# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001004726-26-005650
**Filing Date:** 2026-6
**Character Count:** 717809
**Document Hash:** fbd5787620cee3d9b77588bdf6a08a70
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005650.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0001004726-26-005650

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23580
- **FILM NUMBER:** 261133247

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

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

## Series and Classes Contracts Data

### Dimensional Short-Duration Fixed Income ETF (Series ID: S000073560)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000230562 | Dimensional Short-Duration Fixed Income ETF | DFSD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Austin

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** Dimensional Short-Duration Fixed Income ETF

- **b. EDGAR series identifier (if any):** S000073560

- **c. LEI of Series:** 5493004GXUIHGBBELJ26

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6738104816.24

**Total Liabilities:** $156225882.08

**Net Assets:** $6581878934.16

**Cash Not Reported:** $15031955.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7887.13113575 | **1-Year:** -691045.75600167 | **5-Year:** -1170566.09022054 | **10-Year:** 0.00000001 | **30-Year:** 0.00000001

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230562 | 0.70%                | -1.01%               | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1823923.17             | $21076277.58                               |
| Month 2  | $-2460208.34             | $-117669622.79                             |
| Month 3  | $5056917.54              | $21530767.10                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                   | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  12143000 | PA      | $12168743.16  | 0.18%             | 2028-07-07      | Floating      | 4.40%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                   | CUSIP: 00084DBK5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    470000 | PA      | $461950.23    | 0.01%             | 2031-02-26      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                   | CUSIP: 00084EAP3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $245718.21    | 0.00%             | 2031-02-26      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| AEP TEXAS INC.                                                                           | AEP TEXAS INC                                      | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90767.71     | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| THE AES CORPORATION                                                                      | AES CORP THE                                       | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4007110.14   | 0.06%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| THE AES CORPORATION                                                                      | AES CORP THE                                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1095855.60   | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ANZ NEW ZEALAND (INT'L) LIMITED                                                          | ANZ NEW ZEALAND INTL LDN                           | CUSIP: 00182EBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5394000 | PA      | $5518827.84   | 0.08%             | 2028-08-14      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: —       |
| ASB BANK LIMITED                                                                         | ASB BANK LTD                                       | CUSIP: 00216LAF0<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    222000 | PA      | $225871.36    | 0.00%             | 2027-11-29      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                                | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2851267.44   | 0.04%             | 2028-01-30      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                                | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   6588000 | PA      | $5854822.27   | 0.09%             | 2030-06-30      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                                                              | ABBVIE INC                                         | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    657000 | PA      | $632221.33    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                                                              | ABBVIE INC                                         | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255145.71    | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                                                              | ABBVIE INC                                         | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1081702.83   | 0.02%             | 2030-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                                                              | ABBVIE INC                                         | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1584448.30   | 0.02%             | 2031-03-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                   | CHUBB INA HOLDINGS INC                             | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50994.50     | 0.00%             | 2026-05-03      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC.                                                                   | ACCENTURE CAPITAL INC                              | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |  48967000 | PA      | $48582323.57  | 0.74%             | 2029-10-04      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| ACUITY BRANDS LIGHTING, INC.                                                             | ACUITY BRANDS LIGHTING INC                         | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    318000 | PA      | $284565.95    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1124000 | PA      | $1112014.83   | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1300000 | PA      | $1285755.89   | 0.02%             | 2028-01-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAR6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $701124.63    | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    718000 | PA      | $712166.44    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1860000 | PA      | $1792260.88   | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    927000 | PA      | $948895.40    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MBL8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   4527000 | PA      | $4518732.88   | 0.07%             | 2029-09-10      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Banque africaine de developpement                                                        | AFRICAN DEVELOPMENT BANK                           | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              |  | CI        |   3200000 | PA      | $3179369.47   | 0.05%             | 2026-07-22      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Banque africaine de developpement                                                        | AFRICAN DEVELOPMENT BANK                           | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              |  | CI        |    240000 | PA      | $236292.49    | 0.00%             | 2029-09-18      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                                                         | AIR PRODUCTS AND CHEMICALS INC                     | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2600641.36   | 0.04%             | 2030-05-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                                                         | AIR PRODUCTS AND CHEMICALS INC                     | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253032.09    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LIMITED                                                                        | AIRCASTLE LTD                                      | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $387951.87    | 0.01%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LIMITED                                                                        | AIRCASTLE LTD                                      | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1873000 | PA      | $1937844.51   | 0.03%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LIMITED                                                                        | AIRCASTLE LTD                                      | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  10642000 | PA      | $10933466.82  | 0.17%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| AIRCASTLE LIMITED                                                                        | AIRCASTLE LTD AIRCASTLE IRELAND DAC                | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   3556000 | PA      | $3554047.26   | 0.05%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| AKER BP ASA                                                                              | AKER BP ASA                                        | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  31067000 | PA      | $29938732.30  | 0.45%             | 2030-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| AKER BP ASA                                                                              | AKER BP ASA                                        | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2316000 | PA      | $2224256.41   | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| AKER BP ASA                                                                              | AKER BP ASA                                        | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   6132000 | PA      | $6246651.84   | 0.09%             | 2028-06-13      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Aktiebolaget Svensk Exportkredit                                                         | SVENSK EXPORTKREDIT AB                             | CUSIP: 01021NAF9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              |  | SE        |    960000 | PA      | $947577.64    | 0.01%             | 2030-07-29      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Alabama Power Company                                                                    | ALABAMA POWER CO                                   | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    850000 | PA      | $749396.70    | 0.01%             | 2030-09-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                        | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1798361.38   | 0.03%             | 2030-09-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                                                      | PROVINCE OF ALBERTA CANADA                         | CUSIP: 013051EG8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |   2000000 | PA      | $1401160.83   | 0.02%             | 2030-06-01      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| RIO TINTO ALCAN INC.                                                                     | RIO TINTO ALCAN INC                                | CUSIP: 013716AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    300000 | PA      | $334014.96    | 0.01%             | 2031-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                    | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2099440.81   | 0.03%             | 2030-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                            | ALIMENTATION COUCHE TARD INC                       | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    114250 | PA      | $113030.47    | 0.00%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                                                          | ALLEGION PLC                                       | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    202000 | PA      | $194619.24    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| THE ALLSTATE CORPORATION                                                                 | ALLSTATE CORP THE                                  | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    849000 | PA      | $739423.06    | 0.01%             | 2030-12-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| THE ALLSTATE CORPORATION                                                                 | ALLSTATE CORP THE                                  | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   8807000 | PA      | $8972602.07   | 0.14%             | 2029-06-24      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                                 | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   6245000 | PA      | $5894977.87   | 0.09%             | 2028-11-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                                            | ALPHABET INC                                       | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   9320000 | PA      | $8194034.77   | 0.12%             | 2030-08-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                                            | ALPHABET INC                                       | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2754634.78   | 0.04%             | 2030-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                                            | ALPHABET INC                                       | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7135000 | PA      | $7074255.54   | 0.11%             | 2030-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119573.81    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                     | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   6923000 | PA      | $6187505.88   | 0.09%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: —       |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                     | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3588000 | PA      | $3418795.70   | 0.05%             | 2028-05-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                     | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2666839.24   | 0.04%             | 2029-12-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                     | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4176000 | PA      | $4118499.24   | 0.06%             | 2030-11-20      | Fixed         | 4.10%                 | No            | 2                  | On Loan: —       |
| Amdocs Limited                                                                           | AMDOCS LTD                                         | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |   3805000 | PA      | $3451074.20   | 0.05%             | 2030-06-15      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| AMCOR FINANCE (USA), INC.                                                                | AMCOR FINANCE USA INC                              | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1701959.57   | 0.03%             | 2028-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                                                         | HESS CORP                                          | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    300000 | PA      | $332907.95    | 0.01%             | 2029-10-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                                    | AMERICAN ELECTRIC POWER CO INC                     | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2356126.58   | 0.04%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                             | AMERICAN NATIONAL GROUP INC                        | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |  26695000 | PA      | $27051244.24  | 0.41%             | 2029-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AMERICAN EXPRESS CO                                | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    212000 | PA      | $212302.10    | 0.00%             | 2026-11-04      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $884110.78    | 0.01%             | 2031-01-13      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1321171.25   | 0.02%             | 2029-01-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1733000 | PA      | $1719472.69   | 0.03%             | 2030-04-17      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2546109.46   | 0.04%             | 2030-10-04      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4832000 | PA      | $4837798.40   | 0.07%             | 2027-03-12      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1041456.56   | 0.02%             | 2029-03-13      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1827083.09   | 0.03%             | 2027-07-09      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2438000 | PA      | $2440988.99   | 0.04%             | 2026-10-05      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9570000 | PA      | $9486942.07   | 0.14%             | 2029-09-05      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500028.42    | 0.01%             | 2026-05-11      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2633020.94   | 0.04%             | 2027-10-22      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    782000 | PA      | $782090.26    | 0.01%             | 2026-05-21      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6295000 | PA      | $6293866.90   | 0.10%             | 2028-03-03      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5271000 | PA      | $5276079.03   | 0.08%             | 2030-03-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    283000 | PA      | $283226.40    | 0.00%             | 2026-12-11      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGC9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    394000 | PA      | $394263.82    | 0.01%             | 2026-07-15      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1532424.96   | 0.02%             | 2027-07-09      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395235.53    | 0.01%             | 2028-09-01      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  11665000 | PA      | $11517968.16  | 0.17%             | 2030-09-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983812.92    | 0.01%             | 2031-01-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    949000 | PA      | $927834.76    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    409000 | PA      | $404943.46    | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2494000 | PA      | $2347681.41   | 0.04%             | 2030-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2319000 | PA      | $2098692.40   | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1545582.58   | 0.02%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    275000 | PA      | $261520.89    | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4291447.67   | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3968838.12   | 0.06%             | 2029-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   8050000 | PA      | $8154612.25   | 0.12%             | 2030-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                                                             | AMERICAN WATER CAPITAL CORP                        | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2417000 | PA      | $2352089.97   | 0.04%             | 2029-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                                                             | AMERICAN WATER CAPITAL CORP                        | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   4222000 | PA      | $3968677.97   | 0.06%             | 2030-05-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| CENCORA, INC.                                                                            | AMERISOURCEBERGEN CORP                             | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2184423.56   | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| CENCORA, INC.                                                                            | CENCORA INC                                        | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455456.23    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                                                               | AMERIPRISE FINANCIAL INC                           | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3927255.24   | 0.06%             | 2028-12-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AMPHENOL CORPORATION                                                                     | AMPHENOL CORP                                      | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752093.34    | 0.01%             | 2029-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AMPHENOL CORPORATION                                                                     | AMPHENOL CORP                                      | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1703542.60   | 0.03%             | 2030-02-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| AMPHENOL CORPORATION                                                                     | AMPHENOL CORP                                      | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4696786.94   | 0.07%             | 2029-04-05      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| AMPHENOL CORPORATION                                                                     | AMPHENOL CORP                                      | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1339438.80   | 0.02%             | 2030-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ANALOG DEVICES, INC.                                                                     | ANALOG DEVICES INC                                 | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    965000 | PA      | $967662.68    | 0.01%             | 2030-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8917000 | PA      | $8463064.96   | 0.13%             | 2029-09-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                         | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  19753000 | PA      | $18065156.92  | 0.27%             | 2030-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2485902.81   | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: —       |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3423000 | PA      | $3484699.71   | 0.05%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7902000 | PA      | $7958058.13   | 0.12%             | 2030-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AON CORPORATION                                                                          | AON CORP                                           | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   5690000 | PA      | $5569518.52   | 0.08%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AON CORPORATION                                                                          | AON CORP                                           | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8388937.08   | 0.13%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                          | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5743000 | PA      | $5422825.80   | 0.08%             | 2029-09-11      | Fixed         | 2.20%                 | No            | 2                  | On Loan: —       |
| APPLE INC.                                                                               | APPLE INC                                          | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   6408000 | PA      | $5815067.57   | 0.09%             | 2030-05-11      | Fixed         | 1.65%                 | No            | 2                  | On Loan: —       |
| APPLE INC.                                                                               | APPLE INC                                          | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  20422000 | PA      | $18067426.31  | 0.27%             | 2030-08-20      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                          | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    932000 | PA      | $888629.90    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                          | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  14460000 | PA      | $13679666.53  | 0.21%             | 2028-08-05      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                          | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $2211595.62   | 0.03%             | 2029-08-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                          | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2601424.88   | 0.04%             | 2028-05-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                          | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  29104000 | PA      | $29244493.16  | 0.44%             | 2030-05-12      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| APPLIED MATERIALS, INC.                                                                  | APPLIED MATERIALS INC                              | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540788.32    | 0.01%             | 2030-06-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                                         | ARCELORMITTAL SA                                   | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1752000 | PA      | $1802768.69   | 0.03%             | 2027-11-29      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                  | ARROW ELECTRONICS INC                              | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1158101.25   | 0.02%             | 2028-01-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                  | ARROW ELECTRONICS INC                              | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |  10457000 | PA      | $10565882.47  | 0.16%             | 2029-08-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                                | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2210622.75   | 0.03%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                             | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |     84000 | PA      | $84088.20     | 0.00%             | 2026-06-16      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                             | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |   2138000 | PA      | $2152841.44   | 0.03%             | 2027-04-06      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                             | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |   5335000 | PA      | $5339905.27   | 0.08%             | 2028-06-20      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| Asian Infrastructure Investment Bank                                                     | ASIAN INFRASTRUCTURE INVESTMENT BANK               | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              |  | CN        |   1015000 | PA      | $1019582.04   | 0.02%             | 2027-08-16      | Floating      | 4.29%                 | Yes           | 2                  | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC.                                                        | ASSURED GUARANTY US HOLDINGS INC                   | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7864988.06   | 0.12%             | 2028-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                                                          | ASTRAZENECA PLC                                    | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    167000 | PA      | $166318.54    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| ASTRAZENECA FINANCE LLC                                                                  | ASTRAZENECA FINANCE LLC                            | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    375000 | PA      | $382512.86    | 0.01%             | 2031-02-26      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD                                 | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1790026.57   | 0.03%             | 2028-01-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD                                 | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3001000 | PA      | $3100801.02   | 0.05%             | 2030-04-03      | Fixed         | 6.15%                 | No            | 2                  | On Loan: —       |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD                                 | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2233145.35   | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                                    | ATLAS WAREHOUSE LENDING CO LP                      | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2556630.05   | 0.04%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    348000 | PA      | $349231.92    | 0.01%             | 2027-01-18      | Floating      | 4.46%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1684000 | PA      | $1690568.00   | 0.03%             | 2027-07-16      | Floating      | 4.34%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    329000 | PA      | $330145.45    | 0.01%             | 2027-09-30      | Floating      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1376000 | PA      | $1389860.20   | 0.02%             | 2029-12-16      | Floating      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7806000 | PA      | $7830121.01   | 0.12%             | 2028-06-18      | Floating      | 4.27%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADW8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    793000 | PA      | $797025.01    | 0.01%             | 2030-12-08      | Floating      | 4.33%                 | Yes           | 2                  | On Loan: No      |
| Australia and New Zealand Banking Group Limited (New York Branch)                        | AUSTRALIA NEW ZEALAND BANKING GROUP LTD NEW YOR    | CUSIP: 05253JB59<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4778313.57   | 0.07%             | 2029-12-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: —       |
| AUTODESK, INC.                                                                           | AUTODESK INC                                       | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |  12728000 | PA      | $11936788.95  | 0.18%             | 2030-01-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| AUTONATION, INC.                                                                         | AUTONATION INC                                     | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8975000 | PA      | $8467780.12   | 0.13%             | 2028-08-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| AUTOZONE, INC.                                                                           | AUTOZONE INC                                       | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137430.20    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AUTOZONE, INC.                                                                           | AUTOZONE INC                                       | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    242000 | PA      | $236787.43    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AUTOZONE, INC.                                                                           | AUTOZONE INC                                       | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436239.21    | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423437.07    | 0.01%             | 2028-12-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1140690.43   | 0.02%             | 2030-12-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128960.54    | 0.00%             | 2026-05-11      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1540019.94   | 0.02%             | 2029-06-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2032058.25   | 0.03%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AVANGRID, INC.                                                                           | AVANGRID INC                                       | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585157.43    | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1161475.77   | 0.02%             | 2030-07-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6445000 | PA      | $6546832.29   | 0.10%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5098000 | PA      | $5132033.38   | 0.08%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  11376000 | PA      | $11296621.80  | 0.17%             | 2030-10-24      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| AVNET, INC.                                                                              | AVNET INC                                          | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8727567.36   | 0.13%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                                                 | EQUITABLE HOLDINGS INC                             | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   6106000 | PA      | $6081250.00   | 0.09%             | 2028-04-20      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE PLC                                                               | AXIS SPECIALTY FINANCE PLC                         | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    111000 | PA      | $110149.95    | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                   | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1735584.20   | 0.03%             | 2030-08-02      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                                                          | BAE SYSTEMS PLC                                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $531045.97    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                                                          | BAE SYSTEMS PLC                                    | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $255983.23    | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290022.01    | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            | 2                  | On Loan: —       |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1197631.34   | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523096.02    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                      | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3751000 | PA      | $3752338.54   | 0.06%             | 2028-03-16      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                      | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5182988.35   | 0.08%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                                                       | BHP BILLITON FINANCE USA LTD                       | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    765000 | PA      | $788371.51    | 0.01%             | 2030-09-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EAY1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1730154.55   | 0.03%             | 2028-04-12      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EBE4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692458.54    | 0.01%             | 2028-08-14      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: —       |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EBJ3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1486720.38   | 0.02%             | 2029-04-18      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3847000 | PA      | $3767070.42   | 0.06%             | 2030-04-09      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1038120.31   | 0.02%             | 2031-04-01      | Fixed         | 2.55%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171607.04    | 0.00%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: —       |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECJ2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6369557.99   | 0.10%             | 2029-04-02      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: —       |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1142869.28   | 0.02%             | 2026-08-13      | Floating      | 4.47%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECR4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  13308000 | PA      | $13353001.93  | 0.20%             | 2029-08-13      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: —       |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295803.46    | 0.00%             | 2027-03-19      | Floating      | 4.43%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1356439.50   | 0.02%             | 2028-03-21      | Floating      | 4.57%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   8864000 | PA      | $8984069.88   | 0.14%             | 2030-03-21      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  13080000 | PA      | $12957670.87  | 0.20%             | 2030-08-11      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EDH5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248580.66    | 0.00%             | 2031-03-19      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                            | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1019768.32   | 0.02%             | 2029-05-30      | Fixed         | 5.28%                 | Yes           | 2                  | On Loan: —       |
| BPCE SA                                                                                  | BPCE SA                                            | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2150000 | PA      | $2110150.29   | 0.03%             | 2028-01-11      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                            | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4742000 | PA      | $4452946.74   | 0.07%             | 2029-10-01      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                            | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2818000 | PA      | $2852219.73   | 0.04%             | 2028-01-18      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                            | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1551000 | PA      | $1558968.73   | 0.02%             | 2027-07-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                            | CUSIP: 05578BAJ5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1962930.50   | 0.03%             | 2028-01-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| BMW CANADA INC.                                                                          | BMW CANADA INC                                     | CUSIP: 05590HBK2<br>LEI: 549300GR80F607MKF166 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1025998.09   | 0.02%             | 2029-09-05      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                        | CUSIP: 05591F2L3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              |  | NL        |    260000 | PA      | $260547.58    | 0.00%             | 2026-08-05      | Floating      | 4.67%                 | Yes           | 2                  | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                        | CUSIP: 05591F2Y5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              |  | NL        |  16435000 | PA      | $16829774.62  | 0.26%             | 2030-02-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BMW Finance N.V.                                                                         | BMW FINANCE NV                                     | CUSIP: 05600LAC0<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $947928.95    | 0.01%             | 2029-08-14      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                | BAKER HUGHES HOLDINGS LLC                          | CUSIP: 057224AK3<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1200090.14   | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                | BAKER HUGHES A GE CO LL                            | CUSIP: 05723KAE0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    682000 | PA      | $672061.74    | 0.01%             | 2027-12-15      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                | BAKER HUGHES A GE CO LLC                           | CUSIP: 05723KAG5<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2451921.36   | 0.04%             | 2029-11-07      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                | BAKER HUGHES A GE CO LLC                           | CUSIP: 05724BAA7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    850000 | PA      | $850478.90    | 0.01%             | 2030-05-01      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | BANCO BILBAO VIZCAYA ARGENTARIA SA                 | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  14800000 | PA      | $15153890.20  | 0.23%             | 2029-03-13      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                                 | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4395000 | PA      | $4494558.05   | 0.07%             | 2028-08-08      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                                 | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1680636.86   | 0.03%             | 2028-11-07      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                                 | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6000000 | PA      | $6158197.44   | 0.09%             | 2030-01-17      | Fixed         | 5.57%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                                 | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1156860.32   | 0.02%             | 2029-06-27      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                                 | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3240204.62   | 0.05%             | 2030-05-28      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                                 | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1775673.99   | 0.03%             | 2030-11-06      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                         | BANK OF MONTREAL                                   | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    691000 | PA      | $683533.10    | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: —       |
| BANK OF MONTREAL                                                                         | BANK OF MONTREAL                                   | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   3432000 | PA      | $3444227.01   | 0.05%             | 2027-06-04      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                         | BANK OF MONTREAL                                   | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    268000 | PA      | $269394.03    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                         | BANK OF MONTREAL                                   | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   2231000 | PA      | $2242629.18   | 0.03%             | 2026-12-11      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                         | BANK OF MONTREAL                                   | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   1157000 | PA      | $1158064.44   | 0.02%             | 2026-06-05      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                         | BANK OF MONTREAL                                   | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   1606000 | PA      | $1652339.76   | 0.03%             | 2028-09-25      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corporation                                                  | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $928254.99    | 0.01%             | 2031-01-28      | Fixed         | 1.65%                 | No            | 2                  | On Loan: —       |
| The Bank of New York Mellon Corporation                                                  | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140965.04    | 0.00%             | 2029-01-25      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corporation                                                  | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1010622.16   | 0.02%             | 2029-04-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corporation                                                  | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RCK1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1298906.57   | 0.02%             | 2030-01-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW ZEALAND                                                                      | BANK OF NEW ZEALAND                                | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    250000 | PA      | $250669.72    | 0.00%             | 2027-01-27      | Floating      | 4.46%                 | Yes           | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500634.00    | 0.01%             | 2026-09-15      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3618000 | PA      | $3659791.05   | 0.06%             | 2030-02-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5296000 | PA      | $5402257.78   | 0.08%             | 2028-06-12      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  14130000 | PA      | $14184824.40  | 0.22%             | 2027-06-04      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $2068332.21   | 0.03%             | 2029-08-01      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3926000 | PA      | $4046345.80   | 0.06%             | 2029-08-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    405000 | PA      | $406568.11    | 0.01%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1550000 | PA      | $1553671.95   | 0.02%             | 2026-07-13      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2210000 | PA      | $2220540.11   | 0.03%             | 2027-01-23      | Floating      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   9195000 | PA      | $9246232.06   | 0.14%             | 2028-02-16      | Floating      | 4.74%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5728000 | PA      | $5883999.39   | 0.09%             | 2030-01-22      | Fixed         | 5.54%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCP5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4375000 | PA      | $4412088.49   | 0.07%             | 2030-01-22      | Floating      | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3541000 | PA      | $3559434.45   | 0.05%             | 2028-10-16      | Floating      | 4.65%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3950000 | PA      | $3903604.80   | 0.06%             | 2031-01-15      | Fixed         | 4.54%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2495000 | PA      | $2558959.15   | 0.04%             | 2028-07-13      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                | BAXTER INTERNATIONAL INC                           | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5042968.82   | 0.08%             | 2030-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: —       |
| BAXTER INTERNATIONAL INC.                                                                | BAXTER INTERNATIONAL INC                           | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    736000 | PA      | $688547.72    | 0.01%             | 2028-12-01      | Fixed         | 2.27%                 | No            | 2                  | On Loan: —       |
| BAYER US FINANCE LLC                                                                     | BAYER US FINANCE LLC                               | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   5384000 | PA      | $5582115.75   | 0.08%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                                                                     | BAYER US FINANCE LLC                               | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   6851000 | PA      | $7224168.83   | 0.11%             | 2030-11-21      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                            | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  18762000 | PA      | $18618083.64  | 0.28%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                                            | BECTON DICKINSON AND CO                            | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441448.13    | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            | 2                  | On Loan: No      |
| Amcor Flexibles North America, Inc                                                       | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    501000 | PA      | $462904.28    | 0.01%             | 2030-06-19      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2392890.53   | 0.04%             | 2030-03-12      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    475000 | PA      | $422950.60    | 0.01%             | 2030-10-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO., INC.                                                                       | BEST BUY CO INC                                    | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |   8541000 | PA      | $8549860.69   | 0.13%             | 2028-10-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO., INC.                                                                       | BEST BUY CO INC                                    | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |  15717000 | PA      | $14058010.93  | 0.21%             | 2030-10-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| BIOGEN INC.                                                                              | BIOGEN INC                                         | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    663000 | PA      | $606491.80    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORPORATION                                                                  | BLACK HILLS CORP                                   | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    297000 | PA      | $282036.99    | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORPORATION                                                                  | BLACK HILLS CORP                                   | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1238822.24   | 0.02%             | 2030-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC                                      | CUSIP: 09247XAP6<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   6795000 | PA      | $6620602.18   | 0.10%             | 2029-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC                                      | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   5577000 | PA      | $5187513.53   | 0.08%             | 2030-04-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| BLACKROCK, INC.                                                                          | BLACKROCK FUNDING INC                              | CUSIP: 09290DAA9<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  24378000 | PA      | $24737081.85  | 0.38%             | 2029-03-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                      | BLOCK FINANCIAL LLC                                | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5886000 | PA      | $5575514.74   | 0.08%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                     | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $493032.03    | 0.01%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                     | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4091000 | PA      | $4080287.10   | 0.06%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                  | BOARDWALK PIPELINES LP                             | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    272000 | PA      | $271674.93    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                  | BOARDWALK PIPELINES LP                             | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140493.46    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                  | BOARDWALK PIPELINES LP                             | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    900000 | PA      | $840903.73    | 0.01%             | 2031-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1288545.18   | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88949.19     | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7066000 | PA      | $6677765.34   | 0.10%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BORGWARNER INC.                                                                          | BORGWARNER INC                                     | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1193885.38   | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  17588000 | PA      | $17547895.31  | 0.27%             | 2028-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   8713000 | PA      | $8374996.85   | 0.13%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2451360.54   | 0.04%             | 2030-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   8708000 | PA      | $8050335.88   | 0.12%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206481.98    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                            | BOSTON SCIENTIFIC CORP                             | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2656229.10   | 0.04%             | 2030-06-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                                                      | GREAT BRITISH POUND                                | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |        57 | NS      | $77.06        | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397181.19    | 0.01%             | 2028-09-21      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114918.63    | 0.00%             | 2028-11-06      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1167896.94   | 0.02%             | 2030-04-06      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3213000 | PA      | $2881140.22   | 0.04%             | 2030-08-10      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2412596.26   | 0.04%             | 2029-04-10      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  10104000 | PA      | $10311999.23  | 0.16%             | 2029-10-17      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6610613.16   | 0.10%             | 2029-11-25      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | AU        |    348091 | NS      | $250259.40    | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | NZ        |    242343 | NS      | $142679.76    | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| JAPANESE YEN                                                                             | JAPANESE YEN                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | JP        |    125168 | NS      | $798.75       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                                                              | BRIGHTHOUSE FINANCIAL INC                          | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    944000 | PA      | $951972.78    | 0.01%             | 2030-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: —       |
| BRISTOL-MYERS SQUIBB COMPANY                                                             | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220138.93    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                             | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1057580.15   | 0.02%             | 2031-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                             | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256698.44    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    784000 | PA      | $798381.52    | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |  11968000 | PA      | $12252538.36  | 0.19%             | 2029-04-24      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: 110709GK2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   2500000 | PA      | $1760010.29   | 0.03%             | 2030-06-18      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY                                        | BRITISH TELECOMMUNICATIONS PLC                     | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $239369.96    | 0.00%             | 2029-11-08      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   2689000 | PA      | $2687673.38   | 0.04%             | 2026-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1457683.78   | 0.02%             | 2027-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1404431.36   | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144048.66    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    850000 | PA      | $837084.28    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396072.07    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149438.72    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1873393.24   | 0.03%             | 2030-04-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492175.15    | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $7879323.15   | 0.12%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    627000 | PA      | $619225.29    | 0.01%             | 2030-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                       | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595189.88    | 0.01%             | 2031-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                                  | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   5098000 | PA      | $5037966.97   | 0.08%             | 2028-01-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                                  | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1823000 | PA      | $1829443.21   | 0.03%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                                  | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3351000 | PA      | $3297757.80   | 0.05%             | 2030-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                         | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1536315.64   | 0.02%             | 2030-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: —       |
| BRUNSWICK CORPORATION                                                                    | BRUNSWICK CORP DE                                  | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |  25354000 | PA      | $26026347.51  | 0.40%             | 2029-03-18      | Fixed         | 5.85%                 | No            | 2                  | On Loan: —       |
| BUNGE Ltd FINANCE CORP                                                                   | BUNGE LTD FINANCE CORP                             | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  19687000 | PA      | $19637184.21  | 0.30%             | 2030-08-04      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES, INC.                                                                      | CBRE SERVICES INC                                  | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409709.74    | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC.                                                                       | CDP FINANCIAL INC                                  | CUSIP: 125094BG6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3070358.61   | 0.05%             | 2029-06-05      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| CDP FINANCIAL INC.                                                                       | CDP FINANCIAL INC                                  | CUSIP: 125094BH4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |   6690000 | PA      | $6808690.43   | 0.10%             | 2030-01-24      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                         | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  13970000 | PA      | $13971162.16  | 0.21%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                         | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196419.84    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                         | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  13764000 | PA      | $12744777.04  | 0.19%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                         | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4023805.40   | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA GROUP THE                                    | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  14367000 | PA      | $14610098.12  | 0.22%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA GROUP THE                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  11814000 | PA      | $11799934.49  | 0.18%             | 2030-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CK Hutchison International (23) Limited                                                  | CK HUTCHISON INTL 23                               | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $5037448.50   | 0.08%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: —       |
| CME GROUP INC.                                                                           | CME GROUP INC                                      | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   7298000 | PA      | $7319791.17   | 0.11%             | 2030-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORPORATION                                                                | CNA FINANCIAL CORP                                 | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   7012000 | PA      | $6871973.73   | 0.10%             | 2029-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                | CNO FINANCIAL GROUP INC                            | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |  18674000 | PA      | $18759080.05  | 0.29%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493738.62    | 0.01%             | 2031-02-09      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CSL FINANCE PLC                                                                          | CSL FINANCE PLC                                    | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   2135000 | PA      | $2104810.46   | 0.03%             | 2029-04-27      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  20090000 | PA      | $19263483.54  | 0.29%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3494000 | PA      | $3385470.66   | 0.05%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8464000 | PA      | $7494742.42   | 0.11%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1315305.17   | 0.02%             | 2031-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5576000 | PA      | $5667823.62   | 0.09%             | 2030-02-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    623000 | PA      | $630749.18    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714817.89    | 0.01%             | 2031-01-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2362000 | PA      | $2417624.06   | 0.04%             | 2029-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CRH SMW Finance Designated Activity Company                                              | CRH SMW FINANCE DAC                                | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   1830000 | PA      | $1863085.58   | 0.03%             | 2030-01-09      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CABOT CORPORATION                                                                        | CABOT CORP                                         | CUSIP: 127055AK7<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    231000 | PA      | $229695.40    | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                            | COPT DEFENSE PROPERTIES LP                         | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2217399.74   | 0.03%             | 2030-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                                    | CAMDEN PROPERTY TRUST                              | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   4832000 | PA      | $4808787.65   | 0.07%             | 2028-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                                    | CAMDEN PROPERTY TRUST                              | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2208592.20   | 0.03%             | 2029-07-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                                    | CAMDEN PROPERTY TRUST                              | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   5312000 | PA      | $4968202.58   | 0.08%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    372000 | PA      | $369866.37    | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    391000 | PA      | $389409.90    | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | No            | 2                  | On Loan: —       |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4718000 | PA      | $4741825.90   | 0.07%             | 2027-06-28      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1342000 | PA      | $1358347.12   | 0.02%             | 2028-04-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250969.83    | 0.00%             | 2026-10-02      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2117000 | PA      | $2191404.38   | 0.03%             | 2028-10-03      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6119000 | PA      | $6258685.88   | 0.10%             | 2029-04-08      | Fixed         | 5.26%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Company                                                        | CANADIAN NATIONAL RAILWAY CO                       | CUSIP: 136375DS8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $1679637.06   | 0.03%             | 2030-06-10      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    706000 | PA      | $663597.43    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  10081000 | PA      | $10225574.24  | 0.16%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                        | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2542000 | PA      | $2532055.72   | 0.04%             | 2027-03-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                        | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2537000 | PA      | $2508653.59   | 0.04%             | 2028-01-31      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                        | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148040.68    | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH, INC.                                                                    | CARDINAL HEALTH INC                                | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1142605.73   | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH, INC.                                                                    | CARDINAL HEALTH INC                                | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1800644.65   | 0.03%             | 2030-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CARGILL, INCORPORATED                                                                    | CARGILL INC                                        | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    975000 | PA      | $891367.26    | 0.01%             | 2030-04-23      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| CARGILL, INCORPORATED                                                                    | CARGILL INC                                        | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    438000 | PA      | $385434.99    | 0.01%             | 2031-02-02      | Fixed         | 1.70%                 | Yes           | 2                  | On Loan: No      |
| CARGILL, INCORPORATED                                                                    | CARGILL INC                                        | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2953989.09   | 0.04%             | 2030-10-23      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                                               | CARRIER GLOBAL CORP                                | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    451000 | PA      | $422031.76    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| EURO                                                                                     | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |    720277 | NS      | $844920.03    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| CATERPILLAR INC.                                                                         | CATERPILLAR INC                                    | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379243.74    | 0.01%             | 2029-09-19      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                               | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53106.00     | 0.00%             | 2026-10-16      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                               | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405449.69    | 0.01%             | 2029-11-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                               | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247672.73    | 0.00%             | 2031-01-08      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                                                       | CENTERPOINT ENERGY RESOURCES CORP                  | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   4523000 | PA      | $4018374.95   | 0.06%             | 2030-10-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: —       |
| CENTERPOINT ENERGY RESOURCES CORP.                                                       | CENTERPOINT ENERGY RESOURCES CORP                  | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96544.35     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                                    | CHEVRON PHILLIPS CHEMICAL CO LLC                   | CUSIP: 166754AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245818.58    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                                    | CHEVRON PHILLIPS CHEMICAL CO LLC CHEVRON PHILLI    | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12635000 | PA      | $12693474.53  | 0.19%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                    | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  17560000 | PA      | $17018753.91  | 0.26%             | 2029-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                    | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  10291000 | PA      | $10421001.16  | 0.16%             | 2030-04-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                    | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  13240000 | PA      | $13250966.56  | 0.20%             | 2030-10-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                    | CUSIP: 166756BN5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   3444000 | PA      | $3481047.11   | 0.05%             | 2030-10-15      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORPORATION                                                                      | CHEVRON CORP                                       | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9375000 | PA      | $8664905.25   | 0.13%             | 2030-05-11      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                        | CHOICE HOTELS INTERNATIONAL INC                    | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   6718000 | PA      | $6430093.26   | 0.10%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                   | CHUBB INA HOLDINGS INC                             | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    950000 | PA      | $833893.42    | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                                   | CHUBB INA HOLDINGS LLC                             | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454061.02    | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                                                         | CINCINNATI FINANCIAL CORP                          | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $9178687.61   | 0.14%             | 2028-05-15      | Fixed         | 6.92%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                      | CISCO SYSTEMS INC                                  | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   4289000 | PA      | $4356985.11   | 0.07%             | 2030-02-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citibank National Association                                                            | CITIBANK NA                                        | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1350614.25   | 0.02%             | 2026-08-06      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| Citibank National Association                                                            | CITIBANK NA                                        | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    949000 | PA      | $953232.54    | 0.01%             | 2027-05-29      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                           | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  10781000 | PA      | $9919340.11   | 0.15%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                           | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $7813062.43   | 0.12%             | 2030-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                                                | COLGATE PALMOLIVE CO                               | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |  18345000 | PA      | $18371616.94  | 0.28%             | 2030-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                   | COLUMBIA PIPELINES HOLDING CO LLC                  | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7113000 | PA      | $7340522.75   | 0.11%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100623.63    | 0.00%             | 2028-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   9781000 | PA      | $9654380.85   | 0.15%             | 2030-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  13730000 | PA      | $12846644.20  | 0.20%             | 2030-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   8952000 | PA      | $8593899.23   | 0.13%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1330883.82   | 0.02%             | 2031-01-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2451000 | PA      | $2125879.95   | 0.03%             | 2031-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: —       |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                       | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5433032.88   | 0.08%             | 2029-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: —       |
| COMERICA INCORPORATED                                                                    | COMERICA INC                                       | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   5249000 | PA      | $5175348.18   | 0.08%             | 2029-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1150000 | PA      | $1150492.22   | 0.02%             | 2026-06-15      | Floating      | 4.17%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KL2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    205000 | PA      | $205925.84    | 0.00%             | 2027-03-14      | Floating      | 4.62%                 | Yes           | 2                  | On Loan: —       |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    977000 | PA      | $977890.95    | 0.01%             | 2026-11-27      | Floating      | 4.12%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5418000 | PA      | $5436759.39   | 0.08%             | 2028-03-14      | Floating      | 4.29%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   6492000 | PA      | $6539098.29   | 0.10%             | 2030-03-14      | Floating      | 4.46%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1960000 | PA      | $1971336.64   | 0.03%             | 2030-10-01      | Floating      | 4.43%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A1KZ9<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    610000 | PA      | $613528.24    | 0.01%             | 2030-10-01      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                     | CONAGRA BRANDS INC                                 | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    823000 | PA      | $929740.09    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                     | CONAGRA BRANDS INC                                 | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  15680000 | PA      | $15691703.87  | 0.24%             | 2030-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| CONOCOPHILLIPS COMPANY                                                                   | CONOCOPHILLIPS CO                                  | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3373000 | PA      | $3405175.69   | 0.05%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                               | CONSTELLATION BRANDS INC                           | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431230.39    | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                               | CONSTELLATION BRANDS INC                           | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    618000 | PA      | $622945.40    | 0.01%             | 2030-05-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                     | CONSTELLATION ENERGY GENERATION LLC                | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    667000 | PA      | $666277.63    | 0.01%             | 2028-01-08      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                              | CONTINENTAL RESOURCES INC OK                       | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3233000 | PA      | $3217125.29   | 0.05%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                                               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22159000 | PA      | $22294867.24  | 0.34%             | 2029-10-17      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                                               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6490000 | PA      | $6544905.40   | 0.10%             | 2029-10-17      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                                               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3109000 | PA      | $3117970.52   | 0.05%             | 2028-01-21      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                                               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $360952.20    | 0.01%             | 2027-05-27      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                                               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    615000 | PA      | $606482.98    | 0.01%             | 2031-01-14      | Fixed         | 4.16%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                               | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2936702.55   | 0.04%             | 2029-04-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                            | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2251731.23   | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                             | COSTCO WHOLESALE CORP                              | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1964000 | PA      | $1779106.04   | 0.03%             | 2030-04-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                                                        | COUNCIL OF EUROPE DEVELOPMENT BANK                 | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              |  | FR        |    595000 | PA      | $597597.98    | 0.01%             | 2029-01-24      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                                 | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4909000 | PA      | $4995708.60   | 0.08%             | 2028-07-12      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: —       |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                                 | CUSIP: 22535EAC1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $814130.55    | 0.01%             | 2028-07-12      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                                                       | CREDIT AGRICOLE SA LONDON                          | CUSIP: 22535WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    625000 | PA      | $624681.53    | 0.01%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                                        | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2958899.13   | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                                        | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5003702.31   | 0.08%             | 2029-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                                        | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1691192.84   | 0.03%             | 2029-11-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                                        | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7007000 | PA      | $6599037.61   | 0.10%             | 2030-07-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                                        | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   5993000 | PA      | $5313240.20   | 0.08%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                                        | CROWN CASTLE INC                                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251923.91    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                                        | CROWN CASTLE INC                                   | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    447000 | PA      | $449095.40    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                              | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    540000 | PA      | $547792.75    | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                              | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    409000 | PA      | $413037.32    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| D.R. HORTON, INC.                                                                        | DR HORTON INC                                      | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |  16793000 | PA      | $16936497.19  | 0.26%             | 2030-10-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY COMPANY                                                                       | DTE ENERGY CO                                      | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424612.36    | 0.01%             | 2030-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| DTE ENERGY COMPANY                                                                       | DTE ENERGY CO                                      | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484064.25    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                                                   | DXC TECHNOLOGY CO                                  | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1302585.47   | 0.02%             | 2026-09-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                                                   | DXC TECHNOLOGY CO                                  | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  20725000 | PA      | $19465455.53  | 0.30%             | 2028-09-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: —       |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | DAIMLER FINANCE NORTH AMERICA LLC                  | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4126000 | PA      | $4782298.15   | 0.07%             | 2031-01-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | DAIMLER FINANCE NORTH AMERICA LLC                  | CUSIP: 233851DT8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198987.97    | 0.00%             | 2029-02-22      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | DAIMLER FINANCE NORTH AMERICA LLC                  | CUSIP: 233851DW1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    193000 | PA      | $184296.50    | 0.00%             | 2029-08-15      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1541511.65   | 0.02%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5301000 | PA      | $5346973.13   | 0.08%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AT7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4601381.17   | 0.07%             | 2028-09-20      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2882878.77   | 0.04%             | 2027-09-25      | Floating      | 4.61%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4327000 | PA      | $4388290.66   | 0.07%             | 2029-09-25      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6669000 | PA      | $6800055.65   | 0.10%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                          | DANSKE BANK A S                                    | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    350000 | PA      | $348934.69    | 0.01%             | 2028-06-12      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| DARDEN RESTAURANTS, INC.                                                                 | DARDEN RESTAURANTS INC                             | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   8882000 | PA      | $8872069.57   | 0.13%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                   | DBS GROUP HOLDINGS LTD                             | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   1530000 | PA      | $1534797.30   | 0.02%             | 2028-03-21      | Floating      | 4.25%                 | Yes           | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                   | DBS GROUP HOLDINGS LTD                             | CUSIP: 24023KAP3<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    210000 | PA      | $211183.32    | 0.00%             | 2030-03-21      | Floating      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375400.58    | 0.01%             | 2030-01-09      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    140000 | PA      | $122725.51    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1131765.22   | 0.02%             | 2026-06-08      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2561319.23   | 0.04%             | 2027-06-11      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    358000 | PA      | $359902.39    | 0.01%             | 2027-07-15      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    953000 | PA      | $954873.85    | 0.01%             | 2028-03-06      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569104.59    | 0.01%             | 2030-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247420.83    | 0.00%             | 2031-03-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1148031.48   | 0.02%             | 2030-02-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $3042221.05   | 0.05%             | 2031-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   5458000 | PA      | $5533874.66   | 0.08%             | 2030-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES, INC.                                                                    | DELTA AIR LINES INC                                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1868470.49   | 0.03%             | 2030-07-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    411000 | PA      | $434050.78    | 0.01%             | 2028-12-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                     | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2081765.81   | 0.03%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21145000 | PA      | $21696198.13  | 0.33%             | 2029-05-10      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 25160PAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $173587.30    | 0.00%             | 2027-09-09      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                                                                       | DIAGEO CAPITAL PLC                                 | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2417000 | PA      | $2192641.98   | 0.03%             | 2030-04-29      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE, NATIONAL ASSOCIATION                                                        | DISCOVER BANK                                      | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   4023000 | PA      | $4035228.99   | 0.06%             | 2028-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE, NATIONAL ASSOCIATION                                                        | DISCOVER BANK                                      | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   9318000 | PA      | $8737673.00   | 0.13%             | 2030-02-06      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                                               | DOLLAR GENERAL CORP                                | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   8863000 | PA      | $8471953.89   | 0.13%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                                               | DOLLAR GENERAL CORP                                | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    253000 | PA      | $256678.11    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    108000 | PA      | $116993.66    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: —       |
| THE DOW CHEMICAL COMPANY                                                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8206000 | PA      | $7258771.57   | 0.11%             | 2030-11-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $6753232.95   | 0.10%             | 2031-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                                               | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    807000 | PA      | $839911.49    | 0.01%             | 2028-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                              | DCP MIDSTREAM OPERATING LP                         | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    672000 | PA      | $764428.19    | 0.01%             | 2030-08-16      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                                            | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642461.58    | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                                            | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2806654.10   | 0.04%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           | 2                  | On Loan: No      |
| EMD FINANCE LLC                                                                          | EMD FINANCE LLC                                    | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247483.68    | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENI S.P.A.                                                                               | ENI SPA                                            | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |  11940000 | PA      | $12009638.50  | 0.18%             | 2028-09-12      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: —       |
| ERP OPERATING LIMITED PARTNERSHIP                                                        | ERP OPERATING LP                                   | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2376060.62   | 0.04%             | 2028-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                                        | ERP OPERATING LP                                   | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397916.97    | 0.01%             | 2028-12-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                                        | ERP OPERATING LP                                   | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1301013.82   | 0.02%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                                        | ERP OPERATING LP                                   | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   5428000 | PA      | $5050942.13   | 0.08%             | 2030-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                                                     | ERAC USA FINANCE LLC                               | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    293000 | PA      | $291691.96    | 0.00%             | 2026-12-01      | Fixed         | 3.30%                 | Yes           | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                                                     | ERAC USA FINANCE LLC                               | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   8350000 | PA      | $8392834.75   | 0.13%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                                                     | ERAC USA FINANCE LLC                               | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1470465.53   | 0.02%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3020576.34   | 0.05%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                     | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |  20137000 | PA      | $19380542.92  | 0.29%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                     | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |  10870000 | PA      | $10682291.84  | 0.16%             | 2030-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| THE EAST OHIO GAS COMPANY                                                                | EAST OHIO GAS CO THE                               | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179956.12    | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                 | EASTMAN CHEMICAL CO                                | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1091205.83   | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                 | EASTMAN CHEMICAL CO                                | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2013401.49   | 0.03%             | 2031-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EATON CORPORATION                                                                        | EATON CORP                                         | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |  10305000 | PA      | $10161746.38  | 0.15%             | 2031-03-06      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                                                          | EATON CAPITAL ULC                                  | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1820000 | PA      | $1818839.60   | 0.03%             | 2030-05-09      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Element Fleet Management Corp.                                                           | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1926000 | PA      | $2007812.65   | 0.03%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           | 2                  | On Loan: No      |
| Element Fleet Management Corp.                                                           | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   7715000 | PA      | $7796918.18   | 0.12%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           | 2                  | On Loan: No      |
| Element Fleet Management Corp.                                                           | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1775000 | PA      | $1761689.12   | 0.03%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO.                                                                     | EMERSON ELECTRIC CO                                | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180634.06    | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO.                                                                     | EMERSON ELECTRIC CO                                | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1255006.69   | 0.02%             | 2028-12-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENABLE MIDSTREAM PARTNERS LP                       | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123075.24    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENABLE MIDSTREAM PARTNERS LP                       | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    937000 | PA      | $944976.54    | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENABLE MIDSTREAM PARTNERS LP                       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1116051.57   | 0.02%             | 2029-09-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                            | ENBRIDGE INC                                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1812913.77   | 0.03%             | 2029-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                            | ENBRIDGE INC                                       | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $264647.32    | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                            | ENBRIDGE INC                                       | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $265096.40    | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                            | ENBRIDGE INC                                       | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $494833.35    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    884000 | PA      | $983753.95    | 0.01%             | 2029-11-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    851000 | PA      | $882967.03    | 0.01%             | 2028-12-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    593000 | PA      | $632933.99    | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2537359.87   | 0.04%             | 2029-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1673205.04   | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991181.37    | 0.02%             | 2031-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ENEL Finance International N.V.                                                          | ENEL FINANCE INTERNATIONAL NV                      | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1482000 | PA      | $1454282.78   | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100932.40    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                                 | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1397651.23   | 0.02%             | 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        |   3859000 | PA      | $3732988.95   | 0.06%             | 2030-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3546081.19   | 0.05%             | 2028-10-16      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1012511.63   | 0.02%             | 2029-07-31      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $850413.51    | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200330.49    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                               | EQUINIX EUROPE 2 FINANCING CORP LLC                | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   6764000 | PA      | $6717357.82   | 0.10%             | 2030-11-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC.                                                                             | EQUIFAX INC                                        | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175791.50    | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                                                 | EQUITABLE HOLDINGS INC                             | CUSIP: 29444GAJ6<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130279.95    | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                                                            | EQUINIX INC                                        | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  18074000 | PA      | $17248143.27  | 0.26%             | 2029-11-18      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                                                            | EQUINIX INC                                        | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    464000 | PA      | $450064.96    | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                                                            | EQUINIX INC                                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   6160000 | PA      | $5551230.48   | 0.08%             | 2030-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                                                            | EQUINIX INC                                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190750.93    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1718000 | PA      | $1642415.61   | 0.02%             | 2030-04-06      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   7940000 | PA      | $7353276.08   | 0.11%             | 2030-05-22      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                        | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   4154000 | PA      | $4166244.87   | 0.06%             | 2030-09-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                    | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146458.28    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                    | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1218034.71   | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                                                          | ESTEE LAUDER COS INC THE                           | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   6189000 | PA      | $5760905.32   | 0.09%             | 2029-12-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                                                          | ESTEE LAUDER COS INC THE                           | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   5557000 | PA      | $5177793.88   | 0.08%             | 2030-04-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT       | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |  13374000 | PA      | $13363196.75  | 0.20%             | 2029-02-16      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT       | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    205000 | PA      | $205913.89    | 0.00%             | 2029-01-25      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION                   | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |   3825000 | PA      | $3827933.24   | 0.06%             | 2028-02-20      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT       | CUSIP: 29875BAM8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |  17611000 | PA      | $17632348.41  | 0.27%             | 2030-07-22      | Floating      | 4.08%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                           | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |    395000 | PA      | $395548.12    | 0.01%             | 2029-08-14      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                                        | EVERSOURCE ENERGY                                  | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2473000 | PA      | $2436796.94   | 0.04%             | 2030-12-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP, INC.                                                                      | EXPEDIA GROUP INC                                  | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $655657.35    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Exportation et developpement Canada                                                      | EXPORT DEVELOPMENT CANADA                          | CUSIP: 30216BKG6<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              |  | CA        |   5390000 | PA      | $5401954.00   | 0.08%             | 2028-08-01      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                                                                     | EXPERIAN FINANCE PLC                               | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |   6045000 | PA      | $5655715.60   | 0.09%             | 2030-03-08      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                   | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1171020.95   | 0.02%             | 2030-10-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                  | EXXON MOBIL CORP                                   | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4682000 | PA      | $4448549.72   | 0.07%             | 2029-08-16      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| FMR LLC                                                                                  | FMR LLC                                            | CUSIP: 302508AQ9<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $378758.14    | 0.01%             | 2029-06-15      | Fixed         | 7.57%                 | Yes           | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC                                 | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6448000 | PA      | $6508261.20   | 0.10%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC                                 | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  29460000 | PA      | $29499284.03  | 0.45%             | 2029-08-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: —       |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC                                 | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  13827000 | PA      | $13665383.80  | 0.21%             | 2030-11-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD                     | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   2425000 | PA      | $2438625.81   | 0.04%             | 2028-04-17      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD                     | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1247000 | PA      | $1167058.63   | 0.02%             | 2031-03-03      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                              | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  15554000 | PA      | $15892918.55  | 0.24%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: —       |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                              | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  14459000 | PA      | $14426540.41  | 0.22%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           | 2                  | On Loan: —       |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                              | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 31429LAL5<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10217898.00  | 0.16%             | 2029-04-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                             | FIDELITY NATIONAL INFORMATION SERVICES INC         | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1376290.35   | 0.02%             | 2031-03-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: —       |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                             | FIDELITY NATIONAL INFORMATION SERVICES INC         | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4376485.70   | 0.07%             | 2031-03-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC                                                         | FIDELITY NATIONAL FINANCIAL INC                    | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1180936.67   | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC                                                         | FIDELITY NATIONAL FINANCIAL INC                    | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2498338.80   | 0.04%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                      | FIFTH THIRD BANCORP                                | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984919.14   | 0.03%             | 2028-03-14      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                      | FIFTH THIRD BANCORP                                | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1032454.83   | 0.02%             | 2027-05-05      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                      | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4602558.38   | 0.07%             | 2030-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                                                             | FISERV INC                                         | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    630000 | PA      | $605705.86    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                                                             | FISERV INC                                         | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   7229000 | PA      | $6613554.31   | 0.10%             | 2030-06-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                                                             | FISERV INC                                         | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2480288.66   | 0.04%             | 2031-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                                                             | FISERV INC                                         | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5389000 | PA      | $5345029.37   | 0.08%             | 2030-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                                                             | FISERV INC                                         | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4871656.13   | 0.07%             | 2031-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| FIVE CORNERS FUNDING TRUST II                                                            | FIVE CORNERS FUNDING TRUST II                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12470000 | PA      | $11646105.73  | 0.18%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| FLEX LTD.                                                                                | FLEX LTD                                           | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |  11868000 | PA      | $11909162.62  | 0.18%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLEX LTD.                                                                                | FLEX LTD                                           | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   2902000 | PA      | $2903627.44   | 0.04%             | 2030-05-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLEX LTD.                                                                                | FLEX LTD                                           | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    705000 | PA      | $720564.02    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                                                    | FLOWSERVE CORP                                     | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2746490.29   | 0.04%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FOX CORPORATION                                                                          | FOX CORP                                           | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   5318000 | PA      | $5113168.40   | 0.08%             | 2030-04-08      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| FRANKLIN RESOURCES, INC.                                                                 | FRANKLIN RESOURCES INC                             | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |   4158000 | PA      | $3670269.30   | 0.06%             | 2030-10-30      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                              | FRESENIUS MEDICAL CARE US FINANCE III INC          | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6778872.94   | 0.10%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                              | FRESENIUS MEDICAL CARE US FINANCE III INC          | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177958.39    | 0.00%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| GATX CORPORATION                                                                         | GATX CORP                                          | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    528000 | PA      | $526031.83    | 0.01%             | 2026-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GATX CORPORATION                                                                         | GATX CORP                                          | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750004.00    | 0.01%             | 2028-11-07      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                 | GENERAL ELECTRIC CO                                | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1026630.32   | 0.02%             | 2026-05-05      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS, INC.                                                                      | GENERAL MILLS INC                                  | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    589000 | PA      | $593572.27    | 0.01%             | 2030-01-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2938924.45   | 0.04%             | 2029-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    828000 | PA      | $827251.64    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    745000 | PA      | $762339.73    | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3147000 | PA      | $3006285.86   | 0.05%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    463000 | PA      | $452656.76    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    975000 | PA      | $873235.27    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1658632.01   | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1453876.96   | 0.02%             | 2027-02-26      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2916000 | PA      | $2887646.30   | 0.04%             | 2029-04-06      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    364000 | PA      | $371827.51    | 0.01%             | 2028-01-09      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $3137360.69   | 0.05%             | 2030-04-06      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2434485.00   | 0.04%             | 2031-02-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1922407.69   | 0.03%             | 2027-05-08      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3533000 | PA      | $3619490.67   | 0.05%             | 2029-07-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $1992743.75   | 0.03%             | 2027-07-15      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4082000 | PA      | $4108477.97   | 0.06%             | 2029-10-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6845000 | PA      | $6980652.57   | 0.11%             | 2030-01-07      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501068.50    | 0.01%             | 2030-01-07      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170467.70    | 0.00%             | 2028-04-04      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1193512.26   | 0.02%             | 2030-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494309.38    | 0.01%             | 2031-01-08      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS COMPANY                                                                    | GENUINE PARTS CO                                   | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3668602.27   | 0.06%             | 2030-11-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| GENUINE PARTS COMPANY                                                                    | GENUINE PARTS CO                                   | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1565875.97   | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                                      | GEORGIA PACIFIC LLC                                | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4829925.87   | 0.07%             | 2030-04-30      | Fixed         | 2.30%                 | Yes           | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                                    | GEORGIA POWER CO                                   | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1278586.03   | 0.02%             | 2029-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                                    | GEORGIA POWER CO                                   | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1358841.11   | 0.02%             | 2030-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC                                | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2225873.45   | 0.03%             | 2030-10-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC                                | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4337000 | PA      | $4409549.08   | 0.07%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                                                                   | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1979898.84   | 0.03%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                                                             | GLAXOSMITHKLINE CAPITAL INC                        | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1448857.69   | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1911624.16   | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2192672.57   | 0.03%             | 2028-05-08      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2509000 | PA      | $2659670.17   | 0.04%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8093000 | PA      | $8254652.74   | 0.13%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1055981.88   | 0.02%             | 2027-04-04      | Floating      | 4.71%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $2562061.82   | 0.04%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                     | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   7781000 | PA      | $7347876.47   | 0.11%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                     | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  16212000 | PA      | $14855339.31  | 0.23%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                     | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266641.31    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GLOBE LIFE INC.                                                                          | GLOBE LIFE INC                                     | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1222142.25   | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17883000 | PA      | $16663629.05  | 0.25%             | 2030-02-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6735000 | PA      | $6549397.95   | 0.10%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                  | HF SINCLAIR CORP                                   | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024233.31   | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                            | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3749000 | PA      | $3633191.03   | 0.06%             | 2029-03-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                            | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1296337.45   | 0.02%             | 2028-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                            | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2104701.65   | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                            | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2417000 | PA      | $2424473.75   | 0.04%             | 2028-03-01      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                            | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3864751.15   | 0.06%             | 2030-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                            | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2603998.28   | 0.04%             | 2030-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                        | HSBC HOLDINGS PLC                                  | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  16716000 | PA      | $16932926.88  | 0.26%             | 2030-03-31      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| HSBC USA INC.                                                                            | HSBC USA INC                                       | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   8236000 | PA      | $8271085.36   | 0.13%             | 2027-03-04      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| HP INC.                                                                                  | HP INC                                             | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   3899000 | PA      | $3705823.93   | 0.06%             | 2030-06-17      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| HP INC.                                                                                  | HP INC                                             | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1035615.23   | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HP INC.                                                                                  | HP INC                                             | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1839524.18   | 0.03%             | 2030-04-25      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                     | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2944000 | PA      | $2774832.40   | 0.04%             | 2030-03-01      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES, INC.                                                 | HARLEY DAVIDSON FINANCIAL SERVICES INC             | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    796000 | PA      | $786244.42    | 0.01%             | 2027-02-14      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                         | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495950.12    | 0.01%             | 2031-03-12      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                  | HEALTH CARE SERVICE CORP A MUTUAL LEGAL            | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    975000 | PA      | $885175.12    | 0.01%             | 2030-06-01      | Fixed         | 2.20%                 | Yes           | 2                  | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                  | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |  10385000 | PA      | $10529329.80  | 0.16%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP            | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399083.76    | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP            | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    446000 | PA      | $442047.36    | 0.01%             | 2027-07-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP            | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   3126000 | PA      | $2943315.22   | 0.04%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP            | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $2962248.82   | 0.05%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1032241.41   | 0.02%             | 2028-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2252396.66   | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                         | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260978.17    | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| HEALTHPEAK OP, LLC                                                                       | HEALTHPEAK PROPERTIES INC                          | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    520000 | PA      | $477985.29    | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                  | HELMERICH PAYNE INC                                | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248964.86   | 0.02%             | 2029-12-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| THE HERSHEY COMPANY                                                                      | HERSHEY CO THE                                     | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449540.02    | 0.01%             | 2030-06-01      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                       | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    751000 | PA      | $762020.44    | 0.01%             | 2028-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                       | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1858366.14   | 0.03%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                       | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4834000 | PA      | $4752981.48   | 0.07%             | 2030-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4819768.54   | 0.07%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   5985000 | PA      | $5542872.31   | 0.08%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $4754276.43   | 0.07%             | 2031-02-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                                                     | HOME DEPOT INC THE                                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769936.50    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                                                     | HOME DEPOT INC THE                                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    501000 | PA      | $471386.11    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                                                     | HOME DEPOT INC THE                                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    950000 | PA      | $823019.17    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                                                     | HOME DEPOT INC THE                                 | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812387.32    | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                                                    | HONEYWELL INTERNATIONAL INC                        | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   3164000 | PA      | $2870682.20   | 0.04%             | 2030-06-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                        | HORACE MANN EDUCATORS CORP                         | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    930000 | PA      | $916358.65    | 0.01%             | 2030-10-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                              | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |  19208000 | PA      | $18292743.03  | 0.28%             | 2029-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                         | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $430040.59    | 0.01%             | 2029-08-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: —       |
| HUMANA INC.                                                                              | HUMANA INC                                         | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900068.04    | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                         | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389574.93    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                         | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  17448000 | PA      | $17866758.98  | 0.27%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                       | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $929399.23    | 0.01%             | 2030-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                 | HYATT HOTELS CORP                                  | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3352294.39   | 0.05%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                 | HYATT HOTELS CORP                                  | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   9427000 | PA      | $9574730.61   | 0.15%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE. LTD.                                                      | IBM INTERNATIONAL CAPITAL PTE LTD                  | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |  14642000 | PA      | $14721317.03  | 0.22%             | 2029-02-05      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE. LTD.                                                      | IBM INTERNATIONAL CAPITAL PTE LTD                  | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    750000 | PA      | $750602.51    | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| ILLUMINA, INC.                                                                           | ILLUMINA INC                                       | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540503.52    | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| ILLUMINA, INC.                                                                           | ILLUMINA INC                                       | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1119577.78   | 0.02%             | 2027-12-13      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ILLUMINA, INC.                                                                           | ILLUMINA INC                                       | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1542711.22   | 0.02%             | 2030-12-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                              | IMPERIAL BRANDS FINANCE PLC                        | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4301000 | PA      | $4421130.41   | 0.07%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ING Groep N.V.                                                                           | ING GROEP NV                                       | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6978000 | PA      | $6993238.49   | 0.11%             | 2028-10-02      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                           | ING GROEP NV                                       | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   9601000 | PA      | $9488693.74   | 0.14%             | 2029-04-09      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5749000 | PA      | $5356329.73   | 0.08%             | 2029-11-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                         | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $2793719.90   | 0.04%             | 2030-03-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                         | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375450.42    | 0.01%             | 2028-08-12      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                         | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2388023.19   | 0.04%             | 2030-02-10      | Fixed         | 5.12%                 | No            | 2                  | On Loan: —       |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |   8040000 | PA      | $8044910.11   | 0.12%             | 2028-03-20      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |   5153000 | PA      | $5156091.80   | 0.08%             | 2029-02-15      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |   6189000 | PA      | $6192636.22   | 0.09%             | 2027-04-12      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    601000 | PA      | $591951.46    | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |  11685000 | PA      | $11709070.87  | 0.18%             | 2027-10-04      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |  22226000 | PA      | $22309254.82  | 0.34%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: —       |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |  16194000 | PA      | $16246223.06  | 0.25%             | 2030-03-13      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |  13203000 | PA      | $13239302.70  | 0.20%             | 2028-10-05      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                          | INTERCONTINENTAL EXCHANGE INC                      | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2960477.13   | 0.04%             | 2028-09-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |   1380000 | PA      | $1384954.20   | 0.02%             | 2027-08-19      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |   7345000 | PA      | $7353446.75   | 0.11%             | 2028-11-22      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    442000 | PA      | $442057.92    | 0.01%             | 2026-06-15      | Floating      | 3.83%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION DEV          | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |   7720000 | PA      | $7733354.98   | 0.12%             | 2029-01-24      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    849000 | PA      | $849547.72    | 0.01%             | 2026-09-23      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |   4851000 | PA      | $4856981.57   | 0.07%             | 2027-01-12      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    542000 | PA      | $542617.88    | 0.01%             | 2027-02-23      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK                                 | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |  22908000 | PA      | $22954596.25  | 0.35%             | 2028-05-15      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION DEVLOPMENT   | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    456000 | PA      | $456687.56    | 0.01%             | 2027-06-15      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCT DEV             | CUSIP: 459058LP6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |   3680000 | PA      | $3685311.09   | 0.06%             | 2027-11-18      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52984.39     | 0.00%             | 2026-05-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5499000 | PA      | $5345132.87   | 0.08%             | 2029-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  13059000 | PA      | $11820288.56  | 0.18%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5076000 | PA      | $5119752.38   | 0.08%             | 2030-02-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3337000 | PA      | $3290899.24   | 0.05%             | 2031-02-03      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| International Development Association                                                    | INTERNATIONAL DEVELOPMENT ASSOCIATION              | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              |  | US        |    500000 | PA      | $505810.36    | 0.01%             | 2029-11-27      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                  | INTERNATIONAL FLAVORS FRAGRANCES INC               | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1848600.40   | 0.03%             | 2028-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                         | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |  28571000 | PA      | $28638443.27  | 0.44%             | 2028-08-28      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                         | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |   5077000 | PA      | $5090590.72   | 0.08%             | 2029-08-28      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                       | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   4517000 | PA      | $4485383.48   | 0.07%             | 2028-09-26      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                       | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5723548.16   | 0.09%             | 2029-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                                | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $247378.85    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                                | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    900000 | PA      | $880546.00    | 0.01%             | 2029-09-23      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                | INVITATION HOMES OPERATING PARTNERSHIP LP          | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1129822.85   | 0.02%             | 2028-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                | INVITATION HOMES OPERATING PARTNERSHIP LP          | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    998000 | PA      | $1016555.47   | 0.02%             | 2030-08-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| JABIL INC.                                                                               | JABIL INC                                          | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $3990963.97   | 0.06%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JABIL INC.                                                                               | JABIL INC                                          | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3392792.50   | 0.05%             | 2031-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                   | JACKSON FINANCIAL INC                              | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    213000 | PA      | $214010.42    | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP INC.                                                            | JACOBS ENGINEERING GROUP INC                       | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   8874000 | PA      | $9189688.65   | 0.14%             | 2028-08-18      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| JACOBS SOLUTIONS INC.                                                                    | JACOBS SOLUTIONS INC                               | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2474086.65   | 0.04%             | 2031-03-03      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                                | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    131000 | PA      | $133399.11    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                                | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  10652000 | PA      | $10341071.10  | 0.16%             | 2030-01-23      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  15552000 | PA      | $15889441.70  | 0.24%             | 2028-07-21      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                     | JERSEY CENTRAL POWER LIGHT CO                      | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3119461.81   | 0.05%             | 2031-01-15      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $546054.79    | 0.01%             | 2029-09-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   3714000 | PA      | $3304344.13   | 0.05%             | 2030-09-01      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  36664000 | PA      | $37511170.48  | 0.57%             | 2029-06-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                    | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  27566000 | PA      | $28158844.60  | 0.43%             | 2030-03-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: —       |
| JUNIPER NETWORKS, INC.                                                                   | JUNIPER NETWORKS INC                               | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    264000 | PA      | $257056.22    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS, INC.                                                                   | JUNIPER NETWORKS INC                               | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   6164000 | PA      | $5409335.38   | 0.08%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| KELLANOVA                                                                                | KELLANOVA                                          | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1124998.00   | 0.02%             | 2031-04-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: —       |
| KELLANOVA                                                                                | KELLOGG CO                                         | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   7608000 | PA      | $6931602.24   | 0.11%             | 2030-06-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| KEMPER CORPORATION                                                                       | KEMPER CORP                                        | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |  14004000 | PA      | $12269391.32  | 0.19%             | 2030-09-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: —       |
| KEURIG DR PEPPER INC.                                                                    | KEURIG DR PEPPER INC                               | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1223219.99   | 0.02%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                    | KEURIG DR PEPPER INC                               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1395699.94   | 0.02%             | 2031-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                    | KEURIG DR PEPPER INC                               | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1339502.69   | 0.02%             | 2027-03-15      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                    | KEURIG DR PEPPER INC                               | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2328386.88   | 0.04%             | 2031-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                    | KEURIG DR PEPPER INC                               | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3044000 | PA      | $3022858.57   | 0.05%             | 2030-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                                                                  | KEYCORP                                            | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546463.52    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                                                                  | KEYCORP                                            | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   7733000 | PA      | $7244460.22   | 0.11%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                                                                  | KEYCORP                                            | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2626267.76   | 0.04%             | 2027-04-06      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                   | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2550065.91   | 0.04%             | 2029-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                   | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2780958.94   | 0.04%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| KIMCO REALTY OP, LLC                                                                     | KIMCO REALTY CORP                                  | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5076452.15   | 0.08%             | 2030-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN, INC.                                                                      | KINDER MORGAN INC                                  | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  15127000 | PA      | $15355207.43  | 0.23%             | 2029-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN, INC.                                                                      | KINDER MORGAN INC                                  | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3068000 | PA      | $3125195.31   | 0.05%             | 2029-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN, INC.                                                                      | KINDER MORGAN INC                                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    934000 | PA      | $954921.77    | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                                                        | KOMMUNALBANKEN AS                                  | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              |  | NO        |   7250000 | PA      | $7265343.90   | 0.11%             | 2028-03-03      | Floating      | 4.06%                 | Yes           | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                                                        | KOMMUNALBANKEN AS                                  | CUSIP: 50047JAV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              |  | NO        |  32000000 | PA      | $31973763.84  | 0.49%             | 2031-03-04      | Floating      | 3.99%                 | Yes           | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                                                        | KOMMUNALBANKEN AS                                  | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              |  | NO        |   6810000 | PA      | $6817544.25   | 0.10%             | 2026-06-17      | Floating      | 4.65%                 | Yes           | 2                  | On Loan: No      |
| KfW                                                                                      | KREDITANSTALT FUER WIEDERAUFBAU                    | CUSIP: 500769JZ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              |  | DE        |   3890000 | PA      | $3897953.18   | 0.06%             | 2026-08-07      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| THE KROGER CO.                                                                           | KROGER CO THE                                      | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87914.04     | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS, INC.                                                                       | LPL HOLDINGS INC                                   | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  16499000 | PA      | $17265373.44  | 0.26%             | 2028-11-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS, INC.                                                                       | LPL HOLDINGS INC                                   | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   7264000 | PA      | $7330636.16   | 0.11%             | 2030-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| LSEG FINANCE PLC                                                                         | LSEGA FINANCING PLC                                | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1145383.21   | 0.02%             | 2028-04-06      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| LSEG FINANCE PLC                                                                         | LSEGA FINANCING PLC                                | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $678610.58    | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                       | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4709034.12   | 0.07%             | 2030-10-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                       | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1257590.90   | 0.02%             | 2031-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS                                               | LABORATORY CORP OF AMERICA HOLDINGS                | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    431000 | PA      | $409384.91    | 0.01%             | 2029-12-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ENI USA INC.                                                                             | ENI USA INC                                        | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6484000 | PA      | $6757677.84   | 0.10%             | 2027-11-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| LAZARD GROUP LLC                                                                         | LAZARD GROUP LLC                                   | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $5734101.64   | 0.09%             | 2028-09-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LAZARD GROUP LLC                                                                         | LAZARD GROUP LLC                                   | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297079.76    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LEAR CORPORATION                                                                         | LEAR CORP                                          | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1213280.40   | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LEAR CORPORATION                                                                         | LEAR CORP                                          | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1521164.94   | 0.02%             | 2030-05-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LEGGETT & PLATT, INCORPORATED                                                            | LEGGETT PLATT INC                                  | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |   3504000 | PA      | $3416618.19   | 0.05%             | 2029-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: —       |
| LIBERTY UTILITIES CO.                                                                    | LIBERTY UTILITIES CO                               | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3110467.10   | 0.05%             | 2029-01-31      | Fixed         | 5.58%                 | Yes           | 2                  | On Loan: No      |
| ELI LILLY AND COMPANY                                                                    | ELI LILLY CO                                       | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1538704.17   | 0.02%             | 2029-08-14      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ELI LILLY AND COMPANY                                                                    | ELI LILLY CO                                       | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2932000 | PA      | $2981291.41   | 0.05%             | 2030-02-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   4796000 | PA      | $4729307.11   | 0.07%             | 2028-03-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: —       |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    674000 | PA      | $633010.33    | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    700000 | PA      | $654496.35    | 0.01%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BY4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    288000 | PA      | $258954.65    | 0.00%             | 2030-08-15      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                 | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2316000 | PA      | $2313742.48   | 0.04%             | 2028-03-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                 | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1049000 | PA      | $1051383.90   | 0.02%             | 2028-08-16      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                              | LOCKHEED MARTIN CORP                               | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1945500.81   | 0.03%             | 2030-08-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| LOEWS CORPORATION                                                                        | LOEWS CORP                                         | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   4221000 | PA      | $4016724.20   | 0.06%             | 2030-05-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                            | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6726000 | PA      | $6210779.72   | 0.09%             | 2030-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                                 | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   9591000 | PA      | $9642728.96   | 0.15%             | 2027-07-02      | Floating      | 4.57%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                                 | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |  10729000 | PA      | $10773685.00  | 0.16%             | 2028-06-12      | Floating      | 4.39%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                                 | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $199862.98    | 0.00%             | 2028-02-03      | Floating      | 4.15%                 | Yes           | 2                  | On Loan: No      |
| Magna International Inc.                                                                 | MAGNA INTERNATIONAL INC                            | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   4625000 | PA      | $4256510.11   | 0.06%             | 2030-06-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Magna International Inc.                                                                 | MAGNA INTERNATIONAL INC                            | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |  19090000 | PA      | $19396428.29  | 0.29%             | 2029-03-14      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                           | MARATHON PETROLEUM CORP                            | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   9078000 | PA      | $9263501.58   | 0.14%             | 2030-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MARS, INCORPORATED                                                                       | MARS INC                                           | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1299018.70   | 0.02%             | 2030-04-01      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| MARS, INCORPORATED                                                                       | MARS INC                                           | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251672.76    | 0.00%             | 2031-04-20      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                         | MARSH MCLENNAN COS INC                             | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295166.24    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                         | MARSH MCLENNAN COS INC                             | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   3144000 | PA      | $2848963.17   | 0.04%             | 2030-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                         | MARSH MCLENNAN COS INC                             | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150132.78    | 0.00%             | 2027-11-08      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                             | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1720224.95   | 0.03%             | 2029-04-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED                                                                  | MASTERCARD INC                                     | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964830.11    | 0.01%             | 2029-06-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| MATTEL, INC.                                                                             | MATTEL INC                                         | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3057876.11   | 0.05%             | 2030-11-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| MCKESSON CORPORATION                                                                     | MCKESSON CORP                                      | CUSIP: 581557BN4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1537088.21   | 0.02%             | 2029-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MCKESSON CORPORATION                                                                     | MCKESSON CORP                                      | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    780000 | PA      | $791387.76    | 0.01%             | 2028-07-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MCKESSON CORPORATION                                                                     | MCKESSON CORP                                      | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   3201000 | PA      | $3192212.45   | 0.05%             | 2029-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MCKESSON CORPORATION                                                                     | MCKESSON CORP                                      | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3019830.51   | 0.05%             | 2030-05-30      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1427065.54   | 0.02%             | 2029-01-11      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1952119.69   | 0.03%             | 2026-07-31      | Floating      | 4.28%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5011000 | PA      | $5054537.67   | 0.08%             | 2029-08-01      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721921.25    | 0.01%             | 2027-11-15      | Floating      | 4.52%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBA4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  18634000 | PA      | $18929284.80  | 0.29%             | 2029-11-15      | Fixed         | 5.10%                 | Yes           | 2                  | On Loan: —       |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200476.15    | 0.00%             | 2027-04-01      | Floating      | 4.43%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1391906.69   | 0.02%             | 2028-03-31      | Floating      | 4.58%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBG1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1442928.52   | 0.02%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                       | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4122000 | PA      | $4036531.77   | 0.06%             | 2029-03-07      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                       | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  26457000 | PA      | $23573213.46  | 0.36%             | 2030-06-24      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                       | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  10511000 | PA      | $10501181.15  | 0.16%             | 2030-05-17      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                       | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  15966000 | PA      | $15882376.96  | 0.24%             | 2030-09-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                             | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83954.90     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                             | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1049127.81   | 0.02%             | 2030-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                             | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4107624.63   | 0.06%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| MITSUBISHI HC FINANCE AMERICA LLC                                                        | MITSUBISHI HC FINANCE AMERICA LLC                  | CUSIP: 606790AE3<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4604806.79   | 0.07%             | 2031-01-14      | Fixed         | 4.56%                 | Yes           | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                     | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    619000 | PA      | $615901.73    | 0.01%             | 2026-09-13      | Fixed         | 2.76%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                     | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2351000 | PA      | $2256558.90   | 0.03%             | 2029-07-18      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                     | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5247000 | PA      | $4864514.90   | 0.07%             | 2030-02-25      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                     | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6795000 | PA      | $6130466.06   | 0.09%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    188000 | PA      | $187173.38    | 0.00%             | 2026-09-13      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| Mizuho Bank, Ltd.                                                                        | MIZUHO BANK LTD                                    | CUSIP: 60688XBP4<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $1910862.15   | 0.03%             | 2031-04-16      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                                                                  | MOHAWK INDUSTRIES INC                              | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1070662.25   | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank, National Association                                                | MORGAN STANLEY BANK NA                             | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1280598.70   | 0.02%             | 2026-10-30      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                           | MORGAN STANLEY                                     | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    476000 | PA      | $478638.45    | 0.01%             | 2026-08-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                                                  | NTT FINANCE CORP                                   | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    695000 | PA      | $659736.95    | 0.01%             | 2028-04-03      | Fixed         | 1.59%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                                                  | NTT FINANCE CORP                                   | CUSIP: 62954WAM7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1150000 | PA      | $1169184.45   | 0.02%             | 2029-07-02      | Fixed         | 5.11%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                                                  | NTT FINANCE CORP                                   | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  26471000 | PA      | $26656117.26  | 0.40%             | 2030-07-16      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                                                  | NTT FINANCE CORP                                   | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2335000 | PA      | $2373854.77   | 0.04%             | 2030-07-16      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2593000 | PA      | $2600428.95   | 0.04%             | 2027-10-26      | Floating      | 4.25%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK                            | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7155000 | PA      | $7210844.78   | 0.11%             | 2030-01-14      | Floating      | 4.44%                 | Yes           | 2                  | On Loan: No      |
| National Australia Bank Ltd (New York Branch)                                            | NATIONAL AUSTRALIA BANK LTD NEW YORK               | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |   7630000 | PA      | $7675801.36   | 0.12%             | 2030-06-13      | Fixed         | 4.53%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1901000 | PA      | $1906837.36   | 0.03%             | 2028-06-13      | Floating      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $400282.00    | 0.01%             | 2028-12-13      | Floating      | 4.18%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525CP4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $551665.59    | 0.01%             | 2031-01-13      | Floating      | 4.33%                 | Yes           | 2                  | On Loan: No      |
| National Australia Bank Ltd (New York Branch)                                            | NATIONAL AUSTRALIA BANK LTD NEW YORK               | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |   2912000 | PA      | $2950198.45   | 0.04%             | 2028-01-12      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd (New York Branch)                                            | NATIONAL AUSTRALIA BANK LTD NEW YORK               | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |   3148000 | PA      | $3193749.63   | 0.05%             | 2028-06-13      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd (New York Branch)                                            | NATIONAL AUSTRALIA BANK LTD NEW YORK               | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |  15667000 | PA      | $15925187.46  | 0.24%             | 2029-01-10      | Fixed         | 4.79%                 | No            | 2                  | On Loan: —       |
| National Australia Bank Ltd (New York Branch)                                            | NATIONAL AUSTRALIA BANK LTD NEW YORK               | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |   6335000 | PA      | $6455054.65   | 0.10%             | 2030-01-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                                                                  | NATIONAL BANK OF CANADA                            | CUSIP: 63306AHT6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1065978.99   | 0.02%             | 2029-02-01      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                                                                  | NATIONAL BANK OF CANADA                            | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   8727000 | PA      | $8977420.22   | 0.14%             | 2028-12-18      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                                                                  | NATIONAL BANK OF CANADA                            | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  22237000 | PA      | $22224605.32  | 0.34%             | 2029-10-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                                | NATIONAL FUEL GAS CO                               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227906.35    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                                | NATIONAL FUEL GAS CO                               | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   5594000 | PA      | $5709037.76   | 0.09%             | 2030-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NOV INC.                                                                                 | NOV INC                                            | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1207542.42   | 0.02%             | 2029-12-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: —       |
| NNN REIT, INC.                                                                           | NNN REIT INC                                       | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   6311000 | PA      | $6265628.20   | 0.10%             | 2031-02-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP  | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5183000 | PA      | $5241414.07   | 0.08%             | 2029-02-07      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE       | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4351000 | PA      | $4360916.58   | 0.07%             | 2027-02-05      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP  | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3428702.45   | 0.05%             | 2029-06-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP  | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    950000 | PA      | $954360.50    | 0.01%             | 2027-09-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP  | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3818534.98   | 0.06%             | 2030-12-10      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                                 | NATIONAL SECURITIES CLEARING CORP                  | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2195044.50   | 0.03%             | 2027-11-21      | Fixed         | 5.10%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                                 | NATIONAL SECURITIES CLEARING CORP                  | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |  13360000 | PA      | $13550893.56  | 0.21%             | 2028-05-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                                 | NATIONAL SECURITIES CLEARING CORP                  | CUSIP: 637639AM7<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   7816000 | PA      | $7945906.38   | 0.12%             | 2029-06-26      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                                 | NATIONAL SECURITIES CLEARING CORP                  | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    959000 | PA      | $960092.32    | 0.01%             | 2027-05-20      | Floating      | 4.24%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                                 | NATIONAL SECURITIES CLEARING CORP                  | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   5885000 | PA      | $5967602.57   | 0.09%             | 2030-05-20      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Nationwide Building Society                                                              | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2753000 | PA      | $2721348.81   | 0.04%             | 2026-10-13      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: —       |
| Nationwide Building Society                                                              | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  21133000 | PA      | $21494395.86  | 0.33%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Nationwide Building Society                                                              | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $642438.41    | 0.01%             | 2030-09-30      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                                | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2670000 | PA      | $2682406.37   | 0.04%             | 2027-05-17      | Floating      | 4.57%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                                | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  11277000 | PA      | $11361350.27  | 0.17%             | 2029-05-17      | Floating      | 4.81%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                                | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4295000 | PA      | $4315452.45   | 0.07%             | 2028-03-21      | Floating      | 4.60%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                                | CUSIP: 63906YAQ1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    675000 | PA      | $680086.13    | 0.01%             | 2030-03-21      | Floating      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                                | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $247141.36    | 0.00%             | 2030-11-06      | Fixed         | 4.41%                 | Yes           | 2                  | On Loan: No      |
| NESTLE CAPITAL CORPORATION                                                               | NESTLE CAPITAL CORP                                | CUSIP: 64105MAA9<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |  10773000 | PA      | $10896084.97  | 0.17%             | 2029-03-12      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS, INC.                                                                    | NESTLE HOLDINGS INC                                | CUSIP: 641062AF1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    965000 | PA      | $954654.46    | 0.01%             | 2028-09-24      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS, INC.                                                                    | NESTLE HOLDINGS INC                                | CUSIP: 641062AT1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1910119.80   | 0.03%             | 2030-09-15      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS, INC.                                                                    | NESTLE HOLDINGS INC                                | CUSIP: 641062BC7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355385.68    | 0.01%             | 2029-10-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS, INC.                                                                    | NESTLE HOLDINGS INC                                | CUSIP: 641062BF0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4673074.04   | 0.07%             | 2028-03-14      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: —       |
| NESTLE HOLDINGS, INC.                                                                    | NESTLE HOLDINGS INC                                | CUSIP: 641062BG8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1795540.79   | 0.03%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: —       |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                | NY STATE ELECTRIC GAS                              | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   4325000 | PA      | $4432707.38   | 0.07%             | 2028-08-15      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| NEWMONT CORPORATION                                                                      | NEWMONT CORP                                       | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    419000 | PA      | $381664.18    | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3483776.87   | 0.05%             | 2029-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9481000 | PA      | $8981093.51   | 0.14%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  15509000 | PA      | $14150489.46  | 0.21%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5499000 | PA      | $5226132.14   | 0.08%             | 2028-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3428035.79   | 0.05%             | 2028-02-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    927000 | PA      | $941777.54    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5260000 | PA      | $5329001.21   | 0.08%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    942000 | PA      | $945753.22    | 0.01%             | 2028-02-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10667000 | PA      | $10855472.66  | 0.16%             | 2030-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL                             | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1688018.51   | 0.03%             | 2030-06-12      | Fixed         | 3.83%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3654000 | PA      | $3626831.12   | 0.06%             | 2031-03-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NIKE, INC.                                                                               | NIKE INC                                           | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377753.18    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                            | NIPPON LIFE INSURANCE CO                           | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |  11300000 | PA      | $11306671.29  | 0.17%             | 2031-04-02      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NISOURCE INC.                                                                            | NISOURCE INC                                       | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    284000 | PA      | $270246.25    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   9410000 | PA      | $8872082.90   | 0.13%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3778000 | PA      | $3463483.31   | 0.05%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2905000 | PA      | $2759018.67   | 0.04%             | 2028-07-14      | Fixed         | 2.17%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1102000 | PA      | $1086597.13   | 0.02%             | 2027-01-22      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $380154.10    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $462009.18    | 0.01%             | 2029-07-06      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $510316.30    | 0.01%             | 2028-01-18      | Fixed         | 5.84%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    678000 | PA      | $698158.96    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3448000 | PA      | $3471863.64   | 0.05%             | 2027-07-02      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   8213000 | PA      | $8213017.82   | 0.12%             | 2030-07-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2665000 | PA      | $2673975.72   | 0.04%             | 2027-03-19      | Floating      | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2329000 | PA      | $2358780.92   | 0.04%             | 2029-09-10      | Floating      | 4.67%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAJ8<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  17706000 | PA      | $17713997.80  | 0.27%             | 2029-09-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: —       |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1593000 | PA      | $1599019.99   | 0.02%             | 2028-03-17      | Floating      | 4.35%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAN9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2110000 | PA      | $2087700.11   | 0.03%             | 2030-08-28      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  12683000 | PA      | $12682954.98  | 0.19%             | 2030-08-28      | Floating      | 4.49%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                    | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1367000 | PA      | $1351573.27   | 0.02%             | 2026-09-30      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank | NORDIC INVESTMENT BANK                             | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              |  | FI        |   1740000 | PA      | $1740429.40   | 0.03%             | 2026-05-12      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| The Norinchukin Bank                                                                     | NORINCHUKIN BANK THE                               | CUSIP: 656029AR6<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1091485.16   | 0.02%             | 2031-03-10      | Fixed         | 4.68%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                               | NORTHERN TRUST CORP                                | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    960000 | PA      | $875733.28    | 0.01%             | 2030-05-01      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  11990000 | PA      | $10978122.17  | 0.17%             | 2030-08-14      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  42795000 | PA      | $42200621.96  | 0.64%             | 2029-09-18      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  19487000 | PA      | $19231837.42  | 0.29%             | 2030-11-05      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| NUCOR CORPORATION                                                                        | NUCOR CORP                                         | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2223455.07   | 0.03%             | 2030-06-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| NUCOR CORPORATION                                                                        | NUCOR CORP                                         | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126191.10    | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC.                                                                       | OMNICOM GROUP INC                                  | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1676713.55   | 0.03%             | 2030-04-30      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                                         | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674491.76    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                                         | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1652369.89   | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                                         | OMEGA HEALTHCARE INVESTORS INC                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |  22172000 | PA      | $22340833.35  | 0.34%             | 2030-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| ONE GAS, INC.                                                                            | ONE GAS INC                                        | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019529.04   | 0.02%             | 2029-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                                                              | ONEOK INC                                          | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100040.51    | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                                                              | ONEOK INC                                          | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    113000 | PA      | $108740.28    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                                                              | ONEOK INC                                          | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    820000 | PA      | $870534.84    | 0.01%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                                                              | ONEOK INC                                          | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2844000 | PA      | $2827289.68   | 0.04%             | 2029-10-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |  11472000 | PA      | $11524469.49  | 0.18%             | 2029-01-18      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   5000000 | PA      | $5103153.25   | 0.08%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   3979000 | PA      | $3718741.81   | 0.06%             | 2029-10-02      | Fixed         | 2.00%                 | No            | 2                  | On Loan: —       |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                     | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |   1838000 | PA      | $1623455.96   | 0.02%             | 2030-09-27      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                     | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3044545.11   | 0.05%             | 2029-04-10      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: 68333ZAH0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |  10400000 | PA      | $7281604.58   | 0.11%             | 2030-06-02      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                         | CUSIP: 68333ZAR8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   2700000 | PA      | $1874547.06   | 0.03%             | 2029-11-01      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                        | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    239000 | PA      | $234641.02    | 0.00%             | 2028-08-03      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                                                         | ORIX CORP                                          | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   2377000 | PA      | $2394342.45   | 0.04%             | 2027-09-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| ORIX CORPORATION                                                                         | ORIX CORP                                          | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |  11673000 | PA      | $11750252.03  | 0.18%             | 2029-09-10      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                                                         | ORIX CORP                                          | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |  10228000 | PA      | $10141947.03  | 0.15%             | 2030-09-09      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                   | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445708.87    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                   | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5397000 | PA      | $5271637.03   | 0.08%             | 2029-04-23      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                   | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  11117000 | PA      | $10374335.60  | 0.16%             | 2030-01-22      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES, INC.                                                                     | PPG INDUSTRIES INC                                 | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    571000 | PA      | $539145.62    | 0.01%             | 2029-08-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES, INC.                                                                     | PPG INDUSTRIES INC                                 | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1606793.36   | 0.02%             | 2030-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PNC Bank, National Association (Delaware)                                                | PNC BANK NA                                        | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    848000 | PA      | $835203.04    | 0.01%             | 2027-10-25      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| PNC Bank, National Association (Delaware)                                                | PNC BANK NA                                        | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3458000 | PA      | $3405117.36   | 0.05%             | 2028-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PVH CORP.                                                                                | PVH CORP                                           | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |  10877000 | PA      | $11030635.23  | 0.17%             | 2030-06-13      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PACCAR FINANCIAL CORP.                                                                   | PACCAR FINANCIAL CORP                              | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398254.17    | 0.01%             | 2029-09-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| PACCAR FINANCIAL CORP.                                                                   | PACCAR FINANCIAL CORP                              | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403328.30    | 0.01%             | 2030-05-08      | Fixed         | 4.55%                 | No            | 2                  | On Loan: —       |
| PSP Capital Inc.                                                                         | PSP CAPITAL INC                                    | CUSIP: 69376Q2B8<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9435790.60   | 0.14%             | 2028-10-26      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                                              | PARKER HANNIFIN CORP                               | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338467.43    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                                              | PARKER HANNIFIN CORP                               | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2729313.15   | 0.04%             | 2029-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| PAYCHEX, INC.                                                                            | PAYCHEX INC                                        | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010656.38   | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                    | PAYPAL HOLDINGS INC                                | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   4884000 | PA      | $4630147.90   | 0.07%             | 2029-10-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                    | PAYPAL HOLDINGS INC                                | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3303269.78   | 0.05%             | 2030-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                                                    | PAYPAL HOLDINGS INC                                | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    513000 | PA      | $513847.92    | 0.01%             | 2028-03-06      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    589000 | PA      | $585818.51    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BH6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   5346000 | PA      | $5103380.72   | 0.08%             | 2029-11-01      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BM5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79745.06     | 0.00%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BR4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203559.02    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BS2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1523920.95   | 0.02%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812698.56    | 0.01%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL                     | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    522000 | PA      | $536859.78    | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    575000 | PA      | $584920.48    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659679.88    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   3391000 | PA      | $3438258.50   | 0.05%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   5113000 | PA      | $5059866.93   | 0.08%             | 2031-01-15      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| Pepsico, Inc.                                                                            | PEPSICO INC                                        | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1039405.13   | 0.02%             | 2029-07-29      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| REVVITY, INC.                                                                            | PERKINELMER INC                                    | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   3588000 | PA      | $3439774.52   | 0.05%             | 2029-09-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| REVVITY, INC.                                                                            | PERKINELMER INC                                    | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329033.56    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                                                       | SUNCOR ENERGY INC                                  | CUSIP: 71644EAE2<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1254453.75   | 0.02%             | 2026-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                                  | PFIZER INVESTMENT ENTERPRISES PTE LTD              | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1509000 | PA      | $1520117.96   | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                                              | PFIZER INC                                         | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784675.63    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                                              | PFIZER INC                                         | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    881000 | PA      | $826021.90    | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                                              | PFIZER INC                                         | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    564000 | PA      | $508045.58    | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                                              | PFIZER INC                                         | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248026.06    | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2055065.78   | 0.03%             | 2029-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4336188.60   | 0.07%             | 2030-05-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  11089000 | PA      | $9851006.08   | 0.15%             | 2030-11-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   8068000 | PA      | $8366799.83   | 0.13%             | 2029-11-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3205432.82   | 0.05%             | 2028-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2379616.25   | 0.04%             | 2030-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    875000 | PA      | $893230.54    | 0.01%             | 2028-09-07      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7070000 | PA      | $7342677.24   | 0.11%             | 2030-09-07      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9440000 | PA      | $9563585.36   | 0.15%             | 2029-02-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2391000 | PA      | $2445329.23   | 0.04%             | 2031-02-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2693000 | PA      | $2714372.24   | 0.04%             | 2029-11-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702237.90    | 0.01%             | 2028-04-28      | Floating      | 4.48%                 | No            | 2                  | On Loan: —       |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTL INC                             | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2707000 | PA      | $2694229.75   | 0.04%             | 2030-04-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $2645516.05   | 0.04%             | 2030-10-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                                                              | PHILLIPS 66                                        | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2020159.96   | 0.03%             | 2030-12-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                     | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   2178000 | PA      | $2154088.76   | 0.03%             | 2028-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                     | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |  20830000 | PA      | $19869548.70  | 0.30%             | 2029-12-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                     | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806874.05    | 0.01%             | 2027-12-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                                       | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    550000 | PA      | $500700.25    | 0.01%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   5260000 | PA      | $5092761.56   | 0.08%             | 2029-12-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2697000 | PA      | $2598306.31   | 0.04%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| RALPH LAUREN CORPORATION                                                                 | RALPH LAUREN CORP                                  | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1602418.62   | 0.02%             | 2030-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                                                          | PRINCIPAL FINANCIAL GROUP INC                      | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    843000 | PA      | $838003.57    | 0.01%             | 2026-11-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                                                          | PRINCIPAL FINANCIAL GROUP INC                      | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   8103000 | PA      | $7914738.95   | 0.12%             | 2029-05-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                                                          | PRINCIPAL FINANCIAL GROUP INC                      | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1545739.09   | 0.02%             | 2030-06-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                             | PROCTER GAMBLE CO THE                              | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1094196.16   | 0.02%             | 2030-10-29      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                             | PROCTER GAMBLE CO THE                              | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3433523.18   | 0.05%             | 2029-01-29      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                             | PROCTER GAMBLE CO THE                              | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  25241000 | PA      | $25168969.51  | 0.38%             | 2030-05-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396081.25    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2231000 | PA      | $2054415.68   | 0.03%             | 2030-04-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2966000 | PA      | $2579555.92   | 0.04%             | 2030-10-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262187.88    | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $2988583.15   | 0.05%             | 2027-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950621.77    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1136427.14   | 0.02%             | 2030-07-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3864000 | PA      | $3406354.95   | 0.05%             | 2031-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XCD1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2245001.84   | 0.03%             | 2031-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5058770.05   | 0.08%             | 2028-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                                                           | PROLOGIS LP                                        | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101032.42    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                              | PROTECTIVE LIFE CORP                               | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   7891000 | PA      | $7838277.94   | 0.12%             | 2028-09-30      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                              | PROTECTIVE LIFE CORP                               | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2653821.89   | 0.04%             | 2030-01-15      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                              | PROTECTIVE LIFE CORP                               | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495506.87    | 0.01%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                         | PUBLIC STORAGE                                     | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4924791.71   | 0.07%             | 2029-05-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                         | PUBLIC STORAGE                                     | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    855000 | PA      | $807759.98    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                         | PUBLIC STORAGE OPERATING CO                        | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   7576000 | PA      | $7589144.36   | 0.12%             | 2027-04-16      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                         | PUBLIC STORAGE OPERATING CO                        | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   5286000 | PA      | $5286410.46   | 0.08%             | 2030-07-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP, INC.                                                                         | PULTEGROUP INC                                     | CUSIP: 745867AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2368039.46   | 0.04%             | 2031-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INCORPORATED                                                                    | QUALCOMM INC                                       | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    720000 | PA      | $723706.16    | 0.01%             | 2030-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES, INC.                                                                    | QUANTA SERVICES INC                                | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1726717.06   | 0.03%             | 2030-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES, INC.                                                                    | QUANTA SERVICES INC                                | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    794000 | PA      | $788442.79    | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RELX Capital Inc.                                                                        | RELX CAPITAL INC                                   | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691235.71    | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RELX Capital Inc.                                                                        | RELX CAPITAL INC                                   | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3107288.92   | 0.05%             | 2030-05-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RELX Capital Inc.                                                                        | RELX CAPITAL INC                                   | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014461.24   | 0.03%             | 2030-03-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RADIAN GROUP INC.                                                                        | RADIAN GROUP INC                                   | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |  30921000 | PA      | $31981530.62  | 0.49%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    266000 | PA      | $266048.96    | 0.00%             | 2026-10-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    253000 | PA      | $251006.65    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143346.58    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1013523.68   | 0.02%             | 2029-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   7088000 | PA      | $6671312.14   | 0.10%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132028.44    | 0.00%             | 2026-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    219000 | PA      | $218088.28    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    976000 | PA      | $959862.24    | 0.01%             | 2028-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2201066.79   | 0.03%             | 2028-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  12764000 | PA      | $12156834.64  | 0.18%             | 2029-12-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   4109000 | PA      | $4159482.31   | 0.06%             | 2030-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402910.43    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    244000 | PA      | $244054.02    | 0.00%             | 2026-09-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1767517.96   | 0.03%             | 2027-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   4770000 | PA      | $4576318.20   | 0.07%             | 2028-03-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  10233000 | PA      | $10106790.89  | 0.15%             | 2029-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $1877396.19   | 0.03%             | 2030-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2179000 | PA      | $2043025.80   | 0.03%             | 2031-02-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                                 | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2454000 | PA      | $2477428.22   | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                                               | REINSURANCE GROUP OF AMERICA INC                   | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   2292000 | PA      | $2244781.27   | 0.03%             | 2029-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                        | REPSOL E P CAPITAL MARKETS US LLC                  | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   8171000 | PA      | $8273813.32   | 0.13%             | 2030-09-16      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                  | REPUBLIC SERVICES INC                              | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1740188.99   | 0.03%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                  | REPUBLIC SERVICES INC                              | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173841.11    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                              | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2477000 | PA      | $2513837.97   | 0.04%             | 2030-03-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                              | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   9624000 | PA      | $9657147.56   | 0.15%             | 2028-03-14      | Floating      | 4.49%                 | No            | 2                  | On Loan: —       |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2043024.12   | 0.03%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           | 2                  | On Loan: —       |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CD2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752037.07    | 0.01%             | 2026-11-13      | Floating      | 4.41%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CF7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  15476000 | PA      | $15900122.10  | 0.24%             | 2028-11-13      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3427000 | PA      | $3576092.22   | 0.05%             | 2030-11-13      | Fixed         | 5.49%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CJ9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1320349.86   | 0.02%             | 2029-03-08      | Fixed         | 4.79%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  18548000 | PA      | $18490748.26  | 0.28%             | 2029-09-09      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   7724000 | PA      | $7621793.25   | 0.12%             | 2030-12-02      | Fixed         | 4.08%                 | Yes           | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                                 | ROPER TECHNOLOGIES INC                             | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $4985321.59   | 0.08%             | 2031-02-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | ROYAL BANK OF CANADA                               | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001294.81   | 0.02%             | 2026-11-02      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | ROYAL BANK OF CANADA                               | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $404360.86    | 0.01%             | 2028-01-12      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | ROYAL BANK OF CANADA                               | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1140000 | PA      | $1142445.30   | 0.02%             | 2026-07-20      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | ROYAL BANK OF CANADA                               | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2711475.00   | 0.04%             | 2027-01-19      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                                                     | KONINKLIJKE KPN NV                                 | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    154000 | PA      | $176920.80    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   7298000 | PA      | $6591290.58   | 0.10%             | 2030-09-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   3130000 | PA      | $3183797.31   | 0.05%             | 2029-09-02      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM, INC.                                                                       | RYDER SYSTEM INC                                   | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304805.82    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| RYDER SYSTEM, INC.                                                                       | RYDER SYSTEM INC                                   | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202822.42    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| S&P GLOBAL INC.                                                                          | S P GLOBAL INC                                     | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218181.62    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: —       |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                                                    | SABRA HEALTH CARE LP                               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485908.81    | 0.01%             | 2029-10-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                        | SCHLUMBERGER HOLDINGS CORP                         | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2498174.43   | 0.04%             | 2029-05-01      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                        | SCHLUMBERGER HOLDINGS CORP                         | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  15871000 | PA      | $15753504.61  | 0.24%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                        | SCHLUMBERGER HOLDINGS CORP                         | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1317483.21   | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                        | SCHLUMBERGER HOLDINGS CORP                         | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    650000 | PA      | $607635.72    | 0.01%             | 2030-06-26      | Fixed         | 2.65%                 | Yes           | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3249063.31   | 0.05%             | 2028-01-25      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397584.97    | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1360303.45   | 0.02%             | 2029-05-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3963000 | PA      | $3803436.11   | 0.06%             | 2028-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50962.43     | 0.00%             | 2026-05-13      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3207000 | PA      | $3039548.03   | 0.05%             | 2029-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854003.50    | 0.01%             | 2027-03-03      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN, INC.                                                                           | 7 ELEVEN INC                                       | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $9889292.61   | 0.15%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| 7-ELEVEN, INC.                                                                           | 7 ELEVEN INC                                       | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2047480.20   | 0.03%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                               | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24647000 | PA      | $23122171.94  | 0.35%             | 2029-11-07      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                               | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26015000 | PA      | $25715549.92  | 0.39%             | 2030-11-06      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                               | CUSIP: 822905AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    935000 | PA      | $937977.37    | 0.01%             | 2030-11-06      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                               | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6048000 | PA      | $6006362.66   | 0.09%             | 2028-11-13      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                             | SHERWIN WILLIAMS CO THE                            | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    889000 | PA      | $887227.77    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: 826200AD9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      2000 | PA      | $2012.03      | 0.00%             | 2026-08-17      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: 82620KBD4<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  14982000 | PA      | $14343810.25  | 0.22%             | 2028-03-11      | Fixed         | 1.70%                 | Yes           | 2                  | On Loan: —       |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    274000 | PA      | $270373.31    | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $5504917.58   | 0.08%             | 2029-09-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $2733255.86   | 0.04%             | 2030-07-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    385000 | PA      | $368810.66    | 0.01%             | 2028-02-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   4242000 | PA      | $3817017.78   | 0.06%             | 2031-02-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  12161000 | PA      | $12081314.32  | 0.18%             | 2030-10-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   6054000 | PA      | $5968989.01   | 0.09%             | 2031-01-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2025000 | PA      | $2073410.28   | 0.03%             | 2029-03-05      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2545000 | PA      | $2551153.10   | 0.04%             | 2028-06-02      | Floating      | 4.41%                 | Yes           | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    875000 | PA      | $868654.00    | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SMITH & NEPHEW PLC                                                                       | SMITH NEPHEW PLC                                   | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $223298.01    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCIETE GENERALE SA                                | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1802500 | PA      | $1798553.64   | 0.03%             | 2027-01-12      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: —       |
| SOCIETE GENERALE SA                                                                      | SOCIETE GENERALE SA                                | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5384000 | PA      | $5042541.23   | 0.08%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCIETE GENERALE SA                                | CUSIP: 83368RCA8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    850000 | PA      | $853973.51    | 0.01%             | 2027-02-19      | Floating      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| THE SOUTHERN COMPANY                                                                     | SOUTHERN CO THE                                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2308012.56   | 0.04%             | 2030-04-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                 | SOUTHERN CO GAS CAPITAL CORP                       | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3958012.94   | 0.06%             | 2031-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                                                | SOUTHWEST GAS CORP                                 | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985617.47    | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                                                | SOUTHWEST GAS CORP                                 | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204004.71    | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                                                | SOUTHWEST GAS CORP                                 | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   3233000 | PA      | $3291842.73   | 0.05%             | 2028-03-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                                      | SOUTHWESTERN ELECTRIC POWER CO                     | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2179791.61   | 0.03%             | 2028-09-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                           | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1796124.35   | 0.03%             | 2028-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                           | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $9713852.08   | 0.15%             | 2030-03-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                           | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |  13050000 | PA      | $13435170.23  | 0.20%             | 2028-03-06      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                      | STATE STREET BANK TRUST CO                         | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1161577.60   | 0.02%             | 2026-11-25      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                      | STATE STREET BANK TRUST CO                         | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |  13761000 | PA      | $13959071.57  | 0.21%             | 2029-11-23      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORPORATION                                                                 | STATE STREET CORP                                  | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5176000 | PA      | $4856165.85   | 0.07%             | 2030-01-24      | Fixed         | 2.40%                 | No            | 2                  | On Loan: —       |
| STATE STREET CORPORATION                                                                 | STATE STREET CORP                                  | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550671.73    | 0.01%             | 2026-08-03      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORPORATION                                                                 | STATE STREET CORP                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1529434.80   | 0.02%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORPORATION                                                                 | STATE STREET CORP                                  | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4986000 | PA      | $5036716.84   | 0.08%             | 2030-02-28      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORPORATION                                                                 | STATE STREET CORP                                  | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  23398000 | PA      | $23746286.48  | 0.36%             | 2030-04-24      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STORE CAPITAL CORP                                 | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298575.80    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STORE CAPITAL CORP                                 | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3322005.86   | 0.05%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   6171000 | PA      | $5569837.10   | 0.08%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STORE CAPITAL LLC                                  | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |  20951000 | PA      | $21173175.09  | 0.32%             | 2030-04-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STORE CAPITAL LLC                                  | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1836722.70   | 0.03%             | 2031-02-11      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| STRYKER CORPORATION                                                                      | STRYKER CORP                                       | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $4635896.29   | 0.07%             | 2030-06-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $789502.86    | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    239000 | PA      | $236745.68    | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  13591000 | PA      | $12966741.72  | 0.20%             | 2029-07-16      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $470666.34    | 0.01%             | 2029-09-27      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5768000 | PA      | $5395802.09   | 0.08%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   7337000 | PA      | $6629642.84   | 0.10%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1550000 | PA      | $1356074.42   | 0.02%             | 2031-01-12      | Fixed         | 1.71%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1507603.84   | 0.02%             | 2028-09-17      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $401295.09    | 0.01%             | 2027-01-14      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $561169.66    | 0.01%             | 2029-01-14      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $509215.00    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4866000 | PA      | $5029113.23   | 0.08%             | 2030-01-13      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $411174.24    | 0.01%             | 2028-07-13      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $416934.96    | 0.01%             | 2030-07-13      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    844000 | PA      | $867368.23    | 0.01%             | 2028-09-14      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   7581000 | PA      | $7656082.91   | 0.12%             | 2029-07-09      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3333000 | PA      | $3405583.47   | 0.05%             | 2029-07-09      | Fixed         | 5.32%                 | No            | 2                  | On Loan: —       |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDR8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2799000 | PA      | $2812325.14   | 0.04%             | 2030-04-15      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1931000 | PA      | $1971619.55   | 0.03%             | 2030-04-15      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VAY5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    338000 | PA      | $334594.02    | 0.01%             | 2026-09-16      | Fixed         | 1.35%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2947000 | PA      | $3020236.93   | 0.05%             | 2028-09-14      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TR BK LT                           | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   5132000 | PA      | $5230098.33   | 0.08%             | 2029-03-07      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VBU2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1209000 | PA      | $1209631.51   | 0.02%             | 2029-09-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   8031000 | PA      | $8083514.23   | 0.12%             | 2027-09-10      | Floating      | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VBZ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    852000 | PA      | $857181.91    | 0.01%             | 2030-03-13      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: —       |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCA5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2050000 | PA      | $2067682.89   | 0.03%             | 2030-03-13      | Floating      | 4.64%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $501161.47    | 0.01%             | 2028-09-11      | Floating      | 4.40%                 | Yes           | 2                  | On Loan: —       |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCF4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1768000 | PA      | $1755236.08   | 0.03%             | 2030-09-11      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                            | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161100.49    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| SUTTER HEALTH                                                                            | SUTTER HEALTH                                      | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2466769.15   | 0.04%             | 2028-08-15      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   8962000 | PA      | $9164990.64   | 0.14%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1400000 | PA      | $1402814.00   | 0.02%             | 2027-05-28      | Floating      | 4.32%                 | Yes           | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   3601000 | PA      | $3616095.72   | 0.05%             | 2028-05-23      | Floating      | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: 86959NAP4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1022650.15   | 0.02%             | 2028-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                                                              | SWEDBANK AB                                        | CUSIP: 87019DAA5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $253964.70    | 0.00%             | 2030-05-21      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| Swedbank AB                                                                              | SWEDBANK AB                                        | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   4400000 | PA      | $4427618.80   | 0.07%             | 2031-03-30      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                      | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  18118000 | PA      | $18162582.96  | 0.28%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                        | SYSCO CORP                                         | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2813342.80   | 0.04%             | 2030-09-23      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                                       | T MOBILE USA INC                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1703940.61   | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                                       | T MOBILE USA INC                                   | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155589.35    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                    | TAKEDA PHARMACEUTICAL CO LTD                       | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1578000 | PA      | $1436493.12   | 0.02%             | 2030-03-31      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                                   | TAMPA ELECTRIC CO                                  | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906072.07    | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| TAPESTRY, INC.                                                                           | TAPESTRY INC                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   9563000 | PA      | $9679758.97   | 0.15%             | 2030-03-11      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| TARGET CORPORATION                                                                       | TARGET CORP                                        | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93001.08     | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                                                    | TARGA RESOURCES CORP                               | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   8920000 | PA      | $9290450.45   | 0.14%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                                                    | TARGA RESOURCES CORP                               | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2879407.56   | 0.04%             | 2030-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                                                   | TELEFONICA EUROPE BV                               | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   7389000 | PA      | $8362592.37   | 0.13%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |  17144000 | PA      | $16062476.25  | 0.24%             | 2029-09-04      | Fixed         | 2.25%                 | No            | 2                  | On Loan: —       |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   3344000 | PA      | $3026750.41   | 0.05%             | 2030-05-04      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |  12843000 | PA      | $13000917.91  | 0.20%             | 2029-02-08      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   3287000 | PA      | $3304914.28   | 0.05%             | 2030-05-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TEXTRON INC.                                                                             | TEXTRON INC                                        | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312985.26    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| TEXTRON INC.                                                                             | TEXTRON INC                                        | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470618.75    | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                             | WILLIAMS COS INC THE                               | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252722.25    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                    | THERMO FISHER SCIENTIFIC INC                       | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246996.04    | 0.00%             | 2031-02-12      | Fixed         | 4.21%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                                                               | 3M CO                                              | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   7872000 | PA      | $7780632.22   | 0.12%             | 2028-09-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: —       |
| 3M COMPANY                                                                               | 3M CO                                              | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   3506000 | PA      | $3409988.58   | 0.05%             | 2029-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                                                               | 3M CO                                              | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1677482.15   | 0.03%             | 2029-08-26      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                                                               | 3M CO                                              | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1665417.42   | 0.03%             | 2030-04-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                                                               | 3M CO                                              | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   5715000 | PA      | $5773987.32   | 0.09%             | 2030-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                                              | TOLL BROTHERS FINANCE CORP                         | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5849000 | PA      | $5826746.95   | 0.09%             | 2028-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| GLOBE LIFE INC.                                                                          | GLOBE LIFE INC                                     | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   5341000 | PA      | $5330834.26   | 0.08%             | 2028-09-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    278000 | PA      | $278271.61    | 0.00%             | 2026-09-10      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6050000 | PA      | $6038833.45   | 0.09%             | 2027-06-08      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    558000 | PA      | $560841.53    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    702000 | PA      | $710684.12    | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1103000 | PA      | $1129493.42   | 0.02%             | 2028-07-17      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK                              | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4045000 | PA      | $4107210.28   | 0.06%             | 2029-04-05      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9741000 | PA      | $9851507.55   | 0.15%             | 2029-12-17      | Fixed         | 4.78%                 | No            | 2                  | On Loan: —       |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2287000 | PA      | $2297553.84   | 0.03%             | 2029-12-17      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150611.77    | 0.00%             | 2028-01-31      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3338047.33   | 0.05%             | 2028-06-02      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   9378000 | PA      | $9456442.19   | 0.14%             | 2030-06-03      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1442000 | PA      | $1430224.43   | 0.02%             | 2031-01-13      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                                   | TOTALENERGIES CAPITAL INTERNATIONAL SA             | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   2996000 | PA      | $2942704.67   | 0.04%             | 2029-02-19      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                                   | TOTALENERGIES CAPITAL INTERNATIONAL SA             | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |  10789000 | PA      | $10238975.81  | 0.16%             | 2030-01-10      | Fixed         | 2.83%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                     | GLOBAL PAYMENTS INC                                | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1362667.18   | 0.02%             | 2028-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TOYOTA CREDIT CANADA INC.                                                                | TOYOTA CREDIT CANADA INC                           | CUSIP: 892329CJ0<br>LEI: HJZQGXYTVV2NWJZLPW74 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3604290.65   | 0.05%             | 2031-02-24      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1439653.98   | 0.02%             | 2030-02-13      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4279000 | PA      | $4114932.78   | 0.06%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1160995.85   | 0.02%             | 2030-05-17      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3816404.76   | 0.06%             | 2026-05-18      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3568000 | PA      | $3718388.88   | 0.06%             | 2030-11-20      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    717000 | PA      | $724167.03    | 0.01%             | 2029-01-05      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  11733000 | PA      | $11765263.64  | 0.18%             | 2027-03-19      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2100189.00   | 0.03%             | 2026-05-15      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    906000 | PA      | $924787.98    | 0.01%             | 2029-05-16      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1132729.47   | 0.02%             | 2029-08-09      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107148.29    | 0.00%             | 2026-08-07      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2976795.02   | 0.05%             | 2030-01-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2969000 | PA      | $3007462.74   | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197705.91    | 0.00%             | 2031-01-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                                                  | TRANS ALLEGHENY INTERSTATE LINE CO                 | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $913028.56    | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                            | TRANSCANADA PIPELINES LTD                          | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2575000 | PA      | $2525097.48   | 0.04%             | 2030-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corporation                                                             | TRUIST FINANCIAL CORP                              | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  12425000 | PA      | $11247286.68  | 0.17%             | 2030-06-05      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                                                            | TUCSON ELECTRIC POWER CO                           | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $938078.02    | 0.01%             | 2030-08-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                              | TYCO ELECTRONICS GROUP SA                          | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $504839.05    | 0.01%             | 2030-02-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS, INCORPORATED                                                                | TYSON FOODS INC                                    | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199389.32    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS, INCORPORATED                                                                | TYSON FOODS INC                                    | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2918892.37   | 0.04%             | 2029-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| UDR, INC.                                                                                | UDR INC                                            | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |  11798000 | PA      | $11265312.87  | 0.17%             | 2030-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON BRANCH                                                                     | UBS AG LONDON                                      | CUSIP: 902674ZW3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1435000 | PA      | $1479043.92   | 0.02%             | 2028-09-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON BRANCH                                                                     | UBS AG LONDON                                      | CUSIP: 902674ZZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49891.33     | 0.00%             | 2026-06-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                | UNION PACIFIC CORP                                 | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226776.77    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                | UNION PACIFIC CORP                                 | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $373300.88    | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| U.S. BANCORP                                                                             | US BANCORP                                         | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    172000 | PA      | $170533.43    | 0.00%             | 2027-04-27      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| U.S. BANCORP                                                                             | US BANCORP                                         | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2546185.73   | 0.04%             | 2028-04-26      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| U.S. BANCORP                                                                             | US BANCORP                                         | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  11321000 | PA      | $9980644.77   | 0.15%             | 2030-07-22      | Fixed         | 1.38%                 | No            | 2                  | On Loan: —       |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    771000 | PA      | $727811.96    | 0.01%             | 2029-01-31      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50037000 | PA      | $50869646.70  | 0.77%             | 2028-09-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27911000 | PA      | $28226088.95  | 0.43%             | 2028-11-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24897461.00  | 0.38%             | 2028-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10022265.60  | 0.15%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $23204843.75  | 0.35%             | 2029-02-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $24398437.44  | 0.37%             | 2029-05-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16532226.48  | 0.25%             | 2029-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    349000 | PA      | $344064.92    | 0.01%             | 2029-09-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19699218.80  | 0.30%             | 2030-08-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $15757500.00  | 0.24%             | 2030-09-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10015386.20  | 0.15%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7831250.00   | 0.12%             | 2030-11-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13280000 | PA      | $13062643.72  | 0.20%             | 2030-12-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    273000 | PA      | $261281.90    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7642000 | PA      | $6948827.58   | 0.11%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    488000 | PA      | $483272.42    | 0.01%             | 2029-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462312.18    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $5133464.32   | 0.08%             | 2031-04-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    988000 | PA      | $988540.23    | 0.02%             | 2026-07-15      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2004636.70   | 0.03%             | 2030-01-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603731.71    | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| VW CREDIT CANADA, INC.                                                                   | VW CREDIT CANADA INC                               | CUSIP: 918423BG8<br>LEI: 5493008EKOD7VIY3LM85 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $3740320.33   | 0.06%             | 2029-08-20      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORPORATION                                                                | VALERO ENERGY CORP                                 | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3841565.30   | 0.06%             | 2030-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                           | VAR ENERGI ASA                                     | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   8300000 | PA      | $8572600.47   | 0.13%             | 2030-05-22      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                                       | VENTAS REALTY LP                                   | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293587.52    | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                                       | VENTAS REALTY LP                                   | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    143000 | PA      | $142217.01    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                                       | VENTAS REALTY LP                                   | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    673000 | PA      | $674009.66    | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    629000 | PA      | $629490.27    | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6673303.87   | 0.10%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  19144000 | PA      | $18879329.41  | 0.29%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5954000 | PA      | $5673880.49   | 0.09%             | 2030-03-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8387000 | PA      | $7387356.41   | 0.11%             | 2030-09-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4571752.59   | 0.07%             | 2031-01-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5069000 | PA      | $4479739.70   | 0.07%             | 2030-10-30      | Fixed         | 1.68%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                                     | VICI PROPERTIES LP                                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3500661.75   | 0.05%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| VINCI SA                                                                                 | VINCI SA                                           | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $3728013.52   | 0.06%             | 2029-04-10      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Virginia Electric and Power Company                                                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2868732.21   | 0.04%             | 2029-07-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                           | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1601477.18   | 0.02%             | 2027-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1531524.45   | 0.02%             | 2028-11-13      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4433000 | PA      | $4224820.38   | 0.06%             | 2030-05-13      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    359000 | PA      | $358096.81    | 0.01%             | 2027-06-08      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668BT8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4466000 | PA      | $4430044.86   | 0.07%             | 2029-06-08      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1866770.10   | 0.03%             | 2028-09-12      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    570000 | PA      | $589163.57    | 0.01%             | 2028-11-16      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3591826.71   | 0.05%             | 2030-11-16      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6468000 | PA      | $6543717.71   | 0.10%             | 2029-03-22      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    742000 | PA      | $743232.78    | 0.01%             | 2026-08-14      | Floating      | 4.73%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5767000 | PA      | $5785515.01   | 0.09%             | 2029-08-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7026000 | PA      | $7121845.95   | 0.11%             | 2030-03-27      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    359000 | PA      | $360282.76    | 0.01%             | 2027-03-25      | Floating      | 4.71%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496968.72    | 0.01%             | 2030-09-11      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| VONTIER CORPORATION                                                                      | VONTIER CORP                                       | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1415665.24   | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                                                                          | WEA FINANCE LLC                                    | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2467133.45   | 0.04%             | 2028-09-20      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: —       |
| WEA FINANCE LLC                                                                          | WEA FINANCE LLC                                    | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    927000 | PA      | $893976.54    | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| W.P. CAREY INC.                                                                          | WP CAREY INC                                       | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3030042.77   | 0.05%             | 2029-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                                                          | WP CAREY INC                                       | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1145954.25   | 0.02%             | 2031-02-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                                                          | WP CAREY INC                                       | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1097107.00   | 0.02%             | 2030-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| WEC ENERGY GROUP INC.                                                                    | WEC ENERGY GROUP INC                               | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1761333.51   | 0.03%             | 2030-10-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                        | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    685000 | PA      | $767056.81    | 0.01%             | 2030-02-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                        | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    831000 | PA      | $784665.79    | 0.01%             | 2028-09-22      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                        | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3847000 | PA      | $3879538.23   | 0.06%             | 2030-04-28      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                                   | WASTE MANAGEMENT INC                               | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174019.54    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                                   | WASTE MANAGEMENT INC                               | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    209000 | PA      | $212211.83    | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                                   | WASTE MANAGEMENT INC                               | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2174193.86   | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                                                   | WELLS FARGO BANK NA                                | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400580.00    | 0.01%             | 2026-08-07      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WELLS FARGO CO                                     | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7922000 | PA      | $7883908.65   | 0.12%             | 2029-01-24      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                                                         | WELLTOWER INC                                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1397622.47   | 0.02%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                                                         | WELLTOWER INC                                      | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2684000 | PA      | $2473091.44   | 0.04%             | 2031-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                                                         | WELLTOWER OP LLC                                   | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   7166000 | PA      | $7166131.35   | 0.11%             | 2030-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                          | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $2228082.95   | 0.03%             | 2031-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                               | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90328.40     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   8065000 | PA      | $7610252.80   | 0.12%             | 2030-01-16      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    295000 | PA      | $295080.10    | 0.00%             | 2026-06-03      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   5275000 | PA      | $4991798.02   | 0.08%             | 2028-11-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: —       |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2958000 | PA      | $3055688.01   | 0.05%             | 2028-11-17      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3519000 | PA      | $3550706.19   | 0.05%             | 2029-04-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  16445000 | PA      | $16597252.09  | 0.25%             | 2030-07-01      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                             | WILLIAMS COS INC THE                               | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2517000 | PA      | $2395261.82   | 0.04%             | 2030-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                             | WILLIAMS COS INC THE                               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1407189.42   | 0.02%             | 2031-03-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                             | WILLIAMS COS INC THE                               | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10489000 | PA      | $10583935.41  | 0.16%             | 2029-11-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    430000 | PA      | $407712.42    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493797.38    | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                         | WISCONSIN ELECTRIC POWER CO                        | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814783.88    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                         | WISCONSIN ELECTRIC POWER CO                        | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972724.54   | 0.03%             | 2030-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                        | WISCONSIN POWER AND LIGHT CO                       | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1596184.77   | 0.02%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                                 | WOODSIDE FINANCE LTD                               | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    975000 | PA      | $971616.73    | 0.01%             | 2029-03-04      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: —       |
| WOODSIDE FINANCE LIMITED                                                                 | WOODSIDE FINANCE LTD                               | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  17130000 | PA      | $17498409.60  | 0.27%             | 2030-05-19      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                                             | ZIMMER BIOMET HOLDINGS INC                         | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233330.56    | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ZOETIS INC.                                                                              | ZOETIS INC                                         | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2828000 | PA      | $2570039.65   | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |  -6025933 | OU      | $-12774.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |  -6255722 | OU      | $16794.17     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        | -17898400 | OU      | $34293.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |  -3088162 | OU      | $42312.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |  -1216274 | OU      | $4908.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |  -7338377 | OU      | $40642.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |   -438821 | OU      | $5814.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        | -14735384 | OU      | $31213.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | ELECTRICITE DE FRANCE SA                           | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              |  | FR        |    300000 | PA      | $368159.31    | 0.01%             | 2030-04-26      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                           | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |   1000000 | PA      | $1223348.98   | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                             | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              |  | PH        |   2000000 | PA      | $1384033.59   | 0.02%             | 2028-08-08      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| GECINA SA                                                                                | GECINA SA                                          | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $547446.13    | 0.01%             | 2030-03-14      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |    500000 | PA      | $355710.61    | 0.01%             | 2027-08-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                                                        | KOMMUNALBANKEN AS                                  | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              |  | NO        |   1400000 | PA      | $968813.45    | 0.01%             | 2028-07-24      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                 | GENERAL ELECTRIC CO                                | CUSIP: 369604BT9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $200848.93    | 0.00%             | 2029-05-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                                                           | ING GROEP NV                                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2280839.08   | 0.03%             | 2028-09-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                                | BP CAPITAL MARKETS PLC                             | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2803155.53   | 0.04%             | 2029-06-26      | Fixed         | 1.64%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                                                      | PROVINCE OF ALBERTA CANADA                         | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              |  | CA        |   1000000 | PA      | $694741.61    | 0.01%             | 2028-04-11      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| STATNETT SF                                                                              | STATNETT SF                                        | CUSIP: N/A<br>LEI: 5967007LIEEXZXHAI017       | Long             | DBT              |  | NO        |   2600000 | PA      | $2813181.25   | 0.04%             | 2030-04-26      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                                                              | GLAXOSMITHKLINE CAPITAL PLC                        | CUSIP: N/A<br>LEI: 549300U0LV41VX7LEP38       | Long             | DBT              | CORP              | GB        |    160000 | PA      | $177313.26    | 0.00%             | 2029-09-12      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $335526.66    | 0.01%             | 2029-10-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                      | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |   7170000 | PA      | $8043752.66   | 0.12%             | 2030-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |   1700000 | PA      | $1157276.48   | 0.02%             | 2029-04-26      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |  18983000 | PA      | $13115127.76  | 0.20%             | 2028-07-17      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| New Zealand                                                                              | NEW ZEALAND GOVERNMENT BOND                        | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |  12500000 | PA      | $7177614.50   | 0.11%             | 2029-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JT International Financial Services B.V.                                                 | JT INTERNATIONAL FINANCIAL SERVICES BV             | CUSIP: N/A<br>LEI: 549300U2F0PG10VZUN93       | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4937241.90   | 0.08%             | 2028-09-28      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                                               | ENI SPA                                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |   6770000 | PA      | $6810998.24   | 0.10%             | 2028-09-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bayer Capital Corporation B.V.                                                           | BAYER CAPITAL CORP BV                              | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111899.97    | 0.00%             | 2029-12-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                                                                | ORANGE SA                                          | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $883325.00    | 0.01%             | 2030-09-12      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                                               | ENI SPA                                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |   1900000 | PA      | $2029872.04   | 0.03%             | 2030-01-23      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Banque africaine de developpement                                                        | AFRICAN DEVELOPMENT BANK                           | CUSIP: N/A<br>LEI: 549300LNCLMO3ITVCU07       | Long             | DBT              |  | CI        |   7830000 | PA      | $5414832.41   | 0.08%             | 2028-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Stedin Holding N.V.                                                                      | STEDIN HOLDING NV                                  | CUSIP: N/A<br>LEI: 724500R5IP6TFKTNRU48       | Long             | DBT              | CORP              | NL        |   2160000 | PA      | $2307824.29   | 0.04%             | 2029-11-14      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                                | BP CAPITAL MARKETS PLC                             | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3410788.57   | 0.05%             | 2028-07-03      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial           | EUROFIMA EUROPAEISCHE GESELLSCHAF                  | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              |  | CH        |   8600000 | PA      | $5845306.70   | 0.09%             | 2029-05-21      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| NESTLE HOLDINGS, INC.                                                                    | NESTLE HOLDINGS INC                                | CUSIP: U74078BZ5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1434452.56   | 0.02%             | 2028-09-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                      | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1330601.94   | 0.02%             | 2029-04-10      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| VINCI SA                                                                                 | VINCI SA                                           | CUSIP: F5879XNZ7<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |  15000000 | PA      | $14716817.10  | 0.22%             | 2029-04-10      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |  26000000 | PA      | $28766717.74  | 0.44%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           | 2                  | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                        | SCHLUMBERGER HOLDINGS CORP                         | CUSIP: U8066LAH7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985527.08   | 0.03%             | 2028-05-17      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                          | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |  11000000 | PA      | $7268326.00   | 0.11%             | 2029-10-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EMERSON ELECTRIC CO.                                                                     | EMERSON ELECTRIC CO                                | CUSIP: 291011BJ2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2143302.55   | 0.03%             | 2029-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                                                                     | EXPERIAN FINANCE PLC                               | CUSIP: G3257NAG1<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $991424.40    | 0.02%             | 2029-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Land Niedersachsen                                                                       | LAND NIEDERSACHSEN                                 | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              |  | DE        |    477000 | PA      | $505295.16    | 0.01%             | 2030-01-10      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                                                       | CREDIT AGRICOLE SA LONDON                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1207672.33   | 0.02%             | 2029-07-03      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    920000 | PA      | $1020462.76   | 0.02%             | 2030-04-08      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                                                      | OP CORPORATE BANK PLC                              | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    576000 | PA      | $612728.53    | 0.01%             | 2029-11-12      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VEW0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   9985000 | PA      | $10805900.69  | 0.16%             | 2030-04-08      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                                                       | CREDIT AGRICOLE SA LONDON                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |    500000 | PA      | $561867.94    | 0.01%             | 2029-03-05      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                                 | WOODSIDE FINANCE LTD                               | CUSIP: Q98229AN9<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   6800000 | PA      | $6776793.37   | 0.10%             | 2029-03-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SA                                                                             | BPIFRANCE                                          | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              |  | FR        |   2000000 | PA      | $2117736.96   | 0.03%             | 2029-09-26      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCIETE GENERALE SA                                | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $861810.32    | 0.01%             | 2029-09-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND                 | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |   2500000 | PA      | $2614933.58   | 0.04%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                             | FIDELITY NATIONAL INFORMATION SERVICES INC         | CUSIP: 31620MBE5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $551595.06    | 0.01%             | 2030-05-21      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                        | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5422606.14   | 0.08%             | 2029-06-12      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORPORATION                                                                     | WESTLAKE CORP                                      | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    534000 | PA      | $587645.48    | 0.01%             | 2029-07-17      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| NETFLIX, INC.                                                                            | NETFLIX INC                                        | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2992680.98   | 0.05%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ORIGIN ENERGY FINANCE LIMITED                                                            | ORIGIN ENERGY FINANCE LTD                          | CUSIP: N/A<br>LEI: 5493002W5C9Z753C7Q57       | Long             | DBT              | CORP              | AU        |    940000 | PA      | $1016561.26   | 0.02%             | 2029-09-17      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA SA                                                                   | CREDIT MUTUEL ARKEA SA                             | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $881818.81    | 0.01%             | 2029-05-23      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |    210000 | PA      | $224221.96    | 0.00%             | 2029-11-12      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| NETFLIX, INC.                                                                            | NETFLIX INC                                        | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |   5000000 | PA      | $6099274.35   | 0.09%             | 2029-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CARGILL, INCORPORATED                                                                    | CARGILL INC                                        | CUSIP: N/A<br>LEI: QXZYQNMR4JZ5RIRN4T31       | Long             | DBT              | CORP              | US        |    400000 | PA      | $477740.92    | 0.01%             | 2030-04-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WELLS FARGO CO                                     | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |    100000 | PA      | $105611.19    | 0.00%             | 2030-03-25      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| WPC Eurobond B.V.                                                                        | WPC EUROBOND BV                                    | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1694076.68   | 0.03%             | 2028-04-15      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                      | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2327911.04   | 0.04%             | 2029-03-06      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |   6000000 | PA      | $6405881.26   | 0.10%             | 2029-09-06      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                                                 | DIGITAL DUTCH FINCO BV                             | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    739000 | PA      | $804430.02    | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Vier Gas Transport GmbH                                                                  | VIER GAS TRANSPORT GMBH                            | CUSIP: N/A<br>LEI: 529900AGED6PJE9AVL37       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $843879.20    | 0.01%             | 2029-09-10      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                                                        | KOMMUNALBANKEN AS                                  | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              |  | NO        |   8140000 | PA      | $5772300.06   | 0.09%             | 2028-01-18      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | ROYAL BANK OF CANADA                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $2037928.55   | 0.03%             | 2028-01-24      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SA                                                                    | PRAEMIA HEALTHCARE SACA                            | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |    700000 | PA      | $741134.09    | 0.01%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                                                                    | AEROPORTS DE PARIS SA                              | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $3325447.15   | 0.05%             | 2030-04-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| KBC GROEP NV                                                                             | KBC GROUP NV                                       | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |    100000 | PA      | $106615.57    | 0.00%             | 2030-01-24      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LIMITED                                      | NEW ZEALAND LOCAL GOVERNMENT FUNDING               | CUSIP: N/A<br>LEI: 254900ZJG39H1CAH6K02       | Long             | DBT              |  | NZ        |   2200000 | PA      | $1203780.41   | 0.02%             | 2029-04-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Province of Quebec                                                                       | PROVINCE OF QUEBEC CANADA                          | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              |  | CA        |  10300000 | PA      | $10915121.49  | 0.17%             | 2029-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BANQUE DEVELOPPT CONSEIL EUROPE 9                                                        | COUNCIL OF EUROPE DEVELOPMENT BANK                 | CUSIP: N/A<br>LEI: 549300UYNXMI821WYG82       | Long             | DBT              |  | FR        |    200000 | PA      | $211215.13    | 0.00%             | 2030-01-21      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                                                  | E ON SE                                            | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |    540000 | PA      | $632090.50    | 0.01%             | 2030-03-05      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                            | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1491198.47   | 0.02%             | 2030-01-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1936923.66   | 0.03%             | 2027-12-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |   3550000 | PA      | $3765714.18   | 0.06%             | 2030-04-15      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| Albemarle New Holding GmbH                                                               | ALBEMARLE NEW HOLDING GMBH                         | CUSIP: N/A<br>LEI: 549300SIM4N1U1700V02       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $452130.08    | 0.01%             | 2028-11-25      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |   6500000 | PA      | $7111313.84   | 0.11%             | 2029-05-09      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| KommuneKredit                                                                            | KOMMUNEKREDIT                                      | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              |  | DK        |   1000000 | PA      | $1059751.48   | 0.02%             | 2029-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: BY6594125<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $2309784.72   | 0.04%             | 2029-09-05      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                                                            | RCI BANQUE SA                                      | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    420000 | PA      | $511649.14    | 0.01%             | 2029-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    800000 | PA      | $945204.51    | 0.01%             | 2029-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Criteria Caixa, S.A., Sociedad Unipersonal                                               | CRITERIA CAIXA SA                                  | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |   1900000 | PA      | $2235380.31   | 0.03%             | 2029-10-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                                                 | DIGITAL DUTCH FINCO BV                             | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    838000 | PA      | $877928.54    | 0.01%             | 2031-02-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| DANAHER CORPORATION                                                                      | DANAHER CORP                                       | CUSIP: 235851AU6<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1824663.61   | 0.03%             | 2030-03-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                                                                  | SSE PLC                                            | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |   6960000 | PA      | $8076196.53   | 0.12%             | 2029-08-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ICCREA BANCA SPA - ISTITUTO CENTRALE DEL CREDITO COOPERATIVO                             | ICCREA BANCA SPA                                   | CUSIP: N/A<br>LEI: NNVPP80YIZGEY2314M97       | Long             | DBT              | CORP              | IT        |    540000 | PA      | $629816.05    | 0.01%             | 2030-01-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Aktiebolaget Electrolux                                                                  | ELECTROLUX AB                                      | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | DBT              | CORP              | SE        |   2200000 | PA      | $2456957.43   | 0.04%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                                  | MACQUARIE GROUP LTD                                | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |   3030000 | PA      | $3710082.45   | 0.06%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                                                         | ORIX CORP                                          | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1181320.55   | 0.02%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE BANK S.A.                                                                     | JOHN DEERE BANK SA                                 | CUSIP: N/A<br>LEI: RUOKPID0PZ0UWJYU9J61       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $353453.28    | 0.01%             | 2029-10-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SNAM S.P.A.                                                                              | SNAM SPA                                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |    290000 | PA      | $313813.67    | 0.00%             | 2028-12-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                                                      | OP CORPORATE BANK PLC                              | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |   3000000 | PA      | $3264952.39   | 0.05%             | 2028-12-08      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                                               | APA INFRASTRUCTURE LTD                             | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |  10100000 | PA      | $11019759.57  | 0.17%             | 2029-03-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| NASDAQ, INC.                                                                             | NASDAQ INC                                         | CUSIP: N/A<br>LEI: 549300L8X1Q78ERXFD06       | Long             | DBT              | CORP              | US        |    450000 | PA      | $481060.55    | 0.01%             | 2030-02-13      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SA                                                                    | PRAEMIA HEALTHCARE SACA                            | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3475774.20   | 0.05%             | 2030-09-17      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Republique Francaise                                                                     | FRENCH REPUBLIC GOVERNMENT BOND OAT                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1000000 | PA      | $1151346.66   | 0.02%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| PERNOD RICARD SA                                                                         | PERNOD RICARD SA                                   | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1102169.32   | 0.02%             | 2030-04-08      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ABB Finance B.V.                                                                         | ABB FINANCE BV                                     | CUSIP: N/A<br>LEI: 5493004JXXFB454B6L79       | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2298386.70   | 0.03%             | 2030-01-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    800000 | PA      | $854590.86    | 0.01%             | 2029-09-23      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY BOND                                         | NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY BOND   | CUSIP: ZJ9835563<br>LEI: N/A                  | Long             | DBT              |  | NZ        |   8000000 | PA      | $5695050.76   | 0.09%             | 2028-08-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                                                        | NATIONAL GRID PLC                                  | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $641873.69    | 0.01%             | 2029-09-18      | Fixed         | 0.55%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                                                            | RCI BANQUE SA                                      | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |    680000 | PA      | $794778.67    | 0.01%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                                                            | NATIONAL GAS TRANSMISSION PLC                      | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | CORP              | GB        |    739000 | PA      | $888975.68    | 0.01%             | 2030-04-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KLEPIERRE SA                                                                             | KLEPIERRE SA                                       | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | DBT              | CORP              | FR        |    400000 | PA      | $452017.44    | 0.01%             | 2029-05-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LIMITED                                      | NEW ZEALAND LOCAL GOVERNMENT FUNDING               | CUSIP: N/A<br>LEI: 254900ZJG39H1CAH6K02       | Long             | DBT              |  | NZ        |  11300000 | PA      | $6700504.88   | 0.10%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                                                          | EATON CAPITAL UNLTD CO                             | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |    280000 | PA      | $297364.29    | 0.00%             | 2030-03-08      | Fixed         | 0.58%                 | No            | 2                  | On Loan: No      |
| Tele2 AB                                                                                 | TELE2 AB                                           | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | DBT              | CORP              | SE        |    500000 | PA      | $593211.76    | 0.01%             | 2029-11-22      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| PERNOD RICARD SA                                                                         | PERNOD RICARD SA                                   | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | DBT              | CORP              | FR        |    500000 | PA      | $527651.80    | 0.01%             | 2029-10-04      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                                               | CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE         | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              |  | FR        |   8400000 | PA      | $9790848.67   | 0.15%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: N/A<br>LEI: 549300HOF34RGOJ5YL07       | Long             | DBT              | CORP              | US        |   1800000 | PA      | $2129917.80   | 0.03%             | 2029-04-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PVH CORP.                                                                                | PVH CORP                                           | CUSIP: 693656AD2<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $11655405.51  | 0.18%             | 2029-07-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ALSTOM SA                                                                                | ALSTOM SA                                          | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $213386.50    | 0.00%             | 2029-01-11      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HOUSING NEW ZEALAND LIMITED                                                              | HOUSING NEW ZEALAND LTD                            | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              |  | NZ        |   9200000 | PA      | $4996193.16   | 0.08%             | 2030-04-24      | Fixed         | 2.18%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                                     | GLENCORE CAPITAL FINANCE DAC                       | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |   5770000 | PA      | $6309202.94   | 0.10%             | 2029-03-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| New Zealand                                                                              | NEW ZEALAND GOVERNMENT BOND                        | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        | 230000000 | PA      | $137564512.43 | 2.09%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN, INC.                                                                           | 7 ELEVEN INC                                       | CUSIP: U81522AE1<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    862000 | PA      | $751031.21    | 0.01%             | 2031-02-10      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Sandoz Finance B.V.                                                                      | SANDOZ FINANCE BV                                  | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $361293.05    | 0.01%             | 2030-04-17      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: U75000BW5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9457516.20   | 0.14%             | 2028-12-13      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK                            | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |   4300000 | PA      | $3094323.18   | 0.05%             | 2028-11-16      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                                                          | NATIONAL GRID NORTH AMERICA INC                    | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1274481.69   | 0.02%             | 2030-06-03      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |    900000 | PA      | $1037973.35   | 0.02%             | 2030-05-21      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                                                  | NTT FINANCE CORP                                   | CUSIP: N/A<br>LEI: 3538007PR116187GD960       | Long             | DBT              | CORP              | JP        |    300000 | PA      | $314948.86    | 0.00%             | 2030-03-03      | Fixed         | 0.34%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                                              | NATIONWIDE BUILDING SOCIETY                        | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |   6038000 | PA      | $6990774.41   | 0.11%             | 2030-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bayer Aktiengesellschaft                                                                 | BAYER AG                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |   2300000 | PA      | $2480349.76   | 0.04%             | 2030-01-06      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                           | CUSIP: 00206RMU3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1161417.83   | 0.02%             | 2030-06-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |   6500000 | PA      | $7625227.03   | 0.12%             | 2030-03-19      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CK Hutchison Europe Finance (21) Limited                                                 | CK HUTCHISON EUROPE FINANCE 21 LTD                 | CUSIP: N/A<br>LEI: 254900UIPWFKU7480958       | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1072001.44   | 0.02%             | 2029-11-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                                                        | KOMMUNALBANKEN AS                                  | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              |  | NO        |  13460000 | PA      | $11970523.40  | 0.18%             | 2030-06-14      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                            | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2158800.78   | 0.03%             | 2028-07-13      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ICADE SA                                                                                 | ICADE                                              | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211916.96    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.                                            | ACCIONA ENERGIA FINANCIACION FILIALES SA           | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $5871153.75   | 0.09%             | 2030-04-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1798606.52   | 0.03%             | 2029-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Volvo Treasury Aktiebolag                                                                | VOLVO TREASURY AB                                  | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |   3850000 | PA      | $4493501.30   | 0.07%             | 2029-08-26      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| International Development Association                                                    | INTERNATIONAL DEVELOPMENT ASSOCIATION              | CUSIP: N/A<br>LEI: P41R60HC414IWQA1XW02       | Long             | DBT              |  | US        |   1670000 | PA      | $1457395.64   | 0.02%             | 2030-12-03      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                                               | APA INFRASTRUCTURE LTD                             | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |    400000 | PA      | $441130.37    | 0.01%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                | TORONTO DOMINION BANK THE                          | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    100000 | PA      | $116666.76    | 0.00%             | 2027-08-03      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORP                                                                     | WESTPAC BANKING CORP                               | CUSIP: ZM9714878<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   7200000 | PA      | $5132896.21   | 0.08%             | 2028-02-16      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| SELP Finance S.a r.l.                                                                    | SELP FINANCE SARL                                  | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |   3620000 | PA      | $3929025.87   | 0.06%             | 2029-05-27      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Amprion GmbH                                                                             | AMPRION GMBH                                       | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |   4200000 | PA      | $4852735.47   | 0.07%             | 2031-01-15      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                                              | NATIONWIDE BUILDING SOCIETY                        | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |   4800000 | PA      | $5626632.72   | 0.09%             | 2029-09-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CTP N.V.                                                                                 | CTP NV                                             | CUSIP: N/A<br>LEI: 3157000YTVO4TN65UM14       | Long             | DBT              | CORP              | NL        |  11100000 | PA      | $12171367.57  | 0.18%             | 2029-06-21      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |    200000 | PA      | $223344.69    | 0.00%             | 2029-02-23      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANQUE SA                                                                        | BELFIUS BANK SA                                    | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              |  | BE        |    800000 | PA      | $964284.14    | 0.01%             | 2029-09-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Fingrid Oyj                                                                              | FINGRID OYJ                                        | CUSIP: N/A<br>LEI: 7437006ZZI1F7CUA5518       | Long             | DBT              | CORP              | FI        |    440000 | PA      | $508601.02    | 0.01%             | 2029-12-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                  | DUKE ENERGY CORP                                   | CUSIP: 26441CBQ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4966648.12   | 0.08%             | 2028-06-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| NIBC Bank N.V.                                                                           | NIBC BANK NV                                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1167213.25   | 0.02%             | 2030-06-05      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                                                      | ERSTE GROUP BANK AG                                | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |    500000 | PA      | $530310.85    | 0.01%             | 2029-09-14      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                         | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |    500000 | PA      | $541992.60    | 0.01%             | 2029-03-22      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| European Financial Stability Facility SA                                                 | EFSF                                               | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              |  | LU        |    114000 | PA      | $120264.89    | 0.00%             | 2030-03-18      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |   5000000 | PA      | $3571772.64   | 0.05%             | 2028-03-02      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                                               | CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE         | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              |  | FR        |    700000 | PA      | $823494.05    | 0.01%             | 2030-03-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Exportation et developpement Canada                                                      | EXPORT DEVELOPMENT CANADA                          | CUSIP: N/A<br>LEI: Z6MHCSLXHKYG4B6PHW02       | Long             | DBT              |  | CA        |   2700000 | PA      | $1915926.15   | 0.03%             | 2028-09-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                                              | PARKER HANNIFIN CORP                               | CUSIP: N/A<br>LEI: 5493002CONDB4N2HKI23       | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1372069.47   | 0.02%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CADENT FINANCE PLC                                                                       | CADENT FINANCE PLC                                 | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |    500000 | PA      | $525553.06    | 0.01%             | 2030-03-19      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| MEDTRONIC INC                                                                            | MEDTRONIC INC                                      | CUSIP: 585055BV7<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3982435.42   | 0.06%             | 2029-10-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | BANCO BILBAO VIZCAYA ARGENTARIA SA                 | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $237785.57    | 0.00%             | 2030-06-07      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| ISS GLOBAL A/S                                                                           | ISS GLOBAL A S                                     | CUSIP: N/A<br>LEI: 213800W6DPUGWBGTD766       | Long             | DBT              | CORP              | DK        |  16400000 | PA      | $19491724.93  | 0.30%             | 2029-06-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                                      | LVMH MOET HENNESSY LOUIS VUITTON SE                | CUSIP: YX4142171<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $236657.06    | 0.00%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NORFINA LIMITED                                                                          | SUNCORP METWAY LTD                                 | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $713046.04    | 0.01%             | 2027-12-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |   2000000 | PA      | $2248803.49   | 0.03%             | 2029-12-04      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $3311673.79   | 0.05%             | 2029-11-06      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| KERING SA                                                                                | KERING SA                                          | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $665049.70    | 0.01%             | 2030-05-05      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                                                              | BOUYGUES SA                                        | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $318789.65    | 0.00%             | 2030-02-11      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUST NZ BANKING GROUP                              | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   7751000 | PA      | $5490988.24   | 0.08%             | 2028-03-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                                   | CASTELLUM HELSINKI FINANCE HOLDING ABP             | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $109634.76    | 0.00%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                         | NEDERLANDSE WATERSCHAPSBANK NV                     | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              |  | NL        |   2972000 | PA      | $3423091.78   | 0.05%             | 2030-05-22      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                                  | NYKREDIT REALKREDIT AS                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   2400000 | PA      | $2815481.36   | 0.04%             | 2030-07-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                                   | EUROFINS SCIENTIFIC SE                             | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |    300000 | PA      | $357010.94    | 0.01%             | 2029-07-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |   4300000 | PA      | $5191646.17   | 0.08%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBP4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $207425.12    | 0.00%             | 2029-05-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                  | FRESENIUS SE CO KGAA                               | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1235071.61   | 0.02%             | 2029-11-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SUEZ SA                                                                                  | SUEZ SACA                                          | CUSIP: N/A<br>LEI: 5493007LKZ37MXEN5D79       | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2474698.88   | 0.04%             | 2030-05-24      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                    | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $114927.74    | 0.00%             | 2029-05-23      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                                                         | DEUTSCHE BAHN FINANCE GMBH                         | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $224650.01    | 0.00%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                                                         | DSV FINANCE BV                                     | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |    910000 | PA      | $994928.69    | 0.02%             | 2030-03-16      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Republique Francaise                                                                     | FRENCH REPUBLIC GOVERNMENT BOND OAT                | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |   1300000 | PA      | $1512642.29   | 0.02%             | 2030-02-25      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                                | LIBERTY MUTUAL GROUP INC                           | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1473936.85   | 0.02%             | 2030-12-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                                                                         | WPP FINANCE 2013                                   | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |    120000 | PA      | $141013.91    | 0.00%             | 2029-09-12      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                     | ROYAL BANK OF CANADA                               | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |    230000 | PA      | $261619.33    | 0.00%             | 2029-04-26      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| JCDECAUX SE                                                                              | JCDECAUX SE                                        | CUSIP: N/A<br>LEI: 9695009KV7AFPDEI5S30       | Long             | DBT              | CORP              | FR        |    300000 | PA      | $328568.05    | 0.00%             | 2030-02-07      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   1900000 | PA      | $1353189.26   | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Neste Oyj                                                                                | NESTE OYJ                                          | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |   1480000 | PA      | $1754419.78   | 0.03%             | 2030-03-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                                                                       | HOLDING D INFRASTRUCTURES DE TRANSPORT SASU        | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $640326.85    | 0.01%             | 2031-01-18      | Fixed         | 1.48%                 | No            | 2                  | On Loan: No      |
| ITALGAS S.P.A.                                                                           | ITALGAS SPA                                        | CUSIP: N/A<br>LEI: 815600F25FF44EF1FA76       | Long             | DBT              | CORP              | IT        |    200000 | PA      | $229985.81    | 0.00%             | 2030-03-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                    | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $9461761.17   | 0.14%             | 2029-07-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | BANCO BILBAO VIZCAYA ARGENTARIA SA                 | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |    400000 | PA      | $489198.64    | 0.01%             | 2029-10-14      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Sandoz Finance B.V.                                                                      | SANDOZ FINANCE BV                                  | CUSIP: N/A<br>LEI: 213800DFA3WXJ7KC9R74       | Long             | DBT              | CORP              | NL        |    500000 | PA      | $585584.91    | 0.01%             | 2029-09-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW ZEALAND                                                                      | BANK OF NEW ZEALAND                                | CUSIP: N/A<br>LEI: N7LGVZM7X4UQ66T7LT74       | Long             | DBT              | CORP              | NZ        |    530000 | PA      | $628563.40    | 0.01%             | 2029-07-17      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES, INC.                                                                     | PPG INDUSTRIES INC                                 | CUSIP: 693506BW6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1156087.78   | 0.02%             | 2029-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                                                  | E ON SE                                            | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |    118000 | PA      | $139085.40    | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CRELAN SA                                                                                | CRELAN SA                                          | CUSIP: N/A<br>LEI: 549300DYPOFMXOR7XM56       | Long             | DBT              | CORP              | BE        |   5000000 | PA      | $6099442.63   | 0.09%             | 2028-01-26      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |   5267000 | PA      | $5864618.84   | 0.09%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Amadeus IT Group, S.A.                                                                   | AMADEUS IT GROUP SA                                | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | DBT              | CORP              | ES        |    200000 | PA      | $232995.47    | 0.00%             | 2030-03-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                                                 | ENGIE SA                                           | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $237177.59    | 0.00%             | 2030-01-11      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |  15700000 | PA      | $11233426.08  | 0.17%             | 2028-01-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Swiss Life Finance I AG                                                                  | SWISS LIFE FINANCE I AG                            | CUSIP: N/A<br>LEI: 549300GDVNT1NHIHOW12       | Long             | DBT              | CORP              | LI        |    300000 | PA      | $352184.13    | 0.01%             | 2029-08-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $1411328.83   | 0.02%             | 2028-08-23      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: ZH8095577<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   4250000 | PA      | $5122969.89   | 0.08%             | 2028-11-06      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| JDE Peet's N.V.                                                                          | JDE PEET S NV                                      | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $237934.06    | 0.00%             | 2030-01-23      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA AUSTRALIA                                                             | BANK OF AMERICA NA AUSTRALIA                       | CUSIP: ZH5985994<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $362907.28    | 0.01%             | 2028-10-30      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| Sika Capital B.V.                                                                        | SIKA CAPITAL BV                                    | CUSIP: ZK3491519<br>LEI: 549300QW8B2Z3FSBS808 | Long             | DBT              | CORP              | NL        |    850000 | PA      | $1010787.44   | 0.02%             | 2030-05-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Criteria Caixa, S.A., Sociedad Unipersonal                                               | CRITERIA CAIXA SA                                  | CUSIP: N/A<br>LEI: 959800DQQUAMV0K08004       | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2307741.06   | 0.04%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   4510000 | PA      | $3210422.74   | 0.05%             | 2027-08-18      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Volkswagen International Finance N.V.                                                    | VOLKSWAGEN INTERNATIONAL FINANCE NV                | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    400000 | PA      | $483434.97    | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                                   | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC             | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |  10000000 | PA      | $10058294.40  | 0.15%             | 2029-03-05      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                                  | NYKREDIT REALKREDIT AS                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   1760000 | PA      | $2090122.98   | 0.03%             | 2029-07-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                    | BOOKING HOLDINGS INC                               | CUSIP: 09857LAV0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $481566.18    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   4982000 | PA      | $3586673.22   | 0.05%             | 2027-11-04      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                                 | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |   5400000 | PA      | $6426529.82   | 0.10%             | 2029-04-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank | NORDIC INVESTMENT BANK                             | CUSIP: N/A<br>LEI: 213800HYL1S7VAXG6Z48       | Long             | DBT              |  | FI        |   5000000 | PA      | $3515191.38   | 0.05%             | 2028-06-08      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                                                                         | SANTANDER UK PLC                                   | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |  10880000 | PA      | $12739197.08  | 0.19%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                                | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |   2860000 | PA      | $3575468.45   | 0.05%             | 2030-01-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                                                          | CAIXABANK SA                                       | CUSIP: BY7751344<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3300000 | PA      | $3928596.39   | 0.06%             | 2029-09-07      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Knorr-Bremse Aktiengesellschaft                                                          | KNORR BREMSE AG                                    | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | DBT              | CORP              | DE        |    800000 | PA      | $933768.36    | 0.01%             | 2029-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                                 | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1450840.23   | 0.02%             | 2030-03-07      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORPORATION                                                                   | MCDONALD S CORP                                    | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |    600000 | PA      | $720506.25    | 0.01%             | 2030-03-07      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SECURITAS TREASURY IRELAND DESIGNATED ACTIVITY COMPANY                                   | SECURITAS TREASURY IRELAND DAC                     | CUSIP: N/A<br>LEI: 635400BJYMDVAXBPJ960       | Long             | DBT              | CORP              | IE        |    500000 | PA      | $594506.92    | 0.01%             | 2030-02-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital Canada Ltd.                                                        | TOTALENERGIES CAPITAL CANADA LTD                   | CUSIP: N/A<br>LEI: 5299005IX98ZZ9LSGK46       | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2720321.20   | 0.04%             | 2029-09-18      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Continental Aktiengesellschaft                                                           | CONTINENTAL AG                                     | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | DBT              | CORP              | DE        |   1010000 | PA      | $1187805.52   | 0.02%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Naturgy Finance Iberia S.A                                                               | NATURGY FINANCE IBERIA SA                          | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |   2300000 | PA      | $2669972.81   | 0.04%             | 2030-10-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TRATON Finance Luxembourg S.A.                                                           | TRATON FINANCE LUXEMBOURG SA                       | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |    600000 | PA      | $704917.04    | 0.01%             | 2030-03-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Daimler Truck International Finance B.V.                                                 | DAIMLER TRUCK INTERNATIONAL FINANCE BV             | CUSIP: N/A<br>LEI: 724500G15MVL6UCWXF95       | Long             | DBT              | CORP              | NL        |    700000 | PA      | $834514.99    | 0.01%             | 2029-06-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SNAM S.P.A.                                                                              | SNAM SPA                                           | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | DBT              | CORP              | IT        |   1300000 | PA      | $1559078.71   | 0.02%             | 2029-11-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bayer Aktiengesellschaft                                                                 | BAYER AG                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    250000 | PA      | $301439.32    | 0.00%             | 2029-08-26      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Stora Enso Oyj                                                                           | STORA ENSO OYJ                                     | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |    220000 | PA      | $263860.16    | 0.00%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                                                         | VOLKSWAGEN FINANCIAL SERVICES OVERSEAS AG          | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1896754.25   | 0.03%             | 2030-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                           | VAR ENERGI ASA                                     | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |   1408000 | PA      | $1648914.72   | 0.03%             | 2031-03-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RECKITT BENCKISER TREASURY SERVICES PLC                                                  | RECKITT BENCKISER TREASURY SERVICES PLC            | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |  13400000 | PA      | $15886945.09  | 0.24%             | 2029-06-20      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| DELL BANK INTERNATIONAL DESIGNATED ACTIVITY COMPANY                                      | DELL BANK INTERNATIONAL DAC                        | CUSIP: N/A<br>LEI: 9P9HXM53DT5S724JQ665       | Long             | DBT              | CORP              | IE        |    400000 | PA      | $471922.26    | 0.01%             | 2029-06-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                                   | EUROFINS SCIENTIFIC SE                             | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1462794.00   | 0.02%             | 2030-09-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Teollisuuden Voima Oyj                                                                   | TEOLLISUUDEN VOIMA OYJ                             | CUSIP: N/A<br>LEI: 743700LQ48IZBTZN4S52       | Long             | DBT              | CORP              | FI        |    500000 | PA      | $612310.51    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                                                 | ENGIE SA                                           | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    600000 | PA      | $716914.88    | 0.01%             | 2031-01-06      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $2494453.31   | 0.04%             | 2028-09-11      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | NOMURA HOLDINGS INC                                | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | DBT              | CORP              | JP        |   6100000 | PA      | $7104522.19   | 0.11%             | 2030-05-28      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                                                                  | NATIONAL BANK OF CANADA                            | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1547976.94   | 0.02%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Abertis Infraestructuras, S.A.                                                           | ABERTIS INFRAESTRUCTURAS SA                        | CUSIP: N/A<br>LEI: 549300GKFVWI02JQ5332       | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3454222.48   | 0.05%             | 2030-07-07      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                         | NEDERLANDSE WATERSCHAPSBANK NV                     | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              |  | NL        |   1435000 | PA      | $1456329.81   | 0.02%             | 2030-01-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                               | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   5600000 | PA      | $3993983.84   | 0.06%             | 2029-05-14      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                                                         | DSV FINANCE BV                                     | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |   7010000 | PA      | $8294766.94   | 0.13%             | 2029-06-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                                                          | NATIONAL GRID NORTH AMERICA INC                    | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2220094.13   | 0.03%             | 2029-11-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                                  | NYKREDIT REALKREDIT AS                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   3500000 | PA      | $4238485.79   | 0.06%             | 2029-01-19      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CONSIGNATIONS                                                       | CAISSE DES DEPOTS ET CONSIGNATIONS                 | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              |  | FR        |   2000000 | PA      | $2346157.54   | 0.04%             | 2029-05-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AB Sagax                                                                                 | SAGAX AB                                           | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |   1160000 | PA      | $1386271.13   | 0.02%             | 2030-05-29      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HOCHTIEF Aktiengesellschaft                                                              | HOCHTIEF AG                                        | CUSIP: N/A<br>LEI: 529900Y25S8NZIYTT924       | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $2170403.56   | 0.03%             | 2030-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                    | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1075476.98   | 0.02%             | 2030-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |   1500000 | PA      | $1760381.48   | 0.03%             | 2029-10-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                                                                | AYVENS SA                                          | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |   3600000 | PA      | $4277773.70   | 0.06%             | 2029-07-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Volvo Treasury Aktiebolag                                                                | VOLVO TREASURY AB                                  | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |   2200000 | PA      | $2577660.39   | 0.04%             | 2029-02-08      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| AUTOLIV, INC.                                                                            | AUTOLIV INC                                        | CUSIP: N/A<br>LEI: A23RUXWKASG834LTMK28       | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1626782.04   | 0.02%             | 2029-08-07      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| AMCOR UK FINANCE PLC                                                                     | AMCOR UK FINANCE PLC                               | CUSIP: 0234EVAC5<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $904363.03    | 0.01%             | 2029-11-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA LIMITED                                                         | TOYOTA FINANCE AUSTRALIA LTD                       | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   2892000 | PA      | $3395081.83   | 0.05%             | 2030-03-18      | Fixed         | 3.39%                 | No            | 2                  | On Loan: No      |
| NORFINA LIMITED                                                                          | SUNCORP METWAY                                     | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $3527018.09   | 0.05%             | 2029-03-19      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                                       | DEUTSCHE BOERSE AG                                 | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $238676.85    | 0.00%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK U.A.                                                               | COOPERATIEVE RABOBANK UA AUSTRALIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $10676710.38  | 0.16%             | 2029-02-26      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| SFIL SA                                                                                  | SFIL SA                                            | CUSIP: N/A<br>LEI: 549300HFEHJOXGE4ZE63       | Long             | DBT              |  | FR        |   2500000 | PA      | $2932211.52   | 0.04%             | 2029-09-17      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| ELIS SA                                                                                  | ELIS SA                                            | CUSIP: N/A<br>LEI: 969500UX71LCE8MAY492       | Long             | DBT              | CORP              | FR        |    200000 | PA      | $235616.61    | 0.00%             | 2030-03-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TRATON Finance Luxembourg S.A.                                                           | TRATON FINANCE LUXEMBOURG SA                       | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $2108742.88   | 0.03%             | 2031-01-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                                | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |  10564000 | PA      | $12299319.03  | 0.19%             | 2030-01-10      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| BG ENERGY CAPITAL PLC                                                                    | BG ENERGY CAPITAL PLC                              | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1586148.17   | 0.02%             | 2029-11-21      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                                                        | KOMMUNALBANKEN AS                                  | CUSIP: N/A<br>LEI: I7ETN0QQO2AHZZGHJ389       | Long             | DBT              |  | NO        |   2000000 | PA      | $1975188.00   | 0.03%             | 2029-09-04      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| American Medical Systems Europe B.V.                                                     | AMERICAN MEDICAL SYSTEMS EUROPE BV                 | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1414333.43   | 0.02%             | 2029-03-08      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Fresenius Medical Care AG                                                                | FRESENIUS MEDICAL CARE AG                          | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | DBT              | CORP              | DE        |   2900000 | PA      | $3361291.29   | 0.05%             | 2030-11-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Hamburg Commercial Bank AG                                                               | HAMBURG COMMERCIAL BANK AG                         | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |   8309000 | PA      | $9719818.45   | 0.15%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                                                            | RCI BANQUE SA                                      | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |   6400000 | PA      | $7548687.24   | 0.11%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                                         | ARCELORMITTAL SA                                   | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1736384.85   | 0.03%             | 2030-09-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                              | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: N/A<br>LEI: 549300B2Q47IR0CR5B54       | Long             | DBT              | CORP              | CA        |   2620000 | PA      | $3080484.30   | 0.05%             | 2029-09-05      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC                                                        | LLOYDS BANK CORPORATE MARKETS PLC                  | CUSIP: N/A<br>LEI: 213800MBWEIJDM5CU638       | Long             | DBT              | CORP              | GB        |   1060000 | PA      | $1243289.32   | 0.02%             | 2030-03-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Castellum Aktiebolag                                                                     | CASTELLUM AB                                       | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | DBT              | CORP              | SE        |   4100000 | PA      | $4838600.13   | 0.07%             | 2030-12-10      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: F0803NAM4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  19559000 | PA      | $20092859.97  | 0.31%             | 2030-01-22      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                        | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |  10000000 | PA      | $10244110.20  | 0.16%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: YW1310286<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1452000 | PA      | $1730736.92   | 0.03%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Grand City Properties S.A.                                                               | GRAND CITY PROPERTIES SA                           | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |    500000 | PA      | $599038.59    | 0.01%             | 2030-01-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Asian Infrastructure Investment Bank                                                     | ASIAN INFRASTRUCTURE INVESTMENT BANK               | CUSIP: N/A<br>LEI: 25490065OSV2524LCR32       | Long             | DBT              |  | CN        |     87000 | PA      | $87392.75     | 0.00%             | 2027-08-16      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                                  | NYKREDIT REALKREDIT AS                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   1710000 | PA      | $1993579.65   | 0.03%             | 2030-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                                                              | SWEDBANK AB                                        | CUSIP: YU7889550<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1100000 | PA      | $1275719.25   | 0.02%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                                                              | SWEDBANK AB                                        | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |   5540000 | PA      | $6478814.18   | 0.10%             | 2029-09-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Post AG                                                                         | DEUTSCHE POST AG                                   | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |   1035000 | PA      | $1207690.78   | 0.02%             | 2030-03-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SOCIETA PER AZIONI                                                             | BANCO BPM SPA                                      | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |   1620000 | PA      | $1896464.77   | 0.03%             | 2030-01-21      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CARLSBERG BREWERIES A/S                                                                  | CARLSBERG BREWERIES A S                            | CUSIP: N/A<br>LEI: 5493008YL42784DMWN61       | Long             | DBT              | CORP              | DK        |   2300000 | PA      | $2674274.90   | 0.04%             | 2029-08-28      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EDENRED SE                                                                               | EDENRED SE                                         | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | DBT              | CORP              | FR        |   5100000 | PA      | $5906142.02   | 0.09%             | 2030-08-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                                         | ARCELORMITTAL SA                                   | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | DBT              | CORP              | LU        |   1320000 | PA      | $1542298.28   | 0.02%             | 2028-12-13      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| EnBW International Finance B.V.                                                          | ENBW INTERNATIONAL FINANCE BV                      | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $1987345.93   | 0.03%             | 2029-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LL3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2658986.59   | 0.04%             | 2030-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Land Sachsen-Anhalt                                                                      | STATE OF SAXONY ANHALT                             | CUSIP: N/A<br>LEI: 529900LA98JTSA1MF831       | Long             | DBT              |  | DE        |    200000 | PA      | $230482.20    | 0.00%             | 2030-02-13      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Sixt SE                                                                                  | SIXT SE                                            | CUSIP: N/A<br>LEI: 5299004ZME6CSBR7WP07       | Long             | DBT              | CORP              | DE        |    600000 | PA      | $697142.88    | 0.01%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Colonial SFL, SOCIMI, S.A.                                                               | INMOBILIARIA COLONIAL SOCIMI SA                    | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $115960.60    | 0.00%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Lansforsakringar Bank Aktiebolag                                                         | LANSFORSAKRINGAR BANK AB                           | CUSIP: N/A<br>LEI: 549300C6TUMDXNOVXS82       | Long             | DBT              | CORP              | SE        |   3400000 | PA      | $3978790.09   | 0.06%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AYVENS SA                                                                                | AYVENS SA                                          | CUSIP: N/A<br>LEI: 969500E7V019H9NP7427       | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2091936.00   | 0.03%             | 2030-02-19      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AUTOLIV, INC.                                                                            | AUTOLIV INC                                        | CUSIP: N/A<br>LEI: A23RUXWKASG834LTMK28       | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1943416.56   | 0.03%             | 2030-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AB Sagax                                                                                 | SAGAX AB                                           | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $2285441.35   | 0.03%             | 2031-01-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANQUE SA                                                                        | BELFIUS BANK SA                                    | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              |  | BE        |   1700000 | PA      | $1981471.51   | 0.03%             | 2030-05-28      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                                 | NATIONAL SECURITIES CLEARING CORP                  | CUSIP: U7000RAN2<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   6561000 | PA      | $6652688.99   | 0.10%             | 2030-05-20      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                   | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $301006.49    | 0.00%             | 2030-06-20      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                                                            | RCI BANQUE SA                                      | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |   7196000 | PA      | $8361194.62   | 0.13%             | 2030-06-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                            | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |  10300000 | PA      | $11949807.89  | 0.18%             | 2030-09-05      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                    | BOOKING HOLDINGS INC                               | CUSIP: N/A<br>LEI: FXM8FAOHMYDIPD38UZ17       | Long             | DBT              | CORP              | US        |    660000 | PA      | $758106.67    | 0.01%             | 2030-11-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                                                               | 3M CO                                              | CUSIP: 88579YAN1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $164945.49    | 0.00%             | 2030-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ILLINOIS TOOL WORKS INC.                                                                 | ILLINOIS TOOL WORKS INC                            | CUSIP: 452308AW9<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $336414.91    | 0.01%             | 2030-05-22      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                        | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |   5000000 | PA      | $3522273.03   | 0.05%             | 2027-08-17      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| NEDERLANDSE WATERSCHAPSBANK NV                                                           | NEDERLANDSE WATERSCHAPSBANK NV                     | CUSIP: AQ8486831<br>LEI: N/A                  | Long             | DBT              |  | NL        |   7500000 | PA      | $5201179.79   | 0.08%             | 2028-07-17      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA S.P.A.                                                           | AUTOSTRADE PER L ITALIA SPA                        | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |    460000 | PA      | $512567.54    | 0.01%             | 2029-09-26      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: C18478AA2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $476740.39    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC.                                                                       | CDP FINANCIAL INC                                  | CUSIP: C23264AX9<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |  24700000 | PA      | $25279285.89  | 0.38%             | 2029-06-05      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC.                                                                       | CDP FINANCIAL INC                                  | CUSIP: C23264AZ4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |  36000000 | PA      | $36638692.92  | 0.56%             | 2030-01-24      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                     | CUSIP: C69798AX1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |   4448000 | PA      | $4467377.27   | 0.07%             | 2028-04-25      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EURO                                                                                     | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -202049 | OU      | $808.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO                                                                                     | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -305476 | OU      | $1313.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | ELECTRICITE DE FRANCE SA                           | CUSIP: AU5759991<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1998825.62   | 0.03%             | 2028-09-21      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                                                      | GREAT BRITISH POUND                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -36344 | OU      | $493.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DIMENSIONAL FUND ADVISORS LP                                                             | The DFA Short Term Investment Fund                 | CUSIP: 23320U405<br>LEI: N/A                  | Long             | STIV             |  | US        | 110848561 | NS      | $110848561.00 | 1.68%             |  |  |  | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | AVIATION CAPITAL GROUP LLC                         | CUSIP: U0536PAL8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2404482.65   | 0.04%             | 2028-10-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | AVIATION CAPITAL GROUP LLC                         | CUSIP: U0536PAM6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5079001.00   | 0.08%             | 2029-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                            | CUSIP: AT1672308<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976988.11   | 0.05%             | 2028-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MERCEDES BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: ZI1172405<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5071652.20   | 0.08%             | 2028-08-03      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                                 | CUSIP: U75000CF1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3082215.45   | 0.05%             | 2028-11-13      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN, INC.                                                                           | 7 ELEVEN INC                                       | CUSIP: U81522AD3<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189268.76    | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 200287911 | OU      | $-2441651.75  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   9248215 | OU      | $-69612.30    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  53022221 | OU      | $-277518.65   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    419817 | OU      | $-5854.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  22297204 | OU      | $-533771.61   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  52738866 | OU      | $-598629.71   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     50067 | OU      | $-1361.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     31401 | OU      | $-454.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3420763 | OU      | $20949.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3420764 | OU      | $21291.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  22428002 | OU      | $-741060.68   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  95085012 | OU      | $-115363.19   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  12977091 | OU      | $-202528.82   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  58563240 | OU      | $-225684.05   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2915101 | OU      | $17998.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  72833509 | OU      | $-409211.58   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  53534646 | OU      | $-543620.30   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3072699 | OU      | $-54828.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1156535 | OU      | $-20746.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  62702950 | OU      | $198429.12    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  93920915 | OU      | $141010.11    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  21164608 | OU      | $-17555.83    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  39782799 | OU      | $-630680.29   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   6356171 | OU      | $21996.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  20830561 | OU      | $-98551.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   6978360 | OU      | $19242.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    652076 | OU      | $-711.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  35214520 | OU      | $174918.24    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   2202225 | OU      | $-35307.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  15790148 | OU      | $-33724.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  20752949 | OU      | $-290771.79   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   3425939 | OU      | $-40579.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  49778447 | OU      | $-13273.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  16991687 | OU      | $3299.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  34213577 | OU      | $24165.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer