# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001410368-26-020100
**Filing Date:** 2026-2
**Character Count:** 156242
**Document Hash:** e40a99227536382b5132d2fcaef4710f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020100.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020100

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 26689962

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STREETTRACKS SERIES TRUST
- **DATE OF NAME CHANGE:** 20000925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INDEX EXCHANGE LISTED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19980622

## Series and Classes Contracts Data

### State Street(R) SPDR(R) MarketAxess Investment Grade 400 Corporate Bond ETF (Series ID: S000075434)

| Class ID   | Class Name                                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000234530 | State Street(R) SPDR(R) MarketAxess Investment Grade 400 Corporate Bond ETF | LQIG            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SPDR SERIES TRUST

- **b. Investment Company Act file number:** 811-08839

- **c. CIK number of Registrant:** 0001064642

- **d. LEI of Registrant:** 5493004JVD6CQEEJSS37

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

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** State Street(R) SPDR(R) MarketAxess Investment Grade 400 Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000075434

- **c. LEI of Series:** 9845008DB8F98965BE67

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $19282656.33

**Total Liabilities:** $102383.15

**Net Assets:** $19180273.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19.94000000 | **1-Year:** -887.40000000 | **5-Year:** -3757.45000000 | **10-Year:** -6089.90000000 | **30-Year:** -4576.67000000

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

- **3-Month:** -0.09000000 | **1-Year:** -3.57000000 | **5-Year:** -12.82000000 | **10-Year:** -24.01000000 | **30-Year:** -0.76000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000234530 | 0.30%                | 0.97%                | -0.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $99999.15                | $-110472.33                                |
| Month 2  | $6129.95                 | $101959.90                                 |
| Month 3  | $5550.82                 | $-205284.11                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60165.84     | 0.31%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53318.48     | 0.28%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48747.02     | 0.25%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     71000 | PA      | $50142.26     | 0.26%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    129000 | PA      | $86800.23     | 0.45%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    146000 | PA      | $97586.40     | 0.51%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $82827.88     | 0.43%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     52000 | PA      | $44401.14     | 0.23%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    117000 | PA      | $80885.96     | 0.42%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68512.88     | 0.36%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES          | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59553.21     | 0.31%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33567.36     | 0.18%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     78000 | PA      | $69874.58     | 0.36%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    117000 | PA      | $96865.82     | 0.51%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    206000 | PA      | $212181.24    | 1.11%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                   | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52719.55     | 0.27%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     64000 | PA      | $62061.38     | 0.32%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     88000 | PA      | $81404.31     | 0.42%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Navigator Securities Lending Portfolio II                          | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    100902 | NS      | $100902.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC             | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16285.46     | 0.08%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC             | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41343.76     | 0.22%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC             | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58117.33     | 0.30%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC             | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     84000 | PA      | $74398.72     | 0.39%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC               | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31284.49     | 0.16%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC               | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     68000 | PA      | $56098.03     | 0.29%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC               | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     69000 | PA      | $62426.23     | 0.33%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC               | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     66000 | PA      | $44526.37     | 0.23%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31320.39     | 0.16%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP          | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     32000 | PA      | $31537.28     | 0.16%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                    | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42110.65     | 0.22%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                    | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55279.26     | 0.29%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                    | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40498.89     | 0.21%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                    | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    138000 | PA      | $143128.77    | 0.75%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                    | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54485.68     | 0.28%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                    | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81679.22     | 0.43%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                    | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48052.29     | 0.25%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $82405.06     | 0.43%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV      | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $168095.97    | 0.88%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR     | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5187.46      | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR     | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78166.61     | 0.41%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR     | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56327.76     | 0.29%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR     | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53085.97     | 0.28%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR     | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52813.40     | 0.28%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                    | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32206.67     | 0.17%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                    | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     83000 | PA      | $76538.78     | 0.40%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                    | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     61000 | PA      | $54497.03     | 0.28%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                    | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     61000 | PA      | $37991.47     | 0.20%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD     | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     31000 | PA      | $20012.45     | 0.10%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO      | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26339.66     | 0.14%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO      | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25036.47     | 0.13%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC              | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $62931.77     | 0.33%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC              | BAE Systems PLC                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     34000 | PA      | $35270.82     | 0.18%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP             | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45229.70     | 0.24%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP             | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41654.05     | 0.22%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP             | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23099.23     | 0.12%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD     | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     49000 | PA      | $46765.55     | 0.24%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD     | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     34000 | PA      | $35401.45     | 0.18%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL      | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24728.65     | 0.13%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140389.44    | 0.73%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92734.16     | 0.48%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     31000 | PA      | $22944.40     | 0.12%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79978.14     | 0.42%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97946.20     | 0.51%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53151.85     | 0.28%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    122000 | PA      | $126098.10    | 0.66%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    103000 | PA      | $107528.91    | 0.56%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG     | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21805.46     | 0.11%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN       | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12569.78     | 0.07%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN       | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     73000 | PA      | $47179.46     | 0.25%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN       | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     54000 | PA      | $41792.81     | 0.22%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                  | BNP Paribas SA                                                                  | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     45000 | PA      | $47298.69     | 0.25%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                    | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64547.22     | 0.34%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                    | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96883.49     | 0.51%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                    | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68076.57     | 0.35%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                    | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84341.84     | 0.44%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                    | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38484.84     | 0.20%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     66000 | PA      | $73148.59     | 0.38%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     36000 | PA      | $40569.95     | 0.21%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     26000 | PA      | $29630.64     | 0.15%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA       | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40287.44     | 0.21%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA       | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19657.95     | 0.10%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA       | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     47000 | PA      | $30066.18     | 0.16%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA       | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26279.20     | 0.14%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA       | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     41000 | PA      | $31306.74     | 0.16%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA       | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36497.40     | 0.19%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA       | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43650.29     | 0.23%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA       | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62114.53     | 0.32%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO      | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     67000 | PA      | $54949.45     | 0.29%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO      | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60267.76     | 0.31%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                 | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     63000 | PA      | $54401.26     | 0.28%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                 | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47631.02     | 0.25%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE     | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $22691.76     | 0.12%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE     | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34590.61     | 0.18%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE              | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69642.74     | 0.36%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE              | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56360.30     | 0.29%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP              | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     68000 | PA      | $61645.94     | 0.32%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP              | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96330.43     | 0.50%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP              | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     91000 | PA      | $86216.13     | 0.45%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP              | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    156000 | PA      | $138079.03    | 0.72%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY     | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $31527.20     | 0.16%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY     | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $17323.59     | 0.09%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO     | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29853.57     | 0.16%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     52000 | PA      | $51222.50     | 0.27%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP          | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36765.77     | 0.19%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP          | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24320.94     | 0.13%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP          | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17016.25     | 0.09%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC              | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27043.02     | 0.14%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                 | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66011.07     | 0.34%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $71953.53     | 0.38%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $33175.21     | 0.17%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS     | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54581.30     | 0.28%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS     | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35067.09     | 0.18%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC          | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30983.76     | 0.16%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC          | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29091.86     | 0.15%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                 | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $29712.16     | 0.15%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC       | Chubb INA Holdings LLC                                                          | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32796.74     | 0.17%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52338.26     | 0.27%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113110.18    | 0.59%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63096.79     | 0.33%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57248.48     | 0.30%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60155.80     | 0.31%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93477.38     | 0.49%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86135.26     | 0.45%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57808.04     | 0.30%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     96000 | PA      | $102190.18    | 0.53%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28240.13     | 0.15%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE             | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27155.94     | 0.14%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE             | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35165.84     | 0.18%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72404.42     | 0.38%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     88000 | PA      | $51752.80     | 0.27%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $64925.67     | 0.34%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                 | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     73000 | PA      | $39699.23     | 0.21%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS               | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     26000 | PA      | $29272.39     | 0.15%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY       | ConocoPhillips Co                                                               | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30611.55     | 0.16%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC     | Corebridge Financial Inc                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29497.21     | 0.15%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP        | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30850.21     | 0.16%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     89000 | PA      | $88240.65     | 0.46%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                 | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     41840 | PA      | $38888.73     | 0.20%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA         | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $35588.25     | 0.19%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31846.08     | 0.17%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC       | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20514.74     | 0.11%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC       | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32235.67     | 0.17%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE      | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37344.90     | 0.19%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC          | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32844.48     | 0.17%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP             | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $22057.86     | 0.12%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EATON CORP                   | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24657.33     | 0.13%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                 | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $45370.33     | 0.24%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP           | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32587.67     | 0.17%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP           | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26363.83     | 0.14%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP           | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34195.43     | 0.18%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP           | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28791.11     | 0.15%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP           | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22408.88     | 0.12%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP           | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33615.88     | 0.18%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP           | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41745.35     | 0.22%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER     | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29183.46     | 0.15%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER     | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60830.40     | 0.32%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                  | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     30000 | PA      | $28937.52     | 0.15%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION      | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45334.89     | 0.24%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION      | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27601.26     | 0.14%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION      | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24488.95     | 0.13%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION      | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     52000 | PA      | $37454.66     | 0.20%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION      | Exxon Mobil Corp                                                                | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46944.05     | 0.24%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC           | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50519.35     | 0.26%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC           | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58807.16     | 0.31%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC           | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47590.04     | 0.25%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                   | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46477.62     | 0.24%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY           | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39668.45     | 0.21%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY           | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39730.05     | 0.21%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY           | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78446.14     | 0.41%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC     | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34005.64     | 0.18%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC     | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51426.73     | 0.27%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC     | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21363.03     | 0.11%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC     | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44069.48     | 0.23%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC         | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36951.43     | 0.19%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO            | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28533.65     | 0.15%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36280.27     | 0.19%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19828.50     | 0.10%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36074.31     | 0.19%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73521.95     | 0.38%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55921.97     | 0.29%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49773.75     | 0.26%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    109000 | PA      | $122119.89    | 0.64%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68171.84     | 0.36%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     62000 | PA      | $56629.62     | 0.30%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     83000 | PA      | $74468.93     | 0.39%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68897.36     | 0.36%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     83000 | PA      | $76567.00     | 0.40%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62657.47     | 0.33%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                      | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49056.39     | 0.26%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $45949.31     | 0.24%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     58000 | PA      | $58555.81     | 0.31%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     63000 | PA      | $62307.50     | 0.32%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     48000 | PA      | $49263.02     | 0.26%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     63000 | PA      | $57732.00     | 0.30%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $47760.83     | 0.25%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $95176.98     | 0.50%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     59000 | PA      | $64843.24     | 0.34%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $46575.27     | 0.24%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20633.70     | 0.11%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO               | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34120.66     | 0.18%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC               | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     58000 | PA      | $62917.65     | 0.33%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC               | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22936.58     | 0.12%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC               | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32920.67     | 0.17%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC               | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26520.06     | 0.14%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC               | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21278.22     | 0.11%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC               | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     29000 | PA      | $21251.46     | 0.11%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC               | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20485.54     | 0.11%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC               | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43224.66     | 0.23%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD           | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25333.88     | 0.13%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL      | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27135.82     | 0.14%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL      | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28583.04     | 0.15%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL      | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24670.13     | 0.13%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                     | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47104.99     | 0.25%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                     | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     66000 | PA      | $53377.96     | 0.28%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     34000 | PA      | $35013.95     | 0.18%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     24000 | PA      | $25071.36     | 0.13%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68372.28     | 0.36%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79658.33     | 0.42%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     69000 | PA      | $49170.44     | 0.26%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     68000 | PA      | $62512.47     | 0.33%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70922.25     | 0.37%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86765.20     | 0.45%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93719.79     | 0.49%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41369.08     | 0.22%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    104000 | PA      | $109426.41    | 0.57%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72584.68     | 0.38%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO     | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     26000 | PA      | $28718.01     | 0.15%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC            | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34945.38     | 0.18%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC            | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31945.35     | 0.17%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO         | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41463.55     | 0.22%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO         | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23930.58     | 0.12%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                    | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33275.42     | 0.17%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                    | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38290.44     | 0.20%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                    | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31538.40     | 0.16%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC            | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32357.96     | 0.17%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC               | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5739.05      | 0.03%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC               | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48672.50     | 0.25%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC               | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     51000 | PA      | $40290.41     | 0.21%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC               | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59393.57     | 0.31%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC               | Lowe's Cos Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69763.26     | 0.36%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36612.56     | 0.19%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31529.46     | 0.16%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25567.38     | 0.13%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                      | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25230.00     | 0.13%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARS INC                     | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111524.38    | 0.58%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                     | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    103000 | PA      | $106351.31    | 0.55%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                     | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84426.63     | 0.44%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                     | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64728.77     | 0.34%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                     | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79126.48     | 0.41%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC     | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38422.56     | 0.20%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC     | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35526.68     | 0.19%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC     | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27071.86     | 0.14%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL       | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31814.34     | 0.17%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP              | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37542.88     | 0.20%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP              | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     29000 | PA      | $21428.16     | 0.11%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP               | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    121000 | PA      | $74353.77     | 0.39%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP               | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     67000 | PA      | $38612.57     | 0.20%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP               | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    115000 | PA      | $75820.54     | 0.40%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG     | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11975.41     | 0.06%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE        | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29044.98     | 0.15%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63419.27     | 0.33%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72962.03     | 0.38%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53692.20     | 0.28%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     68000 | PA      | $60494.02     | 0.32%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63962.92     | 0.33%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75334.25     | 0.39%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50664.80     | 0.26%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59618.46     | 0.31%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15793.31     | 0.08%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101617.20    | 0.53%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34787.62     | 0.18%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK      | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71035.65     | 0.37%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC          | Nestle Holdings Inc                                                             | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32679.96     | 0.17%             | 2048-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL       | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59866.17     | 0.31%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL       | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26689.26     | 0.14%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NIKE INC                     | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26738.80     | 0.14%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NIKE INC                     | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     28000 | PA      | $20123.32     | 0.10%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                 | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29025.03     | 0.15%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP        | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39493.80     | 0.21%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP        | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     38000 | PA      | $30653.04     | 0.16%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR     | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37303.25     | 0.19%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR     | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30128.53     | 0.16%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                    | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32987.44     | 0.17%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                    | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35795.30     | 0.19%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                    | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21842.35     | 0.11%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                    | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30876.98     | 0.16%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     63000 | PA      | $43973.75     | 0.23%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     78000 | PA      | $72080.74     | 0.38%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     58000 | PA      | $43141.39     | 0.22%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     87000 | PA      | $54400.67     | 0.28%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     69000 | PA      | $42445.56     | 0.22%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     63000 | PA      | $41621.83     | 0.22%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    188000 | PA      | $168845.24    | 0.88%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72048.00     | 0.38%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                  | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44535.90     | 0.23%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| OTIS WORLDWIDE CORP          | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22497.96     | 0.12%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES       | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52903.17     | 0.28%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES       | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     42000 | PA      | $47613.64     | 0.25%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC       | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27034.47     | 0.14%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC       | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     16000 | PA      | $10837.12     | 0.06%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC       | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59835.90     | 0.31%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC       | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67938.56     | 0.35%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC       | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39372.93     | 0.21%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC       | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26686.30     | 0.14%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                   | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41210.71     | 0.21%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER      | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     57000 | PA      | $57761.92     | 0.30%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER      | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     73000 | PA      | $74553.59     | 0.39%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER      | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     92000 | PA      | $93176.86     | 0.49%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER      | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    118000 | PA      | $113894.90    | 0.59%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER      | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    107000 | PA      | $101820.45    | 0.53%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER      | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     82000 | PA      | $76458.44     | 0.40%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC       | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17597.33     | 0.09%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC       | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50238.96     | 0.26%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC       | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52829.73     | 0.28%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                     | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     36000 | PA      | $39764.77     | 0.21%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC        | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41466.43     | 0.22%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC        | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     29000 | PA      | $29844.77     | 0.16%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC        | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     34000 | PA      | $35119.28     | 0.18%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC        | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     34000 | PA      | $34833.92     | 0.18%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES      | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     34000 | PA      | $34633.05     | 0.18%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES      | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     30000 | PA      | $30849.24     | 0.16%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES      | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     70000 | PA      | $71636.60     | 0.37%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION     | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40042.20     | 0.21%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION     | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25133.70     | 0.13%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32192.40     | 0.17%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27304.88     | 0.14%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      7000 | PA      | $6603.42      | 0.03%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                                  | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      8000 | PA      | $7599.44      | 0.04%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC         | Shell Finance US Inc                                                            | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $77717.81     | 0.41%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV           | Siemens Funding BV                                                              | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |     24000 | PA      | $24938.93     | 0.13%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON          | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26401.52     | 0.14%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                  | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33892.96     | 0.18%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     51000 | PA      | $49032.06     | 0.26%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     35000 | PA      | $37416.37     | 0.20%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP           | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14421.10     | 0.08%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    138000 | PA      | $114148.63    | 0.60%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    106000 | PA      | $104366.33    | 0.54%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC             | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     44000 | PA      | $29718.00     | 0.15%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA     | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     36000 | PA      | $35009.86     | 0.18%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP           | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     24000 | PA      | $16676.04     | 0.09%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC          | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44786.75     | 0.23%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE        | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     29000 | PA      | $32068.23     | 0.17%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                     | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     91000 | PA      | $82514.16     | 0.43%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                     | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63238.20     | 0.33%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC       | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51264.51     | 0.27%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP           | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33123.75     | 0.17%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97861.75     | 0.51%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24831.08     | 0.13%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     59000 | PA      | $42282.82     | 0.22%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $49787.36     | 0.26%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     43000 | PA      | $25725.91     | 0.13%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     81000 | PA      | $57802.82     | 0.30%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96071.12     | 0.50%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     82000 | PA      | $64444.87     | 0.34%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48567.37     | 0.25%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     11420 | NS      | $11419.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP           | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     31000 | PA      | $31255.66     | 0.16%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VISA INC                     | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59595.34     | 0.31%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                  | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53546.34     | 0.28%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                  | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31641.40     | 0.16%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                  | Walmart Inc                                                                     | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50940.08     | 0.27%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                  | Walmart Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23090.60     | 0.12%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                  | Walmart Inc                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14436.28     | 0.08%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC         | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28508.20     | 0.15%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14285.12     | 0.07%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    108000 | PA      | $99326.74     | 0.52%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     59000 | PA      | $46014.45     | 0.24%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35515.79     | 0.19%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47697.84     | 0.25%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71211.84     | 0.37%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    139000 | PA      | $144849.12    | 0.76%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    143000 | PA      | $148114.82    | 0.77%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60958.12     | 0.32%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77490.00     | 0.40%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC       | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21954.02     | 0.11%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-16

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer