                                      | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240371.76    | 0.14%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP  | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101303.85    | 0.06%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK    | Credit Suisse AG/New York NY                                                    | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $233263.65    | 0.14%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSX Corp                  | CSX Corp                                                                        | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244086.31    | 0.14%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC              | NiSource Inc                                                                    | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225611.11    | 0.13%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA    | BP Capital Markets America Inc                                                  | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245727.34    | 0.15%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA       | Bank of Nova Scotia/The                                                         | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245290.16    | 0.15%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC          | Altria Group Inc                                                                | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235697.64    | 0.14%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE    | American Honda Finance Corp                                                     | CUSIP: 02665WCZ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241014.69    | 0.14%             | 2024-06-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202271.71    | 0.12%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP     | PACCAR Financial Corp                                                           | CUSIP: 69371RR99<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97014.53     | 0.06%             | 2025-08-11      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc     | Applied Materials Inc                                                           | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244688.97    | 0.15%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP          | Duke Energy Corp                                                                | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89905.98     | 0.05%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENPACT LUXEMBOURG SARL   | Genpact Luxembourg Sarl                                                         | CUSIP: 37254BAC4<br>LEI: 549300875ZJZQ1PBR343 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $239614.99    | 0.14%             | 2024-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97559.56     | 0.06%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA       | Bank of Nova Scotia/The                                                         | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245970.49    | 0.15%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Express Co       | American Express Co                                                             | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241932.23    | 0.14%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP        | Raytheon Technologies Corp                                                      | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244485.29    | 0.14%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE  | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200688.39    | 0.12%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC              | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $259223.21    | 0.15%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL          | Bank of Montreal                                                                | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148101.66    | 0.09%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI     | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HMS9<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337486.01    | 0.20%             | 2025-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON       | Southern California Edison Co                                                   | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242311.53    | 0.14%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC        | Analog Devices Inc                                                              | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192530.60    | 0.11%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA      | Royal Bank of Canada                                                            | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $229057.59    | 0.14%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| HP INC                    | HP Inc                                                                          | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233794.62    | 0.14%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Walmart Inc               | Walmart Inc                                                                     | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343051.01    | 0.20%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC            | Home Depot Inc/The                                                              | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79137.36     | 0.05%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA  | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $244258.55    | 0.14%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC              | Barclays PLC                                                                    | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $232520.94    | 0.14%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC           | AstraZeneca PLC                                                                 | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $241495.54    | 0.14%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp              | Comcast Corp                                                                    | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241384.62    | 0.14%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP             | McKesson Corp                                                                   | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222248.11    | 0.13%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC        | Vodafone Group PLC                                                              | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $296181.02    | 0.18%             | 2024-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA       | Bank of Nova Scotia/The                                                         | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $125936.20    | 0.07%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198127.65    | 0.12%             | 2025-07-18      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP       | FS KKR Capital Corp                                                             | CUSIP: 302635AD9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242311.34    | 0.14%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC  | Celanese US Holdings LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150040.67    | 0.09%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON       | Southern California Edison Co                                                   | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    525000 | PA      | $491250.75    | 0.29%             | 2024-08-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK          | Fifth Third Bank NA                                                             | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323460.86    | 0.19%             | 2025-10-27      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL       | Synchrony Financial                                                             | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126786.42    | 0.08%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS  | Discovery Communications LLC                                                    | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193699.96    | 0.11%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP  | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $332923.41    | 0.20%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC              | HSBC USA Inc                                                                    | CUSIP: 40428HTA0<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196201.12    | 0.12%             | 2024-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE      | Western Union Co/The                                                            | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238225.19    | 0.14%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK               | Truist Bank                                                                     | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $713568.32    | 0.42%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO  | Capital One Financial Corp                                                      | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481118.71    | 0.29%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO      | Colgate-Palmolive Co                                                            | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48418.27     | 0.03%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC       | Dominion Energy Inc                                                             | CUSIP: 25746UDE6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144065.75    | 0.09%             | 2025-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                 | Amgen Inc                                                                       | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240123.58    | 0.14%             | 2025-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP     | Truist Financial Corp                                                           | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196708.12    | 0.12%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340585.99    | 0.20%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC            | Salesforce Inc                                                                  | CUSIP: 79466LAG9<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    345000 | PA      | $323817.08    | 0.19%             | 2024-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER   | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242405.37    | 0.14%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS  | Discovery Communications LLC                                                    | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238650.48    | 0.14%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY    | ConocoPhillips Co                                                               | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193333.89    | 0.11%             | 2024-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP  | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140558.78    | 0.08%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE   | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242754.61    | 0.14%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY             | Sempra Energy                                                                   | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235151.99    | 0.14%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc            | Amazon.com Inc                                                                  | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246158.08    | 0.15%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA    | Santander Holdings USA Inc                                                      | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243017.80    | 0.14%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co      | National Fuel Gas Co                                                            | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248949.42    | 0.15%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC        | Ally Financial Inc                                                              | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248912.35    | 0.15%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP  | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234672.60    | 0.14%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION  | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500391.39    | 0.30%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP   | John Deere Capital Corp                                                         | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155162.42    | 0.09%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES    | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246397.62    | 0.15%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp         | Brown-Forman Corp                                                               | CUSIP: 115637AS9<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195571.83    | 0.12%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK    | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $244077.40    | 0.14%             | 2024-04-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE    | American Honda Finance Corp                                                     | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154352.14    | 0.09%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN  | Rogers Communications Inc                                                       | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $104901.26    | 0.06%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc        | Conagra Brands Inc                                                              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246598.90    | 0.15%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA        | Banco Santander SA                                                              | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195896.29    | 0.12%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP      | Westpac Banking Corp                                                            | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    135000 | PA      | $125705.04    | 0.07%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO  | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251580.61    | 0.15%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIED WORLD ASSURANCE    | Allied World Assurance Co Holdings Ltd                                          | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $239649.99    | 0.14%             | 2025-10-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP   | John Deere Capital Corp                                                         | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65365.98     | 0.04%             | 2024-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                | Intuit Inc                                                                      | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227731.71    | 0.14%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL  | Johnson Controls International plc                                              | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $244566.13    | 0.15%             | 2024-07-02      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452495.59    | 0.27%             | 2026-02-12      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK  | Huntington National Bank/The                                                    | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244693.85    | 0.15%             | 2025-05-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                | Intel Corp                                                                      | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243932.85    | 0.14%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BELL CANADA               | Bell Telephone Co of Canada or Bell Canada/The                                  | CUSIP: 0778FPAC3<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $237073.26    | 0.14%             | 2024-03-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GP/OMNICOM CAP    | Omnicom Group Inc / Omnicom Capital Inc                                         | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245281.57    | 0.15%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP  | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    250000 | PA      | $240456.49    | 0.14%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO          | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238702.67    | 0.14%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    350000 | PA      | $346804.49    | 0.21%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500389.97    | 0.30%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389861.81    | 0.23%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP            | Air Lease Corp                                                                  | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189004.07    | 0.11%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP   | John Deere Capital Corp                                                         | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112331.18    | 0.07%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK     | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $237531.20    | 0.14%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE    | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191883.43    | 0.11%             | 2025-03-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN  | Rogers Communications Inc                                                       | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $239762.71    | 0.14%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY    | Sixth Street Specialty Lending Inc                                              | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $337497.31    | 0.20%             | 2024-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $234173.96    | 0.14%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC    | UnitedHealth Group Inc                                                          | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55686.96     | 0.03%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp   | John Deere Capital Corp                                                         | CUSIP: 24422ETT6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485139.79    | 0.29%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA               | PNC Bank NA                                                                     | CUSIP: 20453KAA3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243355.67    | 0.14%             | 2025-04-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                  | AT&T Inc                                                                        | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380036.62    | 0.23%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                | AbbVie Inc                                                                      | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335082.78    | 0.20%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP  | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247810.21    | 0.15%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBC0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193788.09    | 0.11%             | 2025-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| IBM CORP                  | International Business Machines Corp                                            | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246376.21    | 0.15%             | 2024-02-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE  | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2L0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141378.31    | 0.08%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL          | Bank of Montreal                                                                | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $233744.05    | 0.14%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP              | Comcast Corp                                                                    | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    355000 | PA      | $360044.96    | 0.21%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP   | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245843.76    | 0.15%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC              | Enbridge Inc                                                                    | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $37769.68     | 0.02%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK            | Synchrony Bank                                                                  | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245610.34    | 0.15%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc      | Booking Holdings Inc                                                            | CUSIP: 741503AW6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146312.28    | 0.09%             | 2025-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA      | Royal Bank of Canada                                                            | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147910.47    | 0.09%             | 2024-07-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC           | DR Horton Inc                                                                   | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233011.59    | 0.14%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP             | Allstate Corp/The                                                               | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222016.91    | 0.13%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO     | Southern California Gas Co                                                      | CUSIP: 842434CP5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241442.95    | 0.14%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE    | American Honda Finance Corp                                                     | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228742.89    | 0.14%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP   | John Deere Capital Corp                                                         | CUSIP: 24422EWB1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61557.30     | 0.04%             | 2025-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC  | Constellation Brands Inc                                                        | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49039.29     | 0.03%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186401.99    | 0.11%             | 2024-10-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP           | Brookfield Corp                                                                 | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $342440.03    | 0.20%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA        | Banco Santander SA                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    310000 | PA      | $306878.53    | 0.18%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER   | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242302.80    | 0.14%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp        | Union Pacific Corp                                                              | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240556.05    | 0.14%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS  | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202803.00    | 0.12%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC         | HSBC Holdings PLC                                                               | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188137.39    | 0.11%             | 2026-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC         | Kinder Morgan Inc                                                               | CUSIP: 49456BAM3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349701.56    | 0.21%             | 2023-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP      | Parker-Hannifin Corp                                                            | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210488.61    | 0.12%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc              | Tapestry Inc                                                                    | CUSIP: 189754AA2<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195482.64    | 0.12%             | 2025-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP  | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101649.18    | 0.06%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP   | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252895.59    | 0.15%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA        | Banco Santander SA                                                              | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $192756.88    | 0.11%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP      | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472768.44    | 0.28%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Apple Inc                 | Apple Inc                                                                       | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334899.39    | 0.20%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP      | Bank of America Corp                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238564.14    | 0.14%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470479.92    | 0.28%             | 2026-02-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    685000 | PA      | $632304.79    | 0.37%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc    | UnitedHealth Group Inc                                                          | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244633.07    | 0.15%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP      | Bank of America Corp                                                            | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323054.53    | 0.19%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp       | Northern Trust Corp                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245039.35    | 0.15%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO       | Sherwin-Williams Co/The                                                         | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145796.59    | 0.09%             | 2024-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc     | Reynolds American Inc                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342715.56    | 0.20%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP         | Vornado Realty LP                                                               | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    250000 | PA      | $233413.03    | 0.14%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XILINX INC                | Xilinx Inc                                                                      | CUSIP: 983919AJ0<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340676.11    | 0.20%             | 2024-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAZ7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240234.34    | 0.14%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                 | Apple Inc                                                                       | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481840.36    | 0.29%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220640.38    | 0.13%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY          | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    165000 | PA      | $164053.90    | 0.10%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC            | Amazon.com Inc                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200290.30    | 0.12%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $227253.13    | 0.13%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC             | Citigroup Inc                                                                   | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $599375.15    | 0.36%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $490533.96    | 0.29%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC            | Amazon.com Inc                                                                  | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249665.36    | 0.15%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP  | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336387.77    | 0.20%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO   | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485672.48    | 0.29%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Visa Inc                  | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482594.22    | 0.29%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PDE3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391314.07    | 0.23%             | 2025-06-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY         | Eversource Energy                                                               | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224254.33    | 0.13%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC               | Equinix Inc                                                                     | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    250000 | PA      | $238251.85    | 0.14%             | 2024-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL          | Bank of Montreal                                                                | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $135358.78    | 0.08%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp               | Oracle Corp                                                                     | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673242.82    | 0.40%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP     | Unilever Capital Corp                                                           | CUSIP: 904764BN6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154647.87    | 0.09%             | 2024-08-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA       | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $115584.13    | 0.07%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP  | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171484.94    | 0.10%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                 | Boeing Co/The                                                                   | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240943.44    | 0.14%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp      | Bank of America Corp                                                            | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487186.74    | 0.29%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY     | Wells Fargo & Co                                                                | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236591.60    | 0.14%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO    | General Motors Financial Co Inc                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305464.78    | 0.18%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC        | Steel Dynamics Inc                                                              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142593.98    | 0.08%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU  | Affiliated Managers Group Inc                                                   | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345801.61    | 0.21%             | 2024-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC    | Philip Morris International Inc                                                 | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240338.39    | 0.14%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA      | Royal Bank of Canada                                                            | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $140196.69    | 0.08%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP   | Simon Property Group LP                                                         | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    350000 | PA      | $339828.27    | 0.20%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp          | Duke Energy Corp                                                                | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491336.00    | 0.29%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp         | Kimco Realty Corp                                                               | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    150000 | PA      | $143851.11    | 0.09%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                  | International Business Machines Corp                                            | CUSIP: 459200KS9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147714.02    | 0.09%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp  | Main Street Capital Corp                                                        | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246550.09    | 0.15%             | 2024-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                   | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249899.60    | 0.15%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE    | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99308.64     | 0.06%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc        | Ally Financial Inc                                                              | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346774.12    | 0.21%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc   | CNO Financial Group Inc                                                         | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248247.93    | 0.15%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc            | Merck & Co Inc                                                                  | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239766.33    | 0.14%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO  | Florida Power & Light Co                                                        | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335416.45    | 0.20%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK     | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197788.43    | 0.12%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC              | Enbridge Inc                                                                    | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $43441.97     | 0.03%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc  | Willis North America Inc                                                        | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145989.19    | 0.09%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE       | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243200.00    | 0.14%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP               | Ameren Corp                                                                     | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478569.78    | 0.28%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT              | Linde Inc/CT                                                                    | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250459.08    | 0.15%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP  | Toyota Motor Credit Corp                                                        | CUSIP: 89236THU2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239251.28    | 0.14%             | 2024-01-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK     | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194108.11    | 0.12%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC     | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAC1<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240816.25    | 0.14%             | 2025-02-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG  | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200143.94    | 0.12%             | 2026-09-14      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC  | Microchip Technology Inc                                                        | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340110.77    | 0.20%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc     | Arrow Electronics Inc                                                           | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336537.22    | 0.20%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK     | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $483960.80    | 0.29%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC  | Lennox International Inc                                                        | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226515.03    | 0.13%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION   | Exxon Mobil Corp                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482025.94    | 0.29%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC         | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $478776.19    | 0.28%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP      | Bank of America Corp                                                            | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460507.97    | 0.27%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES     | Continental Resources Inc/OK                                                    | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277606.33    | 0.16%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE  | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198422.32    | 0.12%             | 2023-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC            | Lowe's Cos Inc                                                                  | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54235.21     | 0.03%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                | Weibo Corp                                                                      | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $242315.75    | 0.14%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON       | Southern California Edison Co                                                   | CUSIP: 842400HP1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63858.92     | 0.04%             | 2025-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC         | NatWest Group PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $260427.32    | 0.15%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $374228.89    | 0.22%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482147.58    | 0.29%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG  | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197098.41    | 0.12%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK    | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $195532.99    | 0.12%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BOEING CO                 | Boeing Co/The                                                                   | CUSIP: 097023BH7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143606.41    | 0.09%             | 2024-10-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC            | Amazon.com Inc                                                                  | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319919.59    | 0.19%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDM1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246076.65    | 0.15%             | 2024-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC  | Constellation Energy Generation LLC                                             | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239414.83    | 0.14%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC       | Dominion Energy Inc                                                             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241049.77    | 0.14%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc            | AutoNation Inc                                                                  | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $240112.26    | 0.14%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP       | FS KKR Capital Corp                                                             | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180656.22    | 0.11%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN   | Shell International Finance BV                                                  | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $332992.02    | 0.20%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN   | Shell International Finance BV                                                  | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $339458.45    | 0.20%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp   | John Deere Capital Corp                                                         | CUSIP: 24422EUE7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146130.55    | 0.09%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc          | Puget Energy Inc                                                                | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238012.74    | 0.14%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAE9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249690.32    | 0.15%             | 2023-01-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC         | General Mills Inc                                                               | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80227.48     | 0.05%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO             | J M Smucker Co/The                                                              | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242075.31    | 0.14%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                 | Aetna Inc                                                                       | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243023.65    | 0.14%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL          | Bank of Montreal                                                                | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $592481.65    | 0.35%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC         | HSBC Holdings PLC                                                               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208235.18    | 0.12%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO    | General Motors Financial Co Inc                                                 | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240921.69    | 0.14%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA    | Santander Holdings USA Inc                                                      | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244643.86    | 0.15%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL    | Marriott International Inc/MD                                                   | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240015.47    | 0.14%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY  | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $209884.41    | 0.12%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118628.85    | 0.07%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP      | Westpac Banking Corp                                                            | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $243733.96    | 0.14%             | 2025-08-26      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP    | Old Republic International Corp                                                 | CUSIP: 680223AJ3<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149217.27    | 0.09%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                | US Bancorp                                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96861.96     | 0.06%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial       | Synchrony Financial                                                             | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244415.38    | 0.14%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                 | Boeing Co/The                                                                   | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    335000 | PA      | $321173.73    | 0.19%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247396.79    | 0.15%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP        | Energy Transfer LP                                                              | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253756.11    | 0.15%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP           | McDonald's Corp                                                                 | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229491.46    | 0.14%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp  | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239790.92    | 0.14%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC          | Ryder System Inc                                                                | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237587.74    | 0.14%             | 2025-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE  | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243894.50    | 0.14%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155847.16    | 0.09%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA    | Santander Holdings USA Inc                                                      | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59608.20     | 0.04%             | 2026-09-09      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES     | Keysight Technologies Inc                                                       | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246348.61    | 0.15%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC    | Williams Cos Inc/The                                                            | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341114.06    | 0.20%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc       | Harley-Davidson Inc                                                             | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238026.32    | 0.14%             | 2025-07-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC             | Citigroup Inc                                                                   | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156989.00    | 0.09%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG  | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AD3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245443.32    | 0.15%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp            | Starbucks Corp                                                                  | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244640.95    | 0.15%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP         | Ares Capital Corp                                                               | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241477.28    | 0.14%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC    | UnitedHealth Group Inc                                                          | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125618.95    | 0.07%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO         | General Motors Co                                                               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356560.17    | 0.21%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP      | Boston Properties LP                                                            | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    350000 | PA      | $335032.25    | 0.20%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE    | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183184.67    | 0.11%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK    | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    375000 | PA      | $346071.99    | 0.21%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO    | General Motors Financial Co Inc                                                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243421.97    | 0.14%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc       | Gilead Sciences Inc                                                             | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339166.54    | 0.20%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY     | Wells Fargo & Co                                                                | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $722033.76    | 0.43%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hess Corp                 | Hess Corp                                                                       | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242867.82    | 0.14%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC       | PayPal Holdings Inc                                                             | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232312.75    | 0.14%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO             | DTE Energy Co                                                                   | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226660.49    | 0.13%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI     | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPL1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473545.12    | 0.28%             | 2025-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc    | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144966.87    | 0.09%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp      | Bank of America Corp                                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246293.57    | 0.15%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY  | Australia & New Zealand Banking Group Ltd/New York NY                           | CUSIP: 05253JAL5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $242800.47    | 0.14%             | 2025-11-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY         | Eversource Energy                                                               | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108789.30    | 0.06%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE  | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92896.13     | 0.06%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Legrand France SA         | Legrand France SA                                                               | CUSIP: 524671AA2<br>LEI: 969500TJLHIZLFRWEQ48 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108215.40    | 0.06%             | 2025-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK     | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $223394.20    | 0.13%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP            | Air Lease Corp                                                                  | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78320.88     | 0.05%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP        | Energy Transfer LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250707.47    | 0.15%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP        | Energy Transfer LP                                                              | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235656.33    | 0.14%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO       | American Express Co                                                             | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269544.89    | 0.16%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc               | PepsiCo Inc                                                                     | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243626.11    | 0.14%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON         | Johnson & Johnson                                                               | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226015.65    | 0.13%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    755000 | PA      | $704173.77    | 0.42%             | 2025-06-01      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA      | Royal Bank of Canada                                                            | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $465232.42    | 0.28%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    400000 | PA      | $388973.85    | 0.23%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP    | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $480806.57    | 0.29%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP      | Bank of America Corp                                                            | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488418.28    | 0.29%             | 2025-04-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE  | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224497.44    | 0.13%             | 2025-11-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                | Cigna Corp                                                                      | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342436.84    | 0.20%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC    | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65211.89     | 0.04%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART    | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    150000 | PA      | $144048.16    | 0.09%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                | Zoetis Inc                                                                      | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97001.50     | 0.06%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                   | BPCE SA                                                                         | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $344261.13    | 0.20%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA        | Banco Santander SA                                                              | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $234194.82    | 0.14%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC  | Packaging Corp of America                                                       | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341219.43    | 0.20%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP  | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEY4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    315000 | PA      | $291463.78    | 0.17%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES     | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $370475.41    | 0.22%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL     | Pinnacle West Capital Corp                                                      | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227843.38    | 0.14%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp     | Novartis Capital Corp                                                           | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245053.36    | 0.15%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA       | Bank of Nova Scotia/The                                                         | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $236381.26    | 0.14%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP   | John Deere Capital Corp                                                         | CUSIP: 24422EVX4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115591.74    | 0.07%             | 2024-01-10      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP  | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187712.33    | 0.11%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC  | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $245439.10    | 0.15%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP    | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCA5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $325017.14    | 0.19%             | 2026-05-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp         | Lam Research Corp                                                               | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244862.07    | 0.15%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO  | Capital One Financial Corp                                                      | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $407791.75    | 0.24%             | 2026-03-03      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE   | GSK Consumer Healthcare Capital UK PLC                                          | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $333140.87    | 0.20%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP       | American Tower Corp                                                             | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    250000 | PA      | $225913.00    | 0.13%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY            | Morgan Stanley                                                                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292892.18    | 0.17%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC         | HSBC Holdings PLC                                                               | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $227717.33    | 0.14%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP      | Bank of America Corp                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334559.71    | 0.20%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                | AbbVie Inc                                                                      | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197027.05    | 0.12%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc              | VeriSign Inc                                                                    | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199660.42    | 0.12%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc  | Constellation Brands Inc                                                        | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148988.65    | 0.09%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP     | PACCAR Financial Corp                                                           | CUSIP: 69371RR73<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96004.54     | 0.06%             | 2025-04-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC     | Entergy Louisiana LLC                                                           | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135067.09    | 0.08%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY            | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236613.01    | 0.14%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC              | Barclays PLC                                                                    | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $240369.00    | 0.14%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP    | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227895.93    | 0.14%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                 | WRKCo Inc                                                                       | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242000.52    | 0.14%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY     | Wells Fargo & Co                                                                | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232879.82    | 0.14%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD            | Aon Global Ltd                                                                  | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $244013.15    | 0.14%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC           | WW Grainger Inc                                                                 | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140934.77    | 0.08%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC  | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190171.70    | 0.11%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO  | Capital One Financial Corp                                                      | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147056.30    | 0.09%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP   | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246400.72    | 0.15%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY            | Morgan Stanley                                                                  | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $688605.12    | 0.41%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO    | General Motors Financial Co Inc                                                 | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106539.58    | 0.06%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148172.43    | 0.09%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP         | Toyota Motor Corp                                                               | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189805.20    | 0.11%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC               | Equifax Inc                                                                     | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232814.84    | 0.14%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP         | Ares Capital Corp                                                               | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230270.09    | 0.14%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC            | Home Depot Inc/The                                                              | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129494.28    | 0.08%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80726.14     | 0.05%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP  | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $619045.02    | 0.37%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY  | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251192.77    | 0.15%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II   | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $344625.59    | 0.20%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC    | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251807.85    | 0.15%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP  | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HEU2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90168.90     | 0.05%             | 2024-02-08      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc      | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAS8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239973.90    | 0.14%             | 2025-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC         | HSBC Holdings PLC                                                               | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $728938.94    | 0.43%             | 2025-12-09      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL    | Marriott International Inc/MD                                                   | CUSIP: 571903AW3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145191.40    | 0.09%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG  | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $223544.51    | 0.13%             | 2025-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC             | Citigroup Inc                                                                   | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237844.63    | 0.14%             | 2026-03-17      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley            | Morgan Stanley                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244366.72    | 0.14%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA      | Royal Bank of Canada                                                            | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $241798.75    | 0.14%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP      | Bank of America Corp                                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395717.19    | 0.23%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NIKE INC                  | NIKE Inc                                                                        | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143399.03    | 0.09%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp           | CVS Health Corp                                                                 | CUSIP: 126650CW8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246554.80    | 0.15%             | 2025-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO          | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346940.79    | 0.21%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO       | American Express Co                                                             | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735469.85    | 0.44%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC           | PerkinElmer Inc                                                                 | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231830.18    | 0.14%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP  | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    690000 | PA      | $642549.39    | 0.38%             | 2024-09-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC  | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246650.28    | 0.15%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                | VMware Inc                                                                      | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245379.11    | 0.15%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN  | Teledyne Technologies Inc                                                       | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189033.82    | 0.11%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP     | PACCAR Financial Corp                                                           | CUSIP: 69371RR24<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76133.94     | 0.05%             | 2024-02-02      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE  | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195312.42    | 0.12%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $253556.14    | 0.15%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES     | AvalonBay Communities Inc                                                       | CUSIP: 05348EAU3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    250000 | PA      | $243474.07    | 0.14%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc           | Tyson Foods Inc                                                                 | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246130.29    | 0.15%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK               | Truist Bank                                                                     | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240309.64    | 0.14%             | 2025-09-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group       | SVB Financial Group                                                             | CUSIP: 78486QAD3<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240238.54    | 0.14%             | 2025-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp         | SITE Centers Corp                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              |  | US        |    250000 | PA      | $236154.54    | 0.14%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS        | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238317.13    | 0.14%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIBRIA OVERSEAS FINANCE   | Fibria Overseas Finance Ltd                                                     | CUSIP: 31572UAG1<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $242930.00    | 0.14%             | 2025-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP             | Westlake Corp                                                                   | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232280.19    | 0.14%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY  | Australia & New Zealand Banking Group Ltd/New York NY                           | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251285.86    | 0.15%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO  | Capital One Financial Corp                                                      | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146597.74    | 0.09%             | 2025-05-09      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD               | Nutrien Ltd                                                                     | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $71500.68     | 0.04%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP   | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246417.29    | 0.15%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson         | Johnson & Johnson                                                               | CUSIP: 478160CJ1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96447.06     | 0.06%             | 2025-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP      | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $630968.09    | 0.37%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC  | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469594.75    | 0.28%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC       | Elevance Health Inc                                                             | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237508.31    | 0.14%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235756.21    | 0.14%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC         | HSBC Holdings PLC                                                               | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $240731.78    | 0.14%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                   | MPLX LP                                                                         | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496284.17    | 0.29%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP          | Ventas Realty LP                                                                | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    350000 | PA      | $331441.81    | 0.20%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY   | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $329239.87    | 0.20%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY            | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219311.95    | 0.13%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK    | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    290000 | PA      | $268295.02    | 0.16%             | 2024-02-02      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP       | Charles Schwab Corp/The                                                         | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194872.12    | 0.12%             | 2025-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK    | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $224910.09    | 0.13%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC         | HSBC Holdings PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $328937.77    | 0.20%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC    | Philip Morris International Inc                                                 | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241345.07    | 0.14%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL      | Edison International                                                            | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97944.40     | 0.06%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc               | Walmart Inc                                                                     | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486644.39    | 0.29%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY     | Wells Fargo & Co                                                                | CUSIP: 94974BGA2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242779.22    | 0.14%             | 2024-09-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc     | Quest Diagnostics Inc                                                           | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241125.01    | 0.14%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp           | CVS Health Corp                                                                 | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244200.12    | 0.14%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP          | BAT Capital Corp                                                                | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239381.57    | 0.14%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC         | Kinder Morgan Inc                                                               | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343563.42    | 0.20%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC  | Baxter International Inc                                                        | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465838.97    | 0.28%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE  | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $338640.68    | 0.20%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc               | PepsiCo Inc                                                                     | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239268.52    | 0.14%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                | AbbVie Inc                                                                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341409.62    | 0.20%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP     | General Dynamics Corp                                                           | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242454.17    | 0.14%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp     | General Dynamics Corp                                                           | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243780.56    | 0.14%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE   | Walt Disney Co/The                                                              | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238505.01    | 0.14%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories       | Abbott Laboratories                                                             | CUSIP: 002824BM1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343455.55    | 0.20%             | 2025-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE    | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    211000 | PA      | $207666.26    | 0.12%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III       | LYB International Finance III LLC                                               | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $312580.05    | 0.19%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc              | Avangrid Inc                                                                    | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239124.10    | 0.14%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp       | American Tower Corp                                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    400000 | PA      | $389452.17    | 0.23%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP      | Westpac Banking Corp                                                            | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $807190.16    | 0.48%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC      | WEC Energy Group Inc                                                            | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30024.52     | 0.02%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC               | ONE Gas Inc                                                                     | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    169000 | PA      | $162126.34    | 0.10%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340131.08    | 0.20%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp    | AmerisourceBergen Corp                                                          | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144636.33    | 0.09%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY            | Morgan Stanley                                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930123.11    | 0.55%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                | 3M Co                                                                           | CUSIP: 88579YBB6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245454.53    | 0.15%             | 2024-02-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC    | Roper Technologies Inc                                                          | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224233.91    | 0.13%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY            | Morgan Stanley                                                                  | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766814.16    | 0.45%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA       | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $165429.45    | 0.10%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $239069.59    | 0.14%             | 2025-11-26      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC    | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92238.78     | 0.05%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY          | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $232303.35    | 0.14%             | 2025-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds | BlackRock Liquidity Funds: T-Fund, Institutional Shares                         | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   3128908 | NS      | $3128907.63   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP               | Oracle Corp                                                                     | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330301.45    | 0.20%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO       | Sherwin-Williams Co/The                                                         | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88520.31     | 0.05%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    285000 | PA      | $262263.92    | 0.16%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA    | Santander Holdings USA Inc                                                      | CUSIP: 80282KBD7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145687.99    | 0.09%             | 2025-06-09      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA               | PNC Bank NA                                                                     | CUSIP: 05552JAA7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479726.09    | 0.28%             | 2024-08-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC            | Amazon.com Inc                                                                  | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241456.20    | 0.14%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP            | Air Lease Corp                                                                  | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249765.43    | 0.15%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR  | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $224318.77    | 0.13%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                 | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496621.40    | 0.29%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP     | PACCAR Financial Corp                                                           | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100553.03    | 0.06%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC     | Texas Instruments Inc                                                           | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50192.34     | 0.03%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC  | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $244142.32    | 0.14%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS    | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167469.07    | 0.10%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236040.29    | 0.14%             | 2024-04-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC        | Diageo Capital PLC                                                              | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $229477.84    | 0.14%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP      | Bank of America Corp                                                            | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1172559.04   | 0.70%             | 2025-04-22      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP     | Truist Financial Corp                                                           | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228921.71    | 0.14%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC  | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195883.89    | 0.12%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp         | Ralph Lauren Corp                                                               | CUSIP: 751212AC5<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243064.67    | 0.14%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP            | Brunswick Corp/DE                                                               | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231124.35    | 0.14%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244251.58    | 0.14%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp            | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483549.48    | 0.29%             | 2025-11-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                 | Apple Inc                                                                       | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491156.40    | 0.29%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP       | Fifth Third Bancorp                                                             | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237242.44    | 0.14%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC         | HSBC Holdings PLC                                                               | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $316202.89    | 0.19%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER  | Enterprise Products Operating LLC                                               | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194622.65    | 0.12%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236576.75    | 0.14%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC  | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $245496.45    | 0.15%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP     | Novartis Capital Corp                                                           | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235820.45    | 0.14%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP          | Black Hills Corp                                                                | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125983.63    | 0.07%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Owens Corning             | Owens Corning                                                                   | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147780.81    | 0.09%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY    | ConocoPhillips Co                                                               | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190251.73    | 0.11%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484031.15    | 0.29%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP   | Simon Property Group LP                                                         | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    250000 | PA      | $239683.59    | 0.14%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC          | T-Mobile USA Inc                                                                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481285.86    | 0.29%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE    | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106332.56    | 0.06%             | 2025-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBF3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195648.94    | 0.12%             | 2025-06-13      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK    | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $238859.88    | 0.14%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND    | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAB4<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142426.95    | 0.08%             | 2025-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| E.I. DU PONT DE NEMOURS   | EI du Pont de Nemours and Co                                                    | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231134.38    | 0.14%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $699542.46    | 0.41%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY            | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    555000 | PA      | $511254.32    | 0.30%             | 2025-10-21      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG    | Credit Suisse Group AG                                                          | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $225203.94    | 0.13%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO          | Genuine Parts Co                                                                | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233613.55    | 0.14%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                | Cigna Corp                                                                      | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94933.93     | 0.06%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Apple Inc                 | Apple Inc                                                                       | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338477.51    | 0.20%             | 2025-05-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY            | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339419.25    | 0.20%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471753.52    | 0.28%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP       | Charles Schwab Corp/The                                                         | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380333.05    | 0.23%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO       | American Express Co                                                             | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151150.38    | 0.09%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC     | Texas Instruments Inc                                                           | CUSIP: 882508BH6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140169.40    | 0.08%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp     | Northrop Grumman Corp                                                           | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95977.64     | 0.06%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC     | Republic Services Inc                                                           | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $335617.91    | 0.20%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC            | Lowe's Cos Inc                                                                  | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245351.29    | 0.15%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp        | Realty Income Corp                                                              | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $196121.72    | 0.12%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231636.57    | 0.14%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO    | General Motors Financial Co Inc                                                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125599.78    | 0.07%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CME Group Inc             | CME Group Inc                                                                   | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145060.65    | 0.09%             | 2025-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC               | Walmart Inc                                                                     | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118298.79    | 0.07%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $268117.25    | 0.16%             | 2025-01-24      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    315000 | PA      | $290916.08    | 0.17%             | 2025-08-09      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY     | Wells Fargo & Co                                                                | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290678.95    | 0.17%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL   | Honeywell International Inc                                                     | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323867.99    | 0.19%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION  | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150324.12    | 0.09%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE   | Walt Disney Co/The                                                              | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242360.37    | 0.14%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Stryker Corp              | Stryker Corp                                                                    | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241822.20    | 0.14%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lennar Corp               | Lennar Corp                                                                     | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345503.25    | 0.20%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC       | Elevance Health Inc                                                             | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146757.29    | 0.09%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp     | Novartis Capital Corp                                                           | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239918.02    | 0.14%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP            | Air Lease Corp                                                                  | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139772.33    | 0.08%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US Bancorp                | US Bancorp                                                                      | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245641.42    | 0.15%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                | Cigna Corp                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244530.08    | 0.14%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE  | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2V8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243109.01    | 0.14%             | 2025-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                  | International Business Machines Corp                                            | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291918.49    | 0.17%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                  | EQT Corp                                                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59790.27     | 0.04%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP    | Boardwalk Pipelines LP                                                          | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494335.83    | 0.29%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp               | Exelon Corp                                                                     | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244382.31    | 0.14%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP     | Truist Financial Corp                                                           | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240369.43    | 0.14%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS               | BNP Paribas SA                                                                  | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $244606.96    | 0.15%             | 2024-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC   | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188607.09    | 0.11%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP     | PACCAR Financial Corp                                                           | CUSIP: 69371RR40<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130474.31    | 0.08%             | 2024-08-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc    | Chubb INA Holdings Inc                                                          | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244811.47    | 0.15%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD        | Honda Motor Co Ltd                                                              | CUSIP: 438127AA0<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    165000 | PA      | $156271.09    | 0.09%             | 2025-03-10      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE  | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $264914.44    | 0.16%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc  | Ameriprise Financial Inc                                                        | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239677.90    | 0.14%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP   | John Deere Capital Corp                                                         | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53407.57     | 0.03%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC         | Cisco Systems Inc                                                               | CUSIP: 17275RAW2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243180.21    | 0.14%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49274.96     | 0.03%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE    | American Honda Finance Corp                                                     | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316033.59    | 0.19%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC             | Citigroup Inc                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473714.88    | 0.28%             | 2026-04-08      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP   | John Deere Capital Corp                                                         | CUSIP: 24422EWM7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110062.86    | 0.07%             | 2024-10-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                   | HCA Inc                                                                         | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248682.74    | 0.15%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI       | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252997.76    | 0.15%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP               | NVIDIA Corp                                                                     | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236024.60    | 0.14%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC       | Nomura Holdings Inc                                                             | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $330730.67    | 0.20%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC  | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237946.00    | 0.14%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC  | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242879.29    | 0.14%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC         | HSBC Holdings PLC                                                               | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $243147.27    | 0.14%             | 2025-03-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC          | Crown Castle Inc                                                                | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    250000 | PA      | $241566.74    | 0.14%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148061.81    | 0.09%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                 | Amgen Inc                                                                       | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234744.33    | 0.14%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC           | Chevron USA Inc                                                                 | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344284.08    | 0.20%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    365000 | PA      | $356419.30    | 0.21%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK     | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $228290.20    | 0.14%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Magna International Inc   | Magna International Inc                                                         | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $244493.81    | 0.14%             | 2024-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO    | General Motors Financial Co Inc                                                 | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    345000 | PA      | $327769.38    | 0.19%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA  | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    140000 | PA      | $137623.54    | 0.08%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE  | Caterpillar Financial Services Corp                                             | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477382.76    | 0.28%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp            | Microsoft Corp                                                                  | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343944.33    | 0.20%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP  | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKF1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116714.85    | 0.07%             | 2025-08-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC    | UnitedHealth Group Inc                                                          | CUSIP: 91324PEB4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155763.79    | 0.09%             | 2024-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                   | KeyCorp                                                                         | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44055.27     | 0.03%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp            | Microsoft Corp                                                                  | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240368.90    | 0.14%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES   | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $232818.78    | 0.14%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC      | WEC Energy Group Inc                                                            | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118481.16    | 0.07%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                 | Apple Inc                                                                       | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $316017.02    | 0.19%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP       | Emera US Finance LP                                                             | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $326826.68    | 0.19%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING     | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $241882.49    | 0.14%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC          | Berry Global Inc                                                                | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236959.19    | 0.14%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| KLA Corp                  | KLA Corp                                                                        | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249421.81    | 0.15%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC            | Home Depot Inc/The                                                              | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242590.64    | 0.14%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC               | Equinix Inc                                                                     | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    350000 | PA      | $313334.73    | 0.19%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds | BlackRock Liquidity Funds: T-Fund, Institutional Shares                         | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    511995 | NS      | $511994.85    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KEY BANK NA               | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244493.07    | 0.14%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220763.42    | 0.13%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                | Nucor Corp                                                                      | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232883.09    | 0.14%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV              | ING Groep NV                                                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $240777.81    | 0.14%             | 2026-03-28      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY     | Wells Fargo & Co                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $882859.10    | 0.52%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP   | John Deere Capital Corp                                                         | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157635.13    | 0.09%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Barclays PLC              | Barclays PLC                                                                    | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $727692.00    | 0.43%             | 2025-05-07      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC              | Enbridge Inc                                                                    | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $236706.46    | 0.14%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP               | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71644.92     | 0.04%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO             | DTE Energy Co                                                                   | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147550.15    | 0.09%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| ING Groep NV              | ING Groep NV                                                                    | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $244665.91    | 0.15%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co   | Becton Dickinson and Co                                                         | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487949.74    | 0.29%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC  | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $242112.79    | 0.14%             | 2025-07-09      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC           | Chevron USA Inc                                                                 | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226175.85    | 0.13%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| TARGET CORP               | Target Corp                                                                     | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332338.05    | 0.20%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp     | Owl Rock Capital Corp                                                           | CUSIP: 69121KAA2<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345254.71    | 0.20%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc             | Citigroup Inc                                                                   | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242546.67    | 0.14%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO               | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163034.59    | 0.10%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK    | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $33615.71     | 0.02%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144321.02    | 0.09%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP      | Bank of America Corp                                                            | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383676.35    | 0.23%             | 2025-02-04      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP       | Charles Schwab Corp/The                                                         | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244311.10    | 0.14%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC       | Quanta Services Inc                                                             | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230391.58    | 0.14%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                | Humana Inc                                                                      | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147080.08    | 0.09%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY  | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $143410.43    | 0.09%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY   | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $93422.70     | 0.06%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II      | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $238380.72    | 0.14%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                | Fiserv Inc                                                                      | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338311.47    | 0.20%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP            | TD SYNNEX Corp                                                                  | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232334.24    | 0.14%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp               | Oracle Corp                                                                     | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474822.89    | 0.28%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA       | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAC2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $289777.82    | 0.17%             | 2024-03-11      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP    | Boston Scientific Corp                                                          | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233576.48    | 0.14%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK    | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $139993.33    | 0.08%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS  | Public Service Enterprise Group Inc                                             | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483145.72    | 0.29%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO    | General Motors Financial Co Inc                                                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331786.36    | 0.20%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC            | Amazon.com Inc                                                                  | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    285000 | PA      | $268589.30    | 0.16%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP       | American International Group Inc                                                | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    233000 | PA      | $219563.08    | 0.13%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP     | Truist Financial Corp                                                           | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340606.56    | 0.20%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY     | Wells Fargo & Co                                                                | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    295000 | PA      | $286973.19    | 0.17%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION         | Sysco Corp                                                                      | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242172.75    | 0.14%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President