# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001004726-26-002427
**Filing Date:** 2026-3
**Character Count:** 615495
**Document Hash:** 0f1fa737cfd343faa0707cca499cc4ad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-002427.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001004726-26-002427

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**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:** 26806512

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

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

## Series and Classes Contracts Data

### Dimensional Global Core Plus Fixed Income ETF (Series ID: S000081782)

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

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Austin

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

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

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

- **a. Name of Series:** Dimensional Global Core Plus Fixed Income ETF

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

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

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2627186501.12

**Total Liabilities:** $410769947.01

**Net Assets:** $2216416554.11

**Cash Not Reported:** $21683238.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3221.63188613 | **1-Year:** -66396.10299055 | **5-Year:** -435794.53611739 | **10-Year:** -700066.54906671 | **30-Year:** -71740.30304002

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

- **3-Month:** -192.12563244 | **1-Year:** -7135.14541680 | **5-Year:** -36243.58156534 | **10-Year:** -36235.29025068 | **30-Year:** -4082.18408127

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244776 | 0.16%                | -0.37%               | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $886823.38               | $226061.87                                 |
| Month 2  | $1797797.49              | $-3808448.77                               |
| Month 3  | $2155373.18              | $28149582.24                               |

**Designated Index Information**

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

- **Index Identifier:** LEGATRUU

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                                   | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC           | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |    1400000 | PA      | $1666997.72   | 0.08%             | 2033-05-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| E.ON International Finance B.V.                                                          | E ON INTERNATIONAL FINANCE BV                    | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $138638.36    | 0.01%             | 2037-10-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                                                      | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     300000 | PA      | $328145.44    | 0.01%             | 2037-11-30      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                     | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1591000 | PA      | $1144487.22   | 0.05%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STORE CAPITAL CORP                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    1372000 | PA      | $1214299.03   | 0.05%             | 2031-12-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                   | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     682000 | PA      | $639016.00    | 0.03%             | 2033-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED                                               | REINSURANCE GROUP OF AMERICA INC                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103998.04    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45725000 | PA      | $46821459.44  | 2.11%             | 2056-02-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     525000 | PA      | $558852.24    | 0.03%             | 2037-10-09      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                               | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    4400000 | PA      | $4423521.61   | 0.20%             | 2028-06-12      | Floating      | 4.44%                 | Yes           | 2                  | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                             | PROCTER GAMBLE CO THE                            | CUSIP: 742718GS2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1812092.59   | 0.08%             | 2033-11-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Western Australian Treasury Corporation                                                  | WESTERN AUSTRALIAN TREASURY CORP                 | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              |  | AU        |      92000 | PA      | $50395.21     | 0.00%             | 2034-10-24      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     920000 | PA      | $1067426.15   | 0.05%             | 2038-07-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TIKEHAU CAPITAL SCA                                                                      | TIKEHAU CAPITAL SCA                              | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $364154.02    | 0.02%             | 2031-04-08      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     316000 | PA      | $238917.37    | 0.01%             | 2041-03-11      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1110742.85   | 0.05%             | 2031-10-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   50264709 | OU      | $259179.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     905000 | PA      | $775577.33    | 0.03%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   15612823 | OU      | $-399416.41   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252ADP3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     430000 | PA      | $430666.86    | 0.02%             | 2026-12-16      | Floating      | 4.16%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                  | MOLINA HEALTHCARE INC                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    4079000 | PA      | $3670492.64   | 0.17%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                   | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     153000 | PA      | $123250.30    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                                                         | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |    3814000 | PA      | $4487781.64   | 0.20%             | 2038-01-29      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Koninkrijk der Nederlanden                                                               | NETHERLANDS GOVERNMENT BOND                      | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     160000 | PA      | $171214.73    | 0.01%             | 2030-07-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      94000 | PA      | $88097.25     | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                               | CUSIP: N/A<br>LEI: KK5MZM9DIXLXZL9DZL15       | Long             | DBT              | CORP              | US        |     176000 | PA      | $207920.60    | 0.01%             | 2034-02-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: 110709AP7<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   12213000 | PA      | $9176322.31   | 0.41%             | 2035-06-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                                                | SOUTHERN GAS NETWORKS PLC                        | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |      50000 | PA      | $69896.56     | 0.00%             | 2029-03-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FEDEX CORPORATION                                                                        | FEDEX CORP                                       | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     100000 | PA      | $81967.03     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1312386.18   | 0.06%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                    | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     755000 | PA      | $722294.40    | 0.03%             | 2031-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VGS7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     235000 | PA      | $302372.18    | 0.01%             | 2034-10-31      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    5706000 | PA      | $5630634.58   | 0.25%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     744000 | PA      | $735256.14    | 0.03%             | 2039-07-08      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                                                             | UNIBAIL RODAMCO WESTFIELD SE                     | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $334943.00    | 0.02%             | 2031-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     800000 | PA      | $800148.66    | 0.04%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                       | LYB INTERNATIONAL FINANCE III LLC                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     475000 | PA      | $468766.10    | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| COLGATE-PALMOLIVE COMPANY                                                                | COLGATE PALMOLIVE CO                             | CUSIP: 194162AH6<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2505666.92   | 0.11%             | 2034-03-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                     | ROCHE HOLDINGS INC                               | CUSIP: 771196AU6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     355000 | PA      | $420551.61    | 0.02%             | 2039-03-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                         | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     104000 | PA      | $82302.57     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |    4450000 | PA      | $4033088.39   | 0.18%             | 2037-02-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA                          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2636000 | PA      | $2944338.90   | 0.13%             | 2036-06-20      | Fixed         | 7.04%                 | 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        |     900000 | PA      | $982064.35    | 0.04%             | 2030-01-17      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                                                              | AKER BP ASA                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     735000 | PA      | $722660.11    | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                       | LYB INTERNATIONAL FINANCE III LLC                | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     545000 | PA      | $392876.12    | 0.02%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Heineken N.V.                                                                            | HEINEKEN NV                                      | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $123812.72    | 0.01%             | 2035-03-23      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC                                   | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3284000 | PA      | $3300688.83   | 0.15%             | 2032-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     200000 | PA      | $230785.97    | 0.01%             | 2029-07-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     400000 | PA      | $446047.61    | 0.02%             | 2032-05-03      | Fixed         | 1.85%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     205000 | PA      | $214302.88    | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    9098885 | OU      | $-171194.06   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                                                        | OKLAHOMA GAS AND ELECTRIC CO                     | CUSIP: 678858BP5<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86679.20     | 0.00%             | 2044-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1324150.80   | 0.06%             | 2042-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                   | DBS GROUP HOLDINGS LTD                           | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     300000 | PA      | $300988.68    | 0.01%             | 2028-03-21      | Floating      | 4.29%                 | Yes           | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                  | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |    2174000 | PA      | $2478844.00   | 0.11%             | 2030-03-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   13829882 | OU      | $-91192.17    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                              | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2058000 | PA      | $2157644.33   | 0.10%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4429000 | PA      | $4433152.19   | 0.20%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                         | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |   15200000 | PA      | $8598123.93   | 0.39%             | 2033-08-22      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AMERICAN EXPRESS CO                              | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250701.50    | 0.01%             | 2026-11-04      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                                                           | ENBRIDGE ENERGY PARTNERS LP                      | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     918500 | PA      | $913726.15    | 0.04%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CKM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9725000 | PA      | $9727252.80   | 0.44%             | 2026-04-30      | Floating      | 3.76%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                                                         | VOLKSWAGEN FINANCIAL SERVICES AG                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     400000 | PA      | $485800.76    | 0.02%             | 2029-05-19      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                               | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     175000 | PA      | $180455.06    | 0.01%             | 2035-03-21      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: —       |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                                                    | SABRA HEALTH CARE LP                             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     575000 | PA      | $563390.50    | 0.03%             | 2029-10-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                     | DENTSPLY SIRONA INC                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     149000 | PA      | $138686.22    | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| ARROW ELECTRONICS, INC.                                                                  | ARROW ELECTRONICS INC                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1395533.83   | 0.06%             | 2034-04-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PROVINCE OF NOVA SCOTIA                                                                  | PROVINCE OF NOVA SCOTIA CANADA                   | CUSIP: 669827GM3<br>LEI: 5493002W033HJBDP3481 | Long             | DBT              |  | CA        |   20200000 | PA      | $14988559.61  | 0.68%             | 2035-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AON CORPORATION                                                                          | AON CORP                                         | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     265000 | PA      | $287696.60    | 0.01%             | 2040-09-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     135000 | PA      | $96176.86     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1016765.53   | 0.05%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | FORD MOTOR CREDIT CO LLC                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $316371.95    | 0.01%             | 2032-03-19      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                      | CISCO SYSTEMS INC                                | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    5994000 | PA      | $6447729.62   | 0.29%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: YW1310286<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $368145.66    | 0.02%             | 2029-07-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     540000 | PA      | $555247.42    | 0.03%             | 2038-05-19      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   49151650 | OU      | $-839194.05   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                         | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     550000 | PA      | $542834.95    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $1046207.67   | 0.05%             | 2029-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                                       | DEUTSCHE BOERSE AG                               | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |    5200000 | PA      | $6422908.44   | 0.29%             | 2033-09-28      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                                                          | AFFILIATED MANAGERS GROUP INC                    | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204044.27    | 0.01%             | 2034-08-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                                                             | UNIBAIL RODAMCO WESTFIELD SE                     | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $357969.10    | 0.02%             | 2034-09-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| THE KROGER CO.                                                                           | KROGER CO THE                                    | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199128.38    | 0.01%             | 2040-07-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VFQ2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90009.74     | 0.00%             | 2038-11-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                         | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |    3000000 | PA      | $1604231.32   | 0.07%             | 2034-07-20      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                         | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |   12200000 | PA      | $8262189.22   | 0.37%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                 | DEVON ENERGY CORP                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     940000 | PA      | $947770.02    | 0.04%             | 2034-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: —       |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                   | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103670.98    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     750000 | PA      | $750835.16    | 0.03%             | 2027-01-12      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                                                    | HONEYWELL INTERNATIONAL INC                      | CUSIP: 438516CW4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     250000 | PA      | $296752.52    | 0.01%             | 2036-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BELO CORP.                                                                               | BELO CORP                                        | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     419000 | PA      | $435139.88    | 0.02%             | 2027-09-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES, INC.                                                                      | CF INDUSTRIES INC                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     295000 | PA      | $278853.83    | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     614000 | PA      | $569275.71    | 0.03%             | 2042-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY L.P.                                                                      | VORNADO REALTY LP                                | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    4964000 | PA      | $4528464.20   | 0.20%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES, INC.                                                        | TAYLOR MORRISON COMMUNITIES INC                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152865.00    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP INC.                                                            | JACOBS ENGINEERING GROUP INC                     | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     201000 | PA      | $211152.64    | 0.01%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS, INC.                                                                       | LPL HOLDINGS INC                                 | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     750000 | PA      | $786454.99    | 0.04%             | 2034-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    1000000 | PA      | $751780.91    | 0.03%             | 2041-07-04      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VEF7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1695813.26   | 0.08%             | 2036-10-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                                              | NATIONWIDE BUILDING SOCIETY                      | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $211390.24    | 0.01%             | 2028-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                                                              | SWEDBANK AB                                      | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $247836.80    | 0.01%             | 2028-11-13      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2556000 | PA      | $2667457.65   | 0.12%             | 2034-03-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANQUE SA                                                                        | BELFIUS BANK SA                                  | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $124322.50    | 0.01%             | 2029-09-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                                         | ARCELORMITTAL SA                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     101000 | PA      | $108204.92    | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Magna International Inc.                                                                 | MAGNA INTERNATIONAL INC                          | CUSIP: N/A<br>LEI: 95RWVLFZX6VGDZNNTN43       | Long             | DBT              | CORP              | CA        |     281000 | PA      | $353119.85    | 0.02%             | 2032-03-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DIMENSIONAL FUND ADVISORS LP                                                             | The DFA Short Term Investment Fund               | CUSIP: 23320U405<br>LEI: N/A                  | Long             | STIV             |  | US        |   66625746 | NS      | $66625746.00  | 3.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                 | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     871000 | PA      | $856235.52    | 0.04%             | 2029-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                              | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     889000 | PA      | $1067886.19   | 0.05%             | 2030-01-10      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                   | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101097.62    | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                 | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     771000 | PA      | $657944.98    | 0.03%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBQ9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    1575000 | PA      | $1167417.94   | 0.05%             | 2030-11-19      | Floating      | 2.68%                 | No            | 2                  | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 4326900000 | PA      | $22649888.18  | 1.02%             | 2037-12-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                            | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103047.57    | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109CS1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     150000 | PA      | $191411.91    | 0.01%             | 2041-09-04      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| METHANEX CORPORATION                                                                     | METHANEX CORP                                    | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     380000 | PA      | $341488.44    | 0.02%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| V.F. CORPORATION                                                                         | VF CORP                                          | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    1218000 | PA      | $1225786.67   | 0.06%             | 2033-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 2189800099 | OU      | $-346712.34   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL                                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     388000 | PA      | $282833.07    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                   | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1121000 | PA      | $1114342.00   | 0.05%             | 2035-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| LEGG MASON, INC.                                                                         | LEGG MASON INC                                   | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     205000 | PA      | $204076.03    | 0.01%             | 2044-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                        | CHOICE HOTELS INTERNATIONAL INC                  | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     358000 | PA      | $349398.65    | 0.02%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                                  | ILE DE FRANCE MOBILITES                          | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |    1100000 | PA      | $961664.74    | 0.04%             | 2036-11-24      | Fixed         | 0.68%                 | No            | 2                  | On Loan: No      |
| BANQUE DE MONTREAL                                                                       | BANK OF MONTREAL                                 | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |     126000 | PA      | $126285.62    | 0.01%             | 2026-09-15      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                  | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $119456.75    | 0.01%             | 2043-01-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                     | JERSEY CENTRAL POWER LIGHT CO                    | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     150000 | PA      | $135351.55    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                       | CANADIAN NATURAL RESOURCES LTD                   | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3162000 | PA      | $3347426.07   | 0.15%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                                                         | FORTUNE BRANDS INNOVATIONS INC                   | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     288000 | PA      | $304787.97    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   15050000 | PA      | $7275177.06   | 0.33%             | 2037-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP             | CUSIP: U6500TAH8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     740000 | PA      | $763560.12    | 0.03%             | 2029-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     870000 | PA      | $901924.04    | 0.04%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                                                  | NOVO NORDISK FINANCE NETHERLANDS BV              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    1450000 | PA      | $1715943.61   | 0.08%             | 2037-05-27      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                         | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100422.22    | 0.00%             | 2027-03-19      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN, INC.                                                                           | 7 ELEVEN INC                                     | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $738152.49    | 0.03%             | 2041-02-10      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103859.78    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                                   | EUROFINS SCIENTIFIC SE                           | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |     712000 | PA      | $854333.97    | 0.04%             | 2033-02-05      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                                                | SANOFI SA                                        | CUSIP: 801060AH7<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1005525.45   | 0.05%             | 2028-11-03      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                                                      | OP CORPORATE BANK PLC                            | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     100000 | PA      | $114282.95    | 0.01%             | 2027-11-16      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $235912.00    | 0.01%             | 2034-09-26      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                              | AMERICAN ASSETS TRUST LP                         | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4763631.69   | 0.21%             | 2034-10-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                                                   | BRANDYWINE OPERATING PARTNERS                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     450000 | PA      | $483494.85    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     150000 | PA      | $133403.70    | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: 172967EP2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     404000 | PA      | $463265.31    | 0.02%             | 2038-03-05      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    3498262 | OU      | $-87326.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                                      | LVMH MOET HENNESSY LOUIS VUITTON SE              | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $243163.93    | 0.01%             | 2029-09-07      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                           | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1013943.04   | 0.05%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                              | TELECOM ITALIA CAPITAL SA                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1005000 | PA      | $1029648.63   | 0.05%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| TELECOM ITALIA CAPITAL S.A.                                                              | TELECOM ITALIA CAPITAL SA                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     720000 | PA      | $755345.52    | 0.03%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1712000 | PA      | $1815364.60   | 0.08%             | 2034-01-07      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200LE9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $128350.07    | 0.01%             | 2038-02-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $250456.28    | 0.01%             | 2026-09-15      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4041464 | OU      | $-121438.13   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AGCO CORPORATION                                                                         | AGCO CORP                                        | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     850000 | PA      | $888077.49    | 0.04%             | 2034-03-21      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC.                                                                             | VIATRIS INC                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1832624.42   | 0.08%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: —       |
| CF INDUSTRIES, INC.                                                                      | CF INDUSTRIES INC                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1256290.70   | 0.06%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |     100000 | PA      | $119201.15    | 0.01%             | 2026-12-18      | Floating      | 2.50%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     250000 | PA      | $247664.33    | 0.01%             | 2029-09-23      | Fixed         | 4.00%                 | Yes           | 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      | $482740.74    | 0.02%             | 2035-09-02      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC          | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     550000 | PA      | $568908.31    | 0.03%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                      | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     900000 | PA      | $761763.89    | 0.03%             | 2040-04-06      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                         | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100215.04    | 0.00%             | 2026-05-18      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    4312000 | PA      | $3999068.29   | 0.18%             | 2031-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |     100000 | PA      | $68661.60     | 0.00%             | 2039-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1583653.58   | 0.07%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP, INC.                                                                         | PULTEGROUP INC                                   | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $250257.19    | 0.01%             | 2026-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                  | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1816.38      | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312524.48    | 0.01%             | 2032-04-04      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SEMPRA INFRASTRUCTURE PARTNERS, LP                                                       | SEMPRA GLOBAL                                    | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    5404000 | PA      | $4780825.91   | 0.22%             | 2032-01-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   11300000 | PA      | $6493908.02   | 0.29%             | 2033-09-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ASHLAND INC.                                                                             | ASHLAND INC                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1527057.73   | 0.07%             | 2031-09-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: —       |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     571000 | PA      | $586784.80    | 0.03%             | 2029-07-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                  | DUKE ENERGY CORP                                 | CUSIP: 26441CBR5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $2276515.13   | 0.10%             | 2034-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES                                   | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     210000 | PA      | $211969.12    | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO., LTD.                                                                   | NISSAN MOTOR CO LTD                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    6480000 | PA      | $6117411.21   | 0.28%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                   | CUSIP: C69798AZ6<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |    6575000 | PA      | $5059033.16   | 0.23%             | 2034-06-02      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     550000 | PA      | $550753.50    | 0.02%             | 2027-02-23      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    8280000 | PA      | $9388677.84   | 0.42%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1408000 | PA      | $1455441.66   | 0.07%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP PARIBAS SA                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    4200000 | PA      | $5179971.35   | 0.23%             | 2034-02-13      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP, L.P.                                                   | BRANDYWINE OPERATING PARTNERSHIP LP              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1744011.47   | 0.08%             | 2031-01-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151549.77    | 0.01%             | 2035-03-05      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     450000 | PA      | $409115.73    | 0.02%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    2800000 | PA      | $1974662.51   | 0.09%             | 2029-05-14      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    1120000 | PA      | $1121660.83   | 0.05%             | 2027-10-04      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| NIKE, INC.                                                                               | NIKE INC                                         | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95421.72     | 0.00%             | 2030-03-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                            | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     210000 | PA      | $215142.03    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $251623.46    | 0.01%             | 2028-02-16      | Floating      | 4.86%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                            | CONSOLIDATED EDISON CO OF NEW YORK INC           | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     155000 | PA      | $177658.27    | 0.01%             | 2038-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                                                      | PROVINCE OF ALBERTA CANADA                       | CUSIP: 013051EW3<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              |  | CA        |   22980000 | PA      | $17264146.07  | 0.78%             | 2035-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   42205634 | OU      | $-618357.49   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE DES GRANDS PROJETS EPN                                                           | SOCIETE DES GRANDS PROJETS EPIC                  | CUSIP: N/A<br>LEI: 9695004RTVK8D9VA8F57       | Long             | DBT              |  | FR        |     100000 | PA      | $100112.02    | 0.00%             | 2034-05-25      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                                                         | HESS CORP                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    3563000 | PA      | $3686226.53   | 0.17%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORPORATION                                                                   | SEALED AIR CORP                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99619.80     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $209626.89    | 0.01%             | 2031-02-21      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| ICADE SA                                                                                 | ICADE                                            | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1892267.68   | 0.09%             | 2035-05-22      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2967195 | OU      | $-48484.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                 | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     625000 | PA      | $629810.32    | 0.03%             | 2035-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                              | AMERICAN ASSETS TRUST LP                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    3343000 | PA      | $3049244.54   | 0.14%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     528000 | PA      | $495564.12    | 0.02%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172CL1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     450000 | PA      | $471660.58    | 0.02%             | 2031-08-01      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                                                          | WP CAREY INC                                     | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |    7500000 | PA      | $9227055.82   | 0.42%             | 2032-07-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC.                                                                    | HOWMET AEROSPACE INC                             | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2420063.00   | 0.11%             | 2037-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                 | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     546000 | PA      | $556056.00    | 0.03%             | 2035-03-29      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| METHANEX CORPORATION                                                                     | METHANEX CORP                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    1972000 | PA      | $1983388.30   | 0.09%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| Prologis Euro Finance LLC                                                                | PROLOGIS EURO FINANCE LLC                        | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |     300000 | PA      | $283313.25    | 0.01%             | 2035-02-06      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     475000 | PA      | $464553.71    | 0.02%             | 2044-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Heidelberg Materials AG                                                                  | HEIDELBERG MATERIALS AG                          | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | DBT              | CORP              | DE        |     250000 | PA      | $306952.49    | 0.01%             | 2034-07-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     244000 | PA      | $232415.19    | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CORP                     | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248927.68    | 0.01%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                                                   | TELEFONICA EUROPE BV                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      50000 | PA      | $68654.66     | 0.00%             | 2033-02-14      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                 | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1004000 | PA      | $822276.35    | 0.04%             | 2033-11-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY  | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |     700000 | PA      | $324291.57    | 0.01%             | 2040-05-24      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     400000 | PA      | $474143.00    | 0.02%             | 2035-06-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                         | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     200000 | PA      | $92085.89     | 0.00%             | 2040-04-16      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84210.20     | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                      | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |    1800000 | PA      | $1762323.43   | 0.08%             | 2033-04-19      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                     | BLUE OWL FINANCE LLC                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4585860.55   | 0.21%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| BUCKEYE PARTNERS, L.P.                                                                   | BUCKEYE PARTNERS LP                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     275000 | PA      | $273839.09    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                     | GLOBAL PAYMENTS INC                              | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3697000 | PA      | $4615106.70   | 0.21%             | 2031-03-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                                                       | CENTERPOINT ENERGY RESOURCES CORP                | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     250000 | PA      | $259723.54    | 0.01%             | 2041-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| HP INC.                                                                                  | HP INC                                           | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     365000 | PA      | $363639.56    | 0.02%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                            | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     832000 | PA      | $739975.21    | 0.03%             | 2039-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                                                    | HONEYWELL INTERNATIONAL INC                      | CUSIP: 438516CP9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     114000 | PA      | $138746.45    | 0.01%             | 2032-05-17      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT     | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    1400000 | PA      | $1398772.80   | 0.06%             | 2029-02-16      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     510000 | PA      | $510264.88    | 0.02%             | 2026-09-23      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $221712.05    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc.                                                                      | CENOVUS ENERGY INC                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      65000 | PA      | $63259.74     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120891.23    | 0.01%             | 2030-01-21      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     405000 | PA      | $405318.90    | 0.02%             | 2028-10-05      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: 12593ZAA8<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    6400000 | PA      | $4891723.96   | 0.22%             | 2032-06-02      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                       | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     305000 | PA      | $272897.28    | 0.01%             | 2044-05-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                | DELL INTERNATIONAL LLC EMC CORP                  | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     405000 | PA      | $306124.54    | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SOCIETE NATIONALE SNCF SA                                                                | SOCIETE NATIONALE SNCF SA                        | CUSIP: N/A<br>LEI: 969500A4MXJ3ESPHK698       | Long             | DBT              |  | FR        |     100000 | PA      | $119993.20    | 0.01%             | 2033-05-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $1084366.45   | 0.05%             | 2036-05-27      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION DEVLOPMENT | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1021000 | PA      | $1021538.19   | 0.05%             | 2027-06-15      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                             | BARCLAYS PLC                                     | CUSIP: 06738EAZ8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    1500000 | PA      | $1820515.38   | 0.08%             | 2033-01-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2019492.02   | 0.09%             | 2030-07-01      | Floating      | 4.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                        | DISCOVER FINANCIAL SERVICES                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3161000 | PA      | $3488346.77   | 0.16%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   34997166 | OU      | $141731.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SPAREBANK 1 SMN                                                                          | SPAREBANK 1 SMN                                  | CUSIP: N/A<br>LEI: 7V6Z97IO7R1SEAO84Q32       | Long             | DBT              | CORP              | NO        |     349000 | PA      | $425020.39    | 0.02%             | 2029-05-23      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                                                              | INTERNATIONAL PAPER CO                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     350000 | PA      | $362746.94    | 0.02%             | 2041-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                      | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |    4800000 | PA      | $5128253.23   | 0.23%             | 2032-05-22      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                            | CONSOLIDATED EDISON CO OF NEW YORK INC           | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155671.79    | 0.01%             | 2040-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                              | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     185000 | PA      | $161660.65    | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CORP                     | CUSIP: U65478BV7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42807.59     | 0.00%             | 2028-03-09      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     170000 | PA      | $172637.73    | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |     500000 | PA      | $631912.23    | 0.03%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Koninklijke KPN N.V.                                                                     | KONINKLIJKE KPN NV                               | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |    3400000 | PA      | $4088122.58   | 0.18%             | 2036-02-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $877552.95    | 0.04%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                             | AMERICAN NATIONAL GROUP INC                      | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     585000 | PA      | $607184.63    | 0.03%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                  | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     255000 | PA      | $223240.72    | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     150000 | PA      | $202803.90    | 0.01%             | 2033-03-08      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                  | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     350000 | PA      | $351791.22    | 0.02%             | 2028-03-17      | Floating      | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $302400.00    | 0.01%             | 2027-06-28      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99933.19     | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                                                     | ONEOK PARTNERS LP                                | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     750000 | PA      | $831135.52    | 0.04%             | 2037-10-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                    | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1780016.41   | 0.08%             | 2040-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL INCORPORATION                                                    | HONEYWELL INTERNATIONAL INC                      | CUSIP: 438516CG9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4552000 | PA      | $5631408.04   | 0.25%             | 2034-11-02      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   41230415 | OU      | $-559832.86   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Hydro-Quebec                                                                             | HYDRO QUEBEC                                     | CUSIP: 44889ZCM6<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              |  | CA        |    1800000 | PA      | $1598486.14   | 0.07%             | 2035-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corporation                                                  | BANK OF NEW YORK MELLON CORP THE                 | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     194000 | PA      | $171958.29    | 0.01%             | 2031-01-28      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                                                | SANOFI                                           | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113314.74    | 0.01%             | 2029-03-21      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     975000 | PA      | $1467560.32   | 0.07%             | 2033-05-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                                              | DICK S SPORTING GOODS INC                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     599000 | PA      | $552028.41    | 0.02%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                                               | COOPERATIEVE RABOBANK UA NY                      | CUSIP: 21688AAZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6655000 | PA      | $6685921.13   | 0.30%             | 2026-10-05      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                                  | BROOKFIELD FINANCE INC                           | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     144000 | PA      | $148789.92    | 0.01%             | 2035-01-15      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                             | PROCTER GAMBLE CO THE                            | CUSIP: 742718FR5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     100000 | PA      | $108386.88    | 0.00%             | 2030-05-05      | Fixed         | 0.35%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                                                        | JAB HOLDINGS BV                                  | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    5700000 | PA      | $7333191.65   | 0.33%             | 2033-06-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                                                          | EATON CAPITAL ULC                                | CUSIP: N/A<br>LEI: 549300OLS85LSODKAF64       | Long             | DBT              | CORP              | IE        |     135000 | PA      | $161967.26    | 0.01%             | 2035-05-09      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150238.11    | 0.01%             | 2026-07-15      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                                            | ALPHABET INC                                     | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    9667000 | PA      | $11198861.38  | 0.51%             | 2037-05-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |    7900000 | PA      | $9230465.43   | 0.42%             | 2039-05-24      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ENGIE SA                                                                                 | ENGIE SA                                         | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2616745.72   | 0.12%             | 2034-09-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    7925158 | OU      | $-152622.41   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FINANCIAL GROUP INC                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     595000 | PA      | $613532.74    | 0.03%             | 2043-01-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99053.06     | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     600000 | PA      | $540686.31    | 0.02%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   50019604 | OU      | $-1197442.96  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                               | FMG RESOURCES AUGUST 2006 PTY LTD                | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     801000 | PA      | $824180.35    | 0.04%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     350000 | PA      | $333014.00    | 0.02%             | 2028-11-20      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                 | ADVANCE AUTO PARTS INC                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1732694.63   | 0.08%             | 2030-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                      | CISCO SYSTEMS INC DELAWARE                       | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3787000 | PA      | $3919151.83   | 0.18%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                      | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     115000 | PA      | $131056.68    | 0.01%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                 | EASTMAN CHEMICAL CO                              | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     681000 | PA      | $607346.81    | 0.03%             | 2042-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                               | WARNERMEDIA HOLDINGS INC                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     250000 | PA      | $242511.40    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                              | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV        | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $463055.14    | 0.02%             | 2042-03-06      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     300000 | PA      | $329302.34    | 0.01%             | 2036-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORPORATION                                                                | CNA FINANCIAL CORP                               | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     102000 | PA      | $105791.27    | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GATX CORPORATION                                                                         | GATX CORP                                        | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      90000 | PA      | $95887.30     | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200LC3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     650000 | PA      | $783976.47    | 0.04%             | 2035-02-06      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                             | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    3557000 | PA      | $3729727.64   | 0.17%             | 2034-02-20      | Fixed         | 6.35%                 | No            | 2                  | On Loan: —       |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   29500320 | OU      | $-422054.47   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     245000 | PA      | $210441.28    | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                             | WILLIAMS COS INC THE                             | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2326000 | PA      | $2504956.51   | 0.11%             | 2040-04-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                                           | ZF NORTH AMERICA CAPITAL INC                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     668000 | PA      | $689706.66    | 0.03%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                               | COREBRIDGE FINANCIAL INC                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      72000 | PA      | $76938.37     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                 | DOW CHEMICAL CO THE                              | CUSIP: 260543DA8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1233923.10   | 0.06%             | 2032-03-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                         | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200579.20    | 0.01%             | 2026-08-07      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                                                       | SUNCOR ENERGY INC                                | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     296000 | PA      | $332291.93    | 0.01%             | 2032-02-01      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL                                 | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     411000 | PA      | $300104.11    | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CO LLC                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     986000 | PA      | $1022362.63   | 0.05%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                                                  | ANHEUSER BUSCH INBEV SA NV                       | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      90000 | PA      | $102198.53    | 0.00%             | 2030-04-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                     | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     643000 | PA      | $572138.27    | 0.03%             | 2039-03-07      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     260000 | PA      | $261117.42    | 0.01%             | 2027-04-05      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      71000 | PA      | $71151.46     | 0.00%             | 2027-07-15      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     250000 | PA      | $219302.26    | 0.01%             | 2043-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCIETE GENERALE SA                              | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $2505207.46   | 0.11%             | 2033-06-22      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                                                | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    2385000 | PA      | $2435812.43   | 0.11%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    2800000 | PA      | $1984784.06   | 0.09%             | 2028-01-13      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                         | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     100000 | PA      | $66938.95     | 0.00%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GLP Capital, L.P.                                                                        | GLP CAPITAL LP GLP FINANCING II INC              | CUSIP: 361841AS8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1574187.47   | 0.07%             | 2033-12-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                  | EXXON MOBIL CORP                                 | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |   11910000 | PA      | $12299391.46  | 0.55%             | 2032-06-26      | Fixed         | 0.83%                 | No            | 2                  | On Loan: No      |
| BROADSTONE NET LEASE, LLC                                                                | BROADSTONE NET LEASE LLC                         | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     910000 | PA      | $807401.61    | 0.04%             | 2031-09-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     125000 | PA      | $110420.35    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                              | CONTINENTAL RESOURCES INC OK                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    5806000 | PA      | $5098500.29   | 0.23%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                                                     | ONEOK PARTNERS LP                                | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     680000 | PA      | $743267.53    | 0.03%             | 2036-10-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                               | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4632000 | PA      | $5242119.12   | 0.24%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                             | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     920000 | PA      | $951286.40    | 0.04%             | 2040-06-21      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                      | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1417997.62   | 0.06%             | 2037-08-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NORDSTROM, INC.                                                                          | NORDSTROM INC                                    | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     355000 | PA      | $365917.67    | 0.02%             | 2028-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     105000 | PA      | $97248.47     | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VG7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   17988000 | PA      | $13193413.93  | 0.60%             | 2035-06-02      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                   | JACKSON FINANCIAL INC                            | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     300000 | PA      | $273016.67    | 0.01%             | 2031-11-23      | Fixed         | 3.12%                 | No            | 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        |     200000 | PA      | $201397.58    | 0.01%             | 2027-01-23      | Floating      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| JAB Holdings B.V.                                                                        | JAB HOLDINGS BV                                  | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $245564.66    | 0.01%             | 2034-04-25      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                                                    | FLOWSERVE CORP                                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $286586.52    | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                                                    | TARGA RESOURCES CORP                             | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     150000 | PA      | $160277.60    | 0.01%             | 2033-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F062622<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24360000 | PA      | $25225922.24  | 1.14%             | 2056-02-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZFN8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    5000000 | PA      | $3663294.32   | 0.17%             | 2032-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                        | CUSIP: 037833CW8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114783.79    | 0.01%             | 2029-05-24      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                                                              | PHILLIPS 66                                      | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48846.95     | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173538.34    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                                             | UNITED OVERSEAS BANK LTD                         | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    2250000 | PA      | $2256600.08   | 0.10%             | 2028-04-02      | Floating      | 4.27%                 | Yes           | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    2500000 | PA      | $1446530.53   | 0.07%             | 2037-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                         | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     435000 | PA      | $486175.01    | 0.02%             | 2028-09-06      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | FORD MOTOR CREDIT CO LLC                         | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312936.84    | 0.01%             | 2035-02-07      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     250000 | PA      | $277874.80    | 0.01%             | 2032-04-08      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Alabama Power Company                                                                    | ALABAMA POWER CO                                 | CUSIP: 010392FG8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     150000 | PA      | $126232.00    | 0.01%             | 2042-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                        | BARRICK NORTH AMERICA FINANCE LLC                | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102173.43    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                               | FMG RESOURCES AUGUST 2006 PTY LTD                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     904000 | PA      | $873444.90    | 0.04%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                           | PENSKE TRUCK LEASING CO LP                       | CUSIP: 709599BV5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     231000 | PA      | $246245.40    | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                                                   | DXC TECHNOLOGY CO                                | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95431.64     | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                                                                  | KEYCORP                                          | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     288000 | PA      | $288468.37    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5234000 | PA      | $5239413.68   | 0.24%             | 2026-10-31      | Floating      | 3.82%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                                                       | SUNCOR ENERGY INC                                | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    1741000 | PA      | $1928041.57   | 0.09%             | 2038-05-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     800000 | PA      | $649594.93    | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     290000 | PA      | $342780.68    | 0.02%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                                                      | GREAT BRITISH POUND                              | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |     233417 | NS      | $320306.88    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                | WESTERN UNION CO THE                             | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    1799000 | PA      | $1878342.18   | 0.08%             | 2036-11-17      | Fixed         | 6.20%                 | No            | 2                  | On Loan: —       |
| ORIX CORPORATION                                                                         | ORIX CORP                                        | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |     250000 | PA      | $304385.33    | 0.01%             | 2029-05-29      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                                                              | AKER BP ASA                                      | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |    8525000 | PA      | $10337365.43  | 0.47%             | 2032-05-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     100000 | PA      | $109344.87    | 0.00%             | 2043-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES, INC.                                                                      | CBRE SERVICES INC                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2314774.64   | 0.10%             | 2034-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     750000 | PA      | $721471.46    | 0.03%             | 2031-07-06      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NORDSTROM, INC.                                                                          | NORDSTROM INC                                    | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    1323000 | PA      | $982557.70    | 0.04%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                               | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100597.90    | 0.00%             | 2027-08-13      | Floating      | 4.72%                 | Yes           | 2                  | On Loan: No      |
| BALL CORPORATION                                                                         | BALL CORP                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2032802.00   | 0.09%             | 2033-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    7800000 | PA      | $9299062.79   | 0.42%             | 2027-05-21      | Floating      | 2.47%                 | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $352756.95    | 0.02%             | 2029-12-17      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC                              | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     124000 | PA      | $128660.29    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     400000 | PA      | $482905.09    | 0.02%             | 2034-08-27      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1600000 | PA      | $1618589.39   | 0.07%             | 2029-12-16      | Floating      | 4.54%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                  | MOLINA HEALTHCARE INC                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     990000 | PA      | $913149.07    | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                           | CITIZENS FINANCIAL GROUP INC                     | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     300000 | PA      | $279695.57    | 0.01%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                             | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     611000 | PA      | $623704.44    | 0.03%             | 2040-03-25      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    5655000 | PA      | $5680738.51   | 0.26%             | 2027-10-26      | Floating      | 4.25%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     400000 | PA      | $435327.03    | 0.02%             | 2040-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1794000 | PA      | $1568432.13   | 0.07%             | 2032-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                  | EXXON MOBIL CORP                                 | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |    6735000 | PA      | $5893598.53   | 0.27%             | 2039-06-26      | Fixed         | 1.41%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | ELECTRICITE DE FRANCE SA                         | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              |  | FR        |      50000 | PA      | $63560.85     | 0.00%             | 2030-04-26      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12106000 | PA      | $10728180.79  | 0.48%             | 2056-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     146000 | PA      | $134968.99    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                            | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1793705.99   | 0.08%             | 2032-11-05      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 026657AZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1601000 | PA      | $1941709.15   | 0.09%             | 2031-04-23      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                                                            | METLIFE INC                                      | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     550000 | PA      | $575145.02    | 0.03%             | 2041-02-06      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     349000 | PA      | $384570.59    | 0.02%             | 2039-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NORDSTROM, INC.                                                                          | NORDSTROM INC                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2716107.56   | 0.12%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| Digital Dutch Finco B.V.                                                                 | DIGITAL DUTCH FINCO BV                           | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    1115000 | PA      | $1306945.25   | 0.06%             | 2035-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Canada                                                                                   | CANADIAN GOVERNMENT BOND                         | CUSIP: 135087XG4<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     459000 | PA      | $394201.40    | 0.02%             | 2033-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank | NORDIC INVESTMENT BANK                           | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              |  | FI        |     450000 | PA      | $451014.82    | 0.02%             | 2026-05-12      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                 | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     801000 | PA      | $746661.54    | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBC0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   18000000 | PA      | $13813802.02  | 0.62%             | 2034-06-02      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BMW International Investment B.V.                                                        | BMW INTERNATIONAL INVESTMENT BV                  | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     235000 | PA      | $283509.14    | 0.01%             | 2032-11-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   48886519 | OU      | $-1170743.87  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| TYSON FOODS, INCORPORATED                                                                | TYSON FOODS INC                                  | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     201000 | PA      | $190435.21    | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1035000 | PA      | $1043983.72   | 0.05%             | 2029-04-16      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: BQ3480895<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  299000000 | PA      | $1779036.43   | 0.08%             | 2031-06-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corporation                                                  | BANK OF NEW YORK MELLON CORP THE                 | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     655000 | PA      | $597077.01    | 0.03%             | 2032-01-26      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $1896264.55   | 0.09%             | 2041-10-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                                  | NYKREDIT REALKREDIT AS                           | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $121276.86    | 0.01%             | 2030-07-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                      | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |    1300000 | PA      | $1284901.48   | 0.06%             | 2032-10-05      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| ITC HOLDINGS CORP.                                                                       | ITC HOLDINGS CORP                                | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     300000 | PA      | $286542.96    | 0.01%             | 2043-07-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                              | CONTINENTAL RESOURCES INC OK                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    6309000 | PA      | $5105741.65   | 0.23%             | 2044-06-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                                                     | ONEOK PARTNERS LP                                | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     390000 | PA      | $403631.66    | 0.02%             | 2041-02-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                      | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     250000 | PA      | $240671.44    | 0.01%             | 2030-04-06      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    6075000 | PA      | $4499039.62   | 0.20%             | 2033-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                                       | PIEDMONT OPERATING PARTNERSHIP LP                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    3383000 | PA      | $2924758.27   | 0.13%             | 2032-04-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FINANCIAL GROUP INC                    | CUSIP: 527288BF0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     151000 | PA      | $154871.42    | 0.01%             | 2043-10-23      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                         | CUSIP: N/A<br>LEI: Z2VZBHUMB7PWWJ63I008       | Long             | DBT              | CORP              | US        |     100000 | PA      | $123502.89    | 0.01%             | 2030-07-24      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    3400000 | PA      | $4032052.63   | 0.18%             | 2032-12-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1068894.87   | 0.05%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: —       |
| GLENCORE CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                                     | GLENCORE CAPITAL FINANCE DAC                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $102264.57    | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EUROCLEAR HOLDING SA                                                                     | EUROCLEAR HOLDING NV                             | CUSIP: N/A<br>LEI: 549300IQZVZ949N37S44       | Long             | DBT              | CORP              | BE        |     100000 | PA      | $112147.39    | 0.01%             | 2030-04-11      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SEGRO PUBLIC LIMITED COMPANY                                                             | SEGRO PLC                                        | CUSIP: YV8038288<br>LEI: 213800XC35KGM9NFC641 | Long             | DBT              | CORP              | GB        |    2689000 | PA      | $3199535.88   | 0.14%             | 2032-09-24      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200392.98    | 0.01%             | 2027-03-12      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                  | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     205000 | PA      | $227052.75    | 0.01%             | 2037-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                                                                     | BAYER US FINANCE LLC                             | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     920000 | PA      | $1000498.22   | 0.05%             | 2033-11-21      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFIELD SE                                                             | UNIBAIL RODAMCO WESTFIELD SE                     | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1244725.93   | 0.06%             | 2030-12-11      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Ontario Teachers' Finance Trust                                                          | ONTARIO TEACHERS FINANCE TRUST                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |     100000 | PA      | $121946.55    | 0.01%             | 2029-10-05      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    2100000 | PA      | $1489559.00   | 0.07%             | 2027-11-04      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                     | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     585000 | PA      | $662440.97    | 0.03%             | 2037-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4526074 | OU      | $-59685.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EL PUERTO DE LIVERPOOL, S.A.B. DE C.V.                                                   | EL PUERTO DE LIVERPOOL SAB DE CV                 | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $2147881.88   | 0.10%             | 2037-01-22      | Fixed         | 6.66%                 | Yes           | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |   11700000 | PA      | $6362973.83   | 0.29%             | 2034-03-20      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                         | PUBLIC STORAGE                                   | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |     100000 | PA      | $106044.74    | 0.00%             | 2030-09-09      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                             | UBS GROUP AG                                     | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $982211.66    | 0.04%             | 2033-02-24      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    2600000 | PA      | $1526740.69   | 0.07%             | 2031-09-10      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                           | MORGAN STANLEY                                   | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      50000 | PA      | $55393.22     | 0.00%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     755000 | PA      | $754612.85    | 0.03%             | 2028-03-20      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |    1672000 | PA      | $1791632.49   | 0.08%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| TotalEnergies Capital SA                                                                 | TOTALENERGIES CAPITAL SA                         | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    2456000 | PA      | $2540568.82   | 0.11%             | 2034-04-05      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                               | HUNTSMAN INTERNATIONAL LLC                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    3606000 | PA      | $3078596.46   | 0.14%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                     | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     135000 | PA      | $108723.51    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   22000000 | PA      | $11515765.88  | 0.52%             | 2035-09-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TAPESTRY, INC.                                                                           | TAPESTRY INC                                     | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     865000 | PA      | $882399.02    | 0.04%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2144150000 | PA      | $11570292.64  | 0.52%             | 2036-03-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                            | CORPORATE OFFICE PROPERTIES LP                   | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     350000 | PA      | $328993.85    | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AMERICAN EXPRESS CO                              | CUSIP: 025816AZ2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     550000 | PA      | $697824.15    | 0.03%             | 2038-03-19      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |   16380000 | PA      | $16244665.94  | 0.73%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   43361051 | OU      | $-720728.54   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Castellum Helsinki Finance Holding Abp                                                   | CASTELLUM HELSINKI FINANCE HOLDING ABP           | CUSIP: N/A<br>LEI: 743700WAF2AHZ4LRAR98       | Long             | DBT              | CORP              | FI        |     150000 | PA      | $169010.15    | 0.01%             | 2029-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   29274713 | OU      | $-65021.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   14400000 | PA      | $10730320.87  | 0.48%             | 2034-12-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    2000000 | PA      | $2766676.27   | 0.12%             | 2027-01-18      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     544000 | PA      | $544336.74    | 0.02%             | 2026-04-16      | Floating      | 4.07%                 | No            | 2                  | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                         | CUSIP: 03743QAY4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     149000 | PA      | $165631.07    | 0.01%             | 2029-12-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                               | PRUDENTIAL FINANCIAL INC                         | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     300000 | PA      | $339769.99    | 0.02%             | 2037-12-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS, INC.                                                                       | LPL HOLDINGS INC                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     278000 | PA      | $283292.85    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                                                              | WALMART INC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     490000 | PA      | $716815.36    | 0.03%             | 2034-03-27      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                                                         | VOLKSWAGEN FINANCIAL SERVICES AG                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $607818.27    | 0.03%             | 2031-11-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1207176.29   | 0.05%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES, INC.                                                               | SENSATA TECHNOLOGIES INC                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2317466.11   | 0.10%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $149910.66    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH       | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    1730000 | PA      | $1125599.85   | 0.05%             | 2038-05-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                  | EXXON MOBIL CORP                                 | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1049976.52   | 0.05%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                          | WESTERN MIDSTREAM OPERATING LP                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120802.19    | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BLACKROCK, INC.                                                                          | BLACKROCK FUNDING INC                            | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     755000 | PA      | $768060.71    | 0.03%             | 2035-01-08      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                                       | T MOBILE USA INC                                 | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1891087.63   | 0.09%             | 2033-12-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips N.V.                                                                 | KONINKLIJKE PHILIPS NV                           | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $92743.23     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                               | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150095.66    | 0.01%             | 2026-04-02      | Floating      | 4.22%                 | Yes           | 2                  | On Loan: No      |
| FEDEX CORPORATION                                                                        | FEDEX CORP                                       | CUSIP: N/A<br>LEI: 549300E707U7WNPZN687       | Long             | DBT              | CORP              | US        |     100000 | PA      | $98409.63     | 0.00%             | 2033-05-04      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $886313.09    | 0.04%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    7599035 | OU      | $-226012.96   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| European Financial Stability Facility SA                                                 | EUROPEAN FINANCIAL STABILITY FACILITY            | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              |  | LU        |    2630000 | PA      | $2799103.76   | 0.13%             | 2033-05-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $335706.46    | 0.02%             | 2030-02-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     708000 | PA      | $810976.14    | 0.04%             | 2040-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     108000 | PA      | $88741.64     | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BANQUE DE MONTREAL                                                                       | BANK OF MONTREAL                                 | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |      90000 | PA      | $94387.82     | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| European Financial Stability Facility SA                                                 | EUROPEAN FINANCIAL STABILITY FACILITY            | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              |  | LU        |    4050000 | PA      | $4851491.23   | 0.22%             | 2038-08-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                                                              | PHILLIPS 66                                      | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1158313.48   | 0.05%             | 2042-05-01      | Fixed         | 5.88%                 | 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      | $5133452.72   | 0.23%             | 2031-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    1100000 | PA      | $728267.89    | 0.03%             | 2036-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                                    | GEORGIA POWER CO                                 | CUSIP: 373334JR3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156614.41    | 0.01%             | 2040-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              |  | CA        |    1700000 | PA      | $2020590.18   | 0.09%             | 2033-01-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                        | BERKSHIRE HATHAWAY ENERGY CO                     | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     205000 | PA      | $220553.37    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Kuntarahoitus Oyj                                                                        | KUNTARAHOITUS OYJ                                | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              |  | FI        |    3000000 | PA      | $3505758.54   | 0.16%             | 2034-02-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                               | CATERPILLAR FINANCIAL SERVICES CORP              | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     450000 | PA      | $450106.77    | 0.02%             | 2026-02-27      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    2000000 | PA      | $1494073.77   | 0.07%             | 2033-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |   10000000 | PA      | $5797050.68   | 0.26%             | 2032-02-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     701000 | PA      | $678256.15    | 0.03%             | 2032-08-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| HNI CORPORATION                                                                          | HNI CORP                                         | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1654230.99   | 0.07%             | 2029-01-18      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     246000 | PA      | $220137.38    | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                                   | TOTALENERGIES CAPITAL INTERNATIONAL SA           | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111291.42    | 0.01%             | 2032-04-08      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     610000 | PA      | $612365.21    | 0.03%             | 2027-07-09      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                                                | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     370000 | PA      | $362663.71    | 0.02%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   22250000 | PA      | $17044175.31  | 0.77%             | 2034-06-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Lansforsakringar Bank Aktiebolag                                                         | LANSFORSAKRINGAR BANK AB                         | CUSIP: N/A<br>LEI: 549300C6TUMDXNOVXS82       | Long             | DBT              | CORP              | SE        |     750000 | PA      | $903026.67    | 0.04%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                            | TRANSCANADA PIPELINES LTD                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1366000 | PA      | $1458753.86   | 0.07%             | 2037-10-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Stora Enso Oyj                                                                           | STORA ENSO OYJ                                   | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |     495000 | PA      | $544930.16    | 0.02%             | 2036-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| PHILLIPS 66                                                                              | PHILLIPS 66                                      | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     255000 | PA      | $225096.44    | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SPECTRA ENERGY PARTNERS, LP                                                              | SPECTRA ENERGY PARTNERS LP                       | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151723.84    | 0.01%             | 2043-09-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                       | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96918.59     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                                       | T MOBILE USA INC                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     625000 | PA      | $558463.28    | 0.03%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109297.44    | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     421000 | PA      | $377436.37    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                              | PROTECTIVE LIFE CORP                             | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     249000 | PA      | $307311.44    | 0.01%             | 2039-10-15      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                                            | BROADCOM INC                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     440000 | PA      | $372888.71    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           | 2                  | On Loan: No      |
| BRUNSWICK CORPORATION                                                                    | BRUNSWICK CORP DE                                | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $2019544.24   | 0.09%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    1950000 | PA      | $1312194.47   | 0.06%             | 2035-09-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                       | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |    4800000 | PA      | $4800582.91   | 0.22%             | 2028-08-28      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   49778214 | OU      | $-995975.74   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                         | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1855568.43   | 0.08%             | 2035-02-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                                    | DOMINION ENERGY INC                              | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     272000 | PA      | $250618.06    | 0.01%             | 2041-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MACQUARIE GROUP LIMITED.                                                                 | MACQUARIE GROUP LTD                              | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |     258000 | PA      | $291505.08    | 0.01%             | 2029-01-19      | Fixed         | 0.94%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                      | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     763000 | PA      | $810123.76    | 0.04%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     256000 | PA      | $257719.92    | 0.01%             | 2027-05-08      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Canada                                                                                   | CANADIAN GOVERNMENT BOND                         | CUSIP: 135087P32<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    5529000 | PA      | $3915192.63   | 0.18%             | 2032-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                                               | ENI SPA                                          | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $99642.30     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                   | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      29000 | PA      | $21867.36     | 0.00%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: ZJ7865307<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2633050000 | PA      | $12658986.14  | 0.57%             | 2043-06-20      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                          | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150092.62    | 0.01%             | 2026-05-13      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     222000 | PA      | $221516.63    | 0.01%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                             | AMERICAN NATIONAL GROUP INC                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1048391.08   | 0.05%             | 2035-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   10563228 | OU      | $-5138.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                   | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     300000 | PA      | $261961.27    | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                     | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1582000 | PA      | $1598836.81   | 0.07%             | 2035-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                                                  | NOVO NORDISK FINANCE NETHERLANDS BV              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $242020.75    | 0.01%             | 2029-01-21      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIERE INC.                                                                      | CDP FINANCIAL INC                                | CUSIP: C23264BB6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |    8575000 | PA      | $6250381.24   | 0.28%             | 2035-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Ireland                                                                                  | IRELAND GOVERNMENT BOND                          | CUSIP: BJ9474542<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     160000 | PA      | $171460.66    | 0.01%             | 2030-10-18      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                               | WARNERMEDIA HOLDINGS INC                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2483000 | PA      | $1744307.50   | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC                                                                       | HAT HOLDINGS I LLC HAT HOLDINGS II LLC           | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     126000 | PA      | $125429.71    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                                                | LIBERTY MUTUAL GROUP INC                         | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |     150000 | PA      | $189176.83    | 0.01%             | 2030-12-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                                       | FAIRFAX FINANCIAL HOLDINGS LTD                   | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $424037.88    | 0.02%             | 2033-12-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |    2370000 | PA      | $1605231.08   | 0.07%             | 2038-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                   | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $178294.20    | 0.01%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                                                                              | AKER BP ASA                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1000000 | PA      | $1047338.36   | 0.05%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109BC7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     350000 | PA      | $383287.75    | 0.02%             | 2033-07-13      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBL0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |     750000 | PA      | $557142.86    | 0.03%             | 2030-02-21      | Floating      | 2.71%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                             | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     780000 | PA      | $861576.85    | 0.04%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                    | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     295000 | PA      | $241931.59    | 0.01%             | 2039-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                 | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    2619000 | PA      | $3558501.10   | 0.16%             | 2038-12-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2441000 | PA      | $2240874.98   | 0.10%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469EZ4<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    2600000 | PA      | $2196929.44   | 0.10%             | 2037-03-05      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   48802688 | OU      | $382022.53    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    3100000 | PA      | $3758232.47   | 0.17%             | 2036-01-25      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                      | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     250000 | PA      | $279369.10    | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                | CNO FINANCIAL GROUP INC                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    6469000 | PA      | $6837232.56   | 0.31%             | 2034-06-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Mylan Inc.                                                                               | MYLAN INC                                        | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1021109.91   | 0.05%             | 2043-11-29      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2203569 | OU      | $-62027.45    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                                                             | COSTCO WHOLESALE CORP                            | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90712.88     | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                               | CATERPILLAR FINANCIAL SERVICES CORP              | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     255000 | PA      | $256297.45    | 0.01%             | 2027-05-14      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     377000 | PA      | $357862.79    | 0.02%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                         | CUSIP: BY6594125<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     500000 | PA      | $595147.03    | 0.03%             | 2029-09-05      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| THE AES CORPORATION                                                                      | AES CORP THE                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    4894000 | PA      | $5059310.90   | 0.23%             | 2032-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     126000 | PA      | $112680.09    | 0.01%             | 2042-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59641000 | PA      | $48371054.73  | 2.18%             | 2056-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                                                              | PARKER HANNIFIN CORP                             | CUSIP: N/A<br>LEI: 5493002CONDB4N2HKI23       | Long             | DBT              | CORP              | US        |     250000 | PA      | $297065.80    | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                              | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1441000 | PA      | $1504522.36   | 0.07%             | 2036-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                                                         | DSV FINANCE BV                                   | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $234612.81    | 0.01%             | 2034-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                                                   | WELLS FARGO BANK NA                              | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    2338000 | PA      | $2353250.47   | 0.11%             | 2026-12-11      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     350000 | PA      | $249396.67    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                      | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     105000 | PA      | $92689.38     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    9956000 | PA      | $10285215.35  | 0.46%             | 2036-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $2691143.60   | 0.12%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                                                  | NOVO NORDISK FINANCE NETHERLANDS BV              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    9256000 | PA      | $11024212.47  | 0.50%             | 2034-05-21      | Fixed         | 3.38%                 | 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        |    4000000 | PA      | $4720466.58   | 0.21%             | 2034-04-11      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| SSE PLC                                                                                  | SSE PLC                                          | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |      60000 | PA      | $91107.04     | 0.00%             | 2028-11-20      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     400000 | PA      | $462299.84    | 0.02%             | 2029-12-04      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                       | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     395000 | PA      | $365453.51    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| UNDER ARMOUR, INC.                                                                       | UNDER ARMOUR INC                                 | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39773.85     | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| American Medical Systems Europe B.V.                                                     | AMERICAN MEDICAL SYSTEMS EUROPE BV               | CUSIP: N/A<br>LEI: 549300AA2JE6ZQ5D2493       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $121043.73    | 0.01%             | 2032-03-08      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                  | ASTRAZENECA FINANCE LLC                          | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1136776.52   | 0.05%             | 2031-02-26      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| NORDSTROM, INC.                                                                          | NORDSTROM INC                                    | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    1839000 | PA      | $1700806.69   | 0.08%             | 2031-08-01      | Fixed         | 4.25%                 | 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        |    1600000 | PA      | $1997175.63   | 0.09%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                           | CHARLES SCHWAB CORP THE                          | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403085.52    | 0.02%             | 2027-03-03      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              |  | CA        |    1000000 | PA      | $1037143.89   | 0.05%             | 2032-01-25      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC                                   | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     150000 | PA      | $133536.62    | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                 | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     419000 | PA      | $340042.22    | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY L.P.                                                                      | VORNADO REALTY LP                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |     165000 | PA      | $163291.00    | 0.01%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                                                                  | KEYCORP                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     266000 | PA      | $251872.08    | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 1309239123 | OU      | $-91290.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                                                 | EQUITABLE HOLDINGS INC                           | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156489.56    | 0.01%             | 2033-01-11      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     100000 | PA      | $118552.90    | 0.01%             | 2032-09-22      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                                                      | OP CORPORATE BANK PLC                            | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    6555000 | PA      | $7848743.15   | 0.35%             | 2029-11-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                                                          | WP CAREY INC                                     | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     500000 | PA      | $583091.83    | 0.03%             | 2034-11-19      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                       | LYB INTERNATIONAL FINANCE III LLC                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    4043000 | PA      | $4128179.46   | 0.19%             | 2035-05-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: —       |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                  | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $77961.70     | 0.00%             | 2041-01-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                              | DEUTSCHE TELEKOM INTERNATIONAL FINANCE           | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |      40000 | PA      | $61566.75     | 0.00%             | 2028-11-27      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| BOUYGUES SA                                                                              | BOUYGUES SA                                      | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $396638.59    | 0.02%             | 2042-06-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1981000 | PA      | $1756981.19   | 0.08%             | 2031-11-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     450000 | PA      | $451352.51    | 0.02%             | 2034-01-10      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC                                    | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     450000 | PA      | $404680.32    | 0.02%             | 2031-01-28      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                                                                      | ABBOTT LABORATORIES                              | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49733.74     | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Province of Saskatchewan                                                                 | PROVINCE OF SASKATCHEWAN CANADA                  | CUSIP: 803854KX5<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              |  | CA        |   25400000 | PA      | $18848876.42  | 0.85%             | 2035-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                           | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1012325.28   | 0.05%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                              | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    4862000 | PA      | $5522792.67   | 0.25%             | 2034-02-01      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                                                     | MANITOBA PROVINCE OF                             | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              |  | CA        |     100000 | PA      | $66633.51     | 0.00%             | 2034-08-28      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | FORD MOTOR CREDIT CO LLC                         | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1056588.60   | 0.05%             | 2034-03-08      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO                                    | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     468000 | PA      | $544534.72    | 0.02%             | 2030-04-22      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                                       | DEUTSCHE BOERSE AG                               | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $123312.32    | 0.01%             | 2029-09-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                         | SKANDINAVISKA ENSKILDA BANKEN AB                 | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |   12050000 | PA      | $14366684.82  | 0.65%             | 2027-05-03      | Floating      | 2.43%                 | No            | 2                  | On Loan: No      |
| BANQUE DE MONTREAL                                                                       | BANK OF MONTREAL                                 | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |     360000 | PA      | $361694.42    | 0.02%             | 2027-06-04      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| THE TIMKEN COMPANY                                                                       | TIMKEN CO THE                                    | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $959675.95    | 0.04%             | 2032-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                  | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93161.45     | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 683234ZP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |    6000000 | PA      | $4623165.82   | 0.21%             | 2039-06-02      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                  | CUSIP: 478160DC5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $4102109.92   | 0.19%             | 2033-02-26      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS, INCORPORATED                                                                | TYSON FOODS INC                                  | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $3932585.76   | 0.18%             | 2034-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: —       |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                              | FRESENIUS MEDICAL CARE US FINANCE III INC        | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     372000 | PA      | $365032.77    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                            | SUN COMMUNITIES OPERATING LP                     | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1315153.38   | 0.06%             | 2032-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                                                         | HESS CORP                                        | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     600000 | PA      | $690472.61    | 0.03%             | 2033-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205358.45    | 0.01%             | 2027-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                      | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | DBT              | CORP              | NO        |     762000 | PA      | $772696.94    | 0.03%             | 2035-02-17      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     578000 | PA      | $542772.40    | 0.02%             | 2030-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |    3901000 | PA      | $4323068.87   | 0.20%             | 2032-04-07      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Royaume de Belgique                                                                      | KINGDOM OF BELGIUM GOVERNMENT BOND               | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     209000 | PA      | $245609.04    | 0.01%             | 2035-06-22      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                  | HF SINCLAIR CORP                                 | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    4276000 | PA      | $4470752.26   | 0.20%             | 2035-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| THE WILLIAMS COMPANIES, INC.                                                             | WILLIAMS COS INC THE                             | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96095.14     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                       | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     650000 | PA      | $509062.10    | 0.02%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                             | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104703.50    | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1089864.29   | 0.05%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                            | CONSOLIDATED EDISON CO OF NEW YORK INC           | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     155000 | PA      | $158530.79    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                                    | DOMINION ENERGY INC                              | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     100000 | PA      | $81365.94     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | 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        |     281000 | PA      | $266481.26    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Vlaamse Gemeenschap                                                                      | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |     200000 | PA      | $229298.82    | 0.01%             | 2037-06-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                                                         | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     143000 | PA      | $121051.44    | 0.01%             | 2039-06-23      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                              | TELECOM ITALIA CAPITAL SA                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    3256000 | PA      | $3529888.21   | 0.16%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     432000 | PA      | $438399.94    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: —       |
| Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial           | EUROFIMA EUROPAEISCHE GESELLSCHAFT FUER          | CUSIP: N/A<br>LEI: 4S66HJ5RNB5ZWG9YW219       | Long             | DBT              |  | CH        |     100000 | PA      | $106729.26    | 0.00%             | 2030-05-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC.                                                                             | VIATRIS INC                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    3749000 | PA      | $2886319.93   | 0.13%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     335000 | PA      | $337468.00    | 0.02%             | 2042-02-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                          | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205060.46    | 0.01%             | 2026-03-06      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                       | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      55000 | PA      | $57685.57     | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $100627.50    | 0.00%             | 2026-10-02      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4000000 | OU      | $-52704.92    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | FORD MOTOR CREDIT CO LLC                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     879000 | PA      | $949765.76    | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                                      | LVMH MOET HENNESSY LOUIS VUITTON SE              | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |    2700000 | PA      | $3277433.63   | 0.15%             | 2033-09-07      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                  | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $377366.28    | 0.02%             | 2039-07-03      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1655000 | PA      | $1893866.68   | 0.09%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     195000 | PA      | $146454.63    | 0.01%             | 2040-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | COOPERATIEVE RABOBANK UA                         | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $299051.84    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187AR0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104766.41    | 0.00%             | 2036-04-07      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120810.57    | 0.01%             | 2034-02-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     400000 | PA      | $353503.06    | 0.02%             | 2036-06-04      | Fixed         | 0.20%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID NORTH AMERICA INC                                                          | NATIONAL GRID NORTH AMERICA INC                  | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2673857.49   | 0.12%             | 2033-09-12      | Fixed         | 4.67%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     220000 | PA      | $235135.98    | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ABERTIS FRANCE SAS                                                                       | HOLDING D INFRASTRUCTURES DE TRANSPORT           | CUSIP: N/A<br>LEI: 9695004S3RCE0Q5V8G28       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $124206.89    | 0.01%             | 2030-03-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                           | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     700000 | PA      | $559869.79    | 0.03%             | 2042-12-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                                      | LVMH MOET HENNESSY LOUIS VUITTON SE              | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | DBT              | CORP              | FR        |    2600000 | PA      | $3103530.72   | 0.14%             | 2032-11-07      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SA                                                                             | BPIFRANCE                                        | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              |  | FR        |    2500000 | PA      | $3008544.08   | 0.14%             | 2032-11-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                  | VEOLIA ENVIRONNEMENT SA                          | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |      50000 | PA      | $69967.43     | 0.00%             | 2033-11-25      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                    | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     600000 | PA      | $541774.45    | 0.02%             | 2032-05-19      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                                                                      | UNITED KINGDOM GILT                              | CUSIP: JK0309167<br>LEI: N/A                  | Long             | DBT              |  | GB        |     250000 | PA      | $339813.55    | 0.02%             | 2026-07-22      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CK Hutchison Group Telecom Finance S.A.                                                  | CK HUTCHISON GROUP TELECOM FINANCE SA            | CUSIP: N/A<br>LEI: 254900OM17Q9YNDIUG82       | Long             | DBT              | CORP              | LU        |     444000 | PA      | $481154.70    | 0.02%             | 2031-10-17      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Markel Group Inc.                                                                        | MARKEL CORP                                      | CUSIP: 570535AP9<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91732.16     | 0.00%             | 2043-03-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                                               | ENI SPA                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    1500000 | PA      | $1827343.93   | 0.08%             | 2034-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                     | EDISON INTERNATIONAL                             | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     310000 | PA      | $310913.19    | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |   -2754644 | OU      | $81726.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                 | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    5351000 | PA      | $6359454.77   | 0.29%             | 2032-01-14      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     258000 | PA      | $293120.80    | 0.01%             | 2030-09-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| SLM CORPORATION                                                                          | SLM CORP                                         | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $236743.03    | 0.01%             | 2026-11-02      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets B.V.                                                                  | BP CAPITAL MARKETS BV                            | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $1122795.44   | 0.05%             | 2035-05-12      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VA0<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    7000000 | PA      | $5324993.54   | 0.24%             | 2032-12-02      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                           | MARATHON PETROLEUM CORP                          | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     358000 | PA      | $369949.26    | 0.02%             | 2035-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| DEXIA SA                                                                                 | DEXIA SA                                         | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |    7500000 | PA      | $10304388.36  | 0.46%             | 2026-03-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $150686.09    | 0.01%             | 2027-06-04      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                                   | TOTALENERGIES CAPITAL INTERNATIONAL SA           | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1253000 | PA      | $944180.34    | 0.04%             | 2041-06-29      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     750000 | PA      | $620184.47    | 0.03%             | 2033-10-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK                               | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1150000 | PA      | $1151266.18   | 0.05%             | 2028-05-15      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                                    | GEORGIA POWER CO                                 | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     155000 | PA      | $134248.64    | 0.01%             | 2043-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC                                    | CUSIP: 09247XAS0<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $897060.70    | 0.04%             | 2032-02-25      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40000.00     | 0.00%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 026657BG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     206000 | PA      | $248015.85    | 0.01%             | 2031-06-27      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                                                 | HCA INC                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     771000 | PA      | $882798.81    | 0.04%             | 2033-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIES EXPRESS PIPELINE LLC                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1033000 | PA      | $1029790.47   | 0.05%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                       | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     683000 | PA      | $650696.35    | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     426000 | PA      | $443373.55    | 0.02%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| BMW Finance N.V.                                                                         | BMW FINANCE NV                                   | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Long             | DBT              | CORP              | NL        |      90000 | PA      | $109885.34    | 0.00%             | 2030-07-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     300000 | PA      | $309257.47    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                                                  | NOVO NORDISK FINANCE NETHERLANDS BV              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    3892000 | PA      | $4708862.82   | 0.21%             | 2031-01-21      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                    | BOOKING HOLDINGS INC                             | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     300000 | PA      | $380428.48    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2340000 | PA      | $2342782.99   | 0.11%             | 2027-07-31      | Floating      | 3.77%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                      | BAT INTERNATIONAL FINANCE PLC                    | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     350000 | PA      | $430326.88    | 0.02%             | 2032-04-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252ADM0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     560000 | PA      | $562173.29    | 0.03%             | 2027-09-30      | Floating      | 4.33%                 | Yes           | 2                  | On Loan: No      |
| Enexis Holding N.V.                                                                      | ENEXIS HOLDING NV                                | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    1968000 | PA      | $2340281.02   | 0.11%             | 2033-04-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                 | SOUTHERN CO GAS CAPITAL CORP                     | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     150000 | PA      | $128882.95    | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP, L.P.                                             | AMERICOLD REALTY OPERATING PARTNERSHIP LP        | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151994.90    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                              | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     630000 | PA      | $647129.45    | 0.03%             | 2034-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                                       | ORACLE CORP                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1353595.84   | 0.06%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                        | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173772.99    | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     150000 | PA      | $129224.06    | 0.01%             | 2044-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| JAPANESE YEN                                                                             | JAPANESE YEN                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        | -476942932 | OU      | $47966.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    4700000 | PA      | $5926255.04   | 0.27%             | 2033-05-20      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                       | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $2271676.82   | 0.10%             | 2037-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                                                | PROLOGIS EURO FINANCE LLC                        | CUSIP: 74341EAQ5<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     750000 | PA      | $870876.98    | 0.04%             | 2043-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                           | VAR ENERGI ASA                                   | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | DBT              | CORP              | NO        |     950000 | PA      | $1145768.78   | 0.05%             | 2031-03-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CAISSE DES DEPOTS ET CONSIGNATIONS                                                       | CAISSE DES DEPOTS ET CONSIGNATIONS               | CUSIP: N/A<br>LEI: 969500Q2PFTTP0Y5QL44       | Long             | DBT              |  | FR        |    4300000 | PA      | $5098687.83   | 0.23%             | 2033-05-25      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| BALL CORPORATION                                                                         | BALL CORP                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     195000 | PA      | $179209.62    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: —       |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     506000 | PA      | $556029.81    | 0.03%             | 2029-10-23      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                                  | BPCE SA                                          | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $376691.50    | 0.02%             | 2033-01-13      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                 | DEVON ENERGY CORP                                | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     335000 | PA      | $389674.87    | 0.02%             | 2032-04-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150345.26    | 0.01%             | 2027-02-26      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                               | CATERPILLAR FINANCIAL SERVICES CORP              | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200755.36    | 0.01%             | 2026-10-16      | Floating      | 4.34%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1016063 | OU      | $-36974.12    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $8342154.44   | 0.38%             | 2027-02-16      | Floating      | 2.41%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   12082000 | PA      | $11719745.42  | 0.53%             | 2039-06-19      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC                                    | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     150000 | PA      | $140411.37    | 0.01%             | 2030-04-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                                               | DUKE ENERGY CAROLINAS LLC                        | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     285000 | PA      | $306210.52    | 0.01%             | 2037-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $3762455.09   | 0.17%             | 2034-07-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                         | CUSIP: 92826CAS1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1346330.24   | 0.06%             | 2029-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                              | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     677000 | PA      | $632548.61    | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                                                   | REYNOLDS AMERICAN INC                            | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1202000 | PA      | $1385452.37   | 0.06%             | 2037-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3294000 | PA      | $3296209.19   | 0.15%             | 2026-03-13      | Floating      | 4.43%                 | Yes           | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $3973797.20   | 0.18%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2664000 | PA      | $2500457.95   | 0.11%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                   | COLUMBIA PIPELINES HOLDING CO LLC                | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $723959.68    | 0.03%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           | 2                  | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 748148RL9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |     400000 | PA      | $339392.24    | 0.02%             | 2036-12-01      | Fixed         | 5.75%                 | 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        |     200000 | PA      | $240231.21    | 0.01%             | 2030-05-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |   24575000 | PA      | $19143328.84  | 0.86%             | 2034-09-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| THE MOSAIC COMPANY                                                                       | MOSAIC CO THE                                    | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     250000 | PA      | $226036.26    | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     300000 | PA      | $319205.60    | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| KommuneKredit                                                                            | KOMMUNEKREDIT                                    | CUSIP: N/A<br>LEI: 529900D8QLTZ6PRLJL76       | Long             | DBT              |  | DK        |     400000 | PA      | $433603.15    | 0.02%             | 2029-11-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $150045.25    | 0.01%             | 2026-03-02      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORPORATION                                                                      | NEWMONT CORP                                     | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99355.60     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $104682.72    | 0.00%             | 2032-01-19      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                        | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104865.80    | 0.00%             | 2031-11-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Comunidad de Madrid                                                                      | AUTONOMOUS COMMUNITY OF MADRID SPAIN             | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              |  | ES        |      90000 | PA      | $111155.98    | 0.01%             | 2033-04-30      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     170000 | PA      | $173924.27    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      50000 | PA      | $68830.75     | 0.00%             | 2026-05-21      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                                                | PROLOGIS EURO FINANCE LLC                        | CUSIP: 74341EAS1<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     350000 | PA      | $425863.21    | 0.02%             | 2034-05-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              |  | CA        |   12400000 | PA      | $8387905.71   | 0.38%             | 2035-06-04      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORPORATION                                                                | VALERO ENERGY CORP                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1682171.32   | 0.08%             | 2037-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    3300000 | PA      | $2330817.89   | 0.11%             | 2029-07-23      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | HIGHWOODS REALTY LP                              | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     413000 | PA      | $407096.01    | 0.02%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| AVNET, INC.                                                                              | AVNET INC                                        | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    3131000 | PA      | $3192809.20   | 0.14%             | 2032-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Region Ile de France                                                                     | REGION OF ILE DE FRANCE                          | CUSIP: N/A<br>LEI: 969500X7E3U7ZNH95E23       | Long             | DBT              |  | FR        |     300000 | PA      | $361966.38    | 0.02%             | 2035-05-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3310153087 | OU      | $-264147.39   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $376649.25    | 0.02%             | 2033-11-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK                          | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    7360000 | PA      | $7414076.50   | 0.33%             | 2030-01-14      | Floating      | 4.44%                 | Yes           | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                          | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251203.29    | 0.01%             | 2027-04-19      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                  | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     105000 | PA      | $94936.54     | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1015621.70   | 0.05%             | 2034-09-06      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $200234.60    | 0.01%             | 2026-06-03      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                             | CUSIP: 780086ZH0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2400000 | PA      | $1903641.40   | 0.09%             | 2030-06-24      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                   | JACKSON FINANCIAL INC                            | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    1203000 | PA      | $1243851.97   | 0.06%             | 2032-06-08      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                          | WESTERN MIDSTREAM OPERATING LP                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     535000 | PA      | $565417.17    | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORPORATION                                                                    | BRUNSWICK CORP DE                                | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    1222000 | PA      | $1077485.09   | 0.05%             | 2031-08-18      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                   | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85006.08     | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84551.93     | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                         | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1500355.92   | 0.07%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Naturgy Finance Iberia S.A                                                               | NATURGY FINANCE IBERIA SA                        | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $235643.81    | 0.01%             | 2034-10-02      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     413000 | PA      | $453574.83    | 0.02%             | 2037-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                                                | SANOFI SA                                        | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |    6600000 | PA      | $7824391.63   | 0.35%             | 2031-03-11      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| KEMPER CORPORATION                                                                       | KEMPER CORP                                      | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    1146000 | PA      | $1024914.97   | 0.05%             | 2030-09-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| WENDEL SE                                                                                | WENDEL SE                                        | CUSIP: N/A<br>LEI: 969500M98ZMIZYJD5O34       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $124742.62    | 0.01%             | 2030-06-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Kuntarahoitus Oyj                                                                        | KUNTARAHOITUS OYJ                                | CUSIP: N/A<br>LEI: 529900HEKOENJHPNN480       | Long             | DBT              |  | FI        |     600000 | PA      | $838161.61    | 0.04%             | 2027-07-22      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     550000 | PA      | $521024.54    | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| Deutsche Boerse Aktiengesellschaft                                                       | DEUTSCHE BOERSE AG                               | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | DBT              | CORP              | DE        |    4500000 | PA      | $4892288.09   | 0.22%             | 2032-04-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| European Financial Stability Facility SA                                                 | EFSF                                             | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              |  | LU        |     114000 | PA      | $123211.94    | 0.01%             | 2030-03-18      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147698.10    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 68333ZBK2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |   14500000 | PA      | $10580186.83  | 0.48%             | 2035-06-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Roche Finance Europe B.V.                                                                | ROCHE FINANCE EUROPE BV                          | CUSIP: N/A<br>LEI: 724500MMYDP2MJLGB718       | Long             | DBT              | CORP              | NL        |     120000 | PA      | $146173.89    | 0.01%             | 2030-05-03      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     200000 | PA      | $202418.21    | 0.01%             | 2029-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                                                | KRAFT HEINZ FOODS CO                             | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1094455.76   | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     287000 | PA      | $262323.22    | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY  | CUSIP: BN8412155<br>LEI: N/A                  | Long             | DBT              |  | AU        |    5650000 | PA      | $3051304.77   | 0.14%             | 2034-05-24      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                   | DBS GROUP HOLDINGS LTD                           | CUSIP: 24023LAM8<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    4600000 | PA      | $4615159.76   | 0.21%             | 2028-03-21      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                              | DCP MIDSTREAM OPERATING LP                       | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $2076022.13   | 0.09%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                                                         | VOLKSWAGEN FINANCIAL SERVICES OVERSEAS AG        | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     533000 | PA      | $655284.57    | 0.03%             | 2030-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     241000 | PA      | $245679.05    | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | 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        |     100000 | PA      | $120724.33    | 0.01%             | 2030-04-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    1219000 | PA      | $1569829.76   | 0.07%             | 2033-11-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 026657BC9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     200000 | PA      | $241478.91    | 0.01%             | 2029-03-21      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1504000 | PA      | $1706175.35   | 0.08%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $3185393.10   | 0.14%             | 2039-07-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     614000 | PA      | $545434.79    | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                       | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2989000 | PA      | $3131869.03   | 0.14%             | 2040-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                 | DOW CHEMICAL CO THE                              | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3274000 | PA      | $3271341.97   | 0.15%             | 2036-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: —       |
| PIEDMONT OPERATING PARTNERSHIP, LP                                                       | PIEDMONT OPERATING PARTNERSHIP LP                | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1539000 | PA      | $1634920.22   | 0.07%             | 2029-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC.                                                                       | NEWELL BRANDS INC                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     455000 | PA      | $445596.97    | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| GATX CORPORATION                                                                         | GATX CORP                                        | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111933.89    | 0.01%             | 2034-05-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| HARBOUR ENERGY PLC                                                                       | HARBOUR ENERGY PLC                               | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    1547000 | PA      | $1582845.09   | 0.07%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           | 2                  | On Loan: No      |
| VOYA FINANCIAL, INC.                                                                     | VOYA FINANCIAL INC                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99675.89     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     803000 | PA      | $823959.92    | 0.04%             | 2029-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                                                   | TOTALENERGIES CAPITAL INTERNATIONAL SA           | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $246858.71    | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            | 2                  | On Loan: —       |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                           | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     550000 | PA      | $426538.01    | 0.02%             | 2043-06-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                            | GOLDMAN SACHS GROUP INC THE                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     350000 | PA      | $380431.30    | 0.02%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                     | BLUE OWL FINANCE LLC                             | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     630000 | PA      | $596861.57    | 0.03%             | 2032-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     262000 | PA      | $252314.22    | 0.01%             | 2034-09-05      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                               | COREBRIDGE FINANCIAL INC                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     441000 | PA      | $377163.81    | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | 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        |    3145000 | PA      | $3184847.15   | 0.14%             | 2029-10-17      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| KELLANOVA                                                                                | KELLANOVA                                        | CUSIP: 487836CB2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     300000 | PA      | $362445.50    | 0.02%             | 2034-05-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1554471.69   | 0.07%             | 2029-06-04      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    1140000 | PA      | $1383783.53   | 0.06%             | 2034-07-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     120000 | PA      | $126447.88    | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300447.14    | 0.01%             | 2037-03-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                              | FRESENIUS MEDICAL CARE US FINANCE III INC        | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2117195.56   | 0.10%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| APPLE INC.                                                                               | APPLE INC                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     350000 | PA      | $250582.00    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Asian Infrastructure Investment Bank                                                     | ASIAN INFRASTRUCTURE INVESTMENT BANK THE         | CUSIP: 04522N2A7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              |  | CN        |     200000 | PA      | $200038.66    | 0.01%             | 2026-04-15      | Floating      | 3.87%                 | Yes           | 2                  | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                                                    | SABRA HEALTH CARE LP                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2110241.40   | 0.10%             | 2031-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2323626.00   | 0.10%             | 2040-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     650000 | PA      | $459299.12    | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                              | IMPERIAL BRANDS FINANCE PLC                      | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |    3746000 | PA      | $4420018.09   | 0.20%             | 2034-02-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -1555658 | OU      | $254.35       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: 86562MDR8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     250000 | PA      | $251545.00    | 0.01%             | 2030-04-15      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |     950000 | PA      | $1000199.47   | 0.05%             | 2032-11-11      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| EURO                                                                                     | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -3703585 | OU      | $-30849.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Investor Aktiebolag                                                                      | INVESTOR AB                                      | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     600000 | PA      | $530396.44    | 0.02%             | 2035-10-29      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                                                        | NATIONAL GRID PLC                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $173640.51    | 0.01%             | 2034-03-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC          | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305448.74    | 0.01%             | 2033-08-03      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NBB6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     250000 | PA      | $269713.82    | 0.01%             | 2040-03-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| LAZARD GROUP LLC                                                                         | LAZARD GROUP LLC                                 | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     300000 | PA      | $318135.31    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                  | EXXON MOBIL CORP                                 | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     999000 | PA      | $798280.74    | 0.04%             | 2039-08-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                             | BRISTOL MYERS SQUIBB CO                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     300000 | PA      | $270981.80    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                             | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO       | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     161000 | PA      | $162182.16    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | FORD MOTOR CREDIT CO LLC                         | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $309847.09    | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| JAPANESE YEN                                                                             | JAPANESE YEN                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | JP        | -184237274 | OU      | $26368.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                     | EDISON INTERNATIONAL                             | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     150000 | PA      | $160373.65    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Valtioneuvosto                                                                           | FINLAND GOVERNMENT BOND                          | CUSIP: N/A<br>LEI: 743700M6Y2OQRVSBRD14       | Long             | DBT              | NUSS              | FI        |     355000 | PA      | $376399.33    | 0.02%             | 2030-09-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| KINROSS GOLD CORPORATION                                                                 | KINROSS GOLD CORP                                | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |     437000 | PA      | $473977.03    | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CaixaBank, S.A.                                                                          | CAIXABANK SA                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    8000000 | PA      | $10212568.37  | 0.46%             | 2033-11-29      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TAPESTRY, INC.                                                                           | TAPESTRY INC                                     | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $1935526.24   | 0.09%             | 2032-03-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Statsministeriet, Departementet                                                          | DENMARK GOVERNMENT BOND                          | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |   70000000 | PA      | $10951411.46  | 0.49%             | 2033-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                 | DOW CHEMICAL CO THE                              | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     149000 | PA      | $134329.07    | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                       | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |     800000 | PA      | $979088.63    | 0.04%             | 2034-05-21      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| KEMPER CORPORATION                                                                       | KEMPER CORP                                      | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    1393000 | PA      | $1288253.25   | 0.06%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                      | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     310000 | PA      | $259877.69    | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC          | CUSIP: 58769JAS6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     508000 | PA      | $512042.46    | 0.02%             | 2034-01-11      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                              | HOST HOTELS RESORTS LP                           | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     185000 | PA      | $167435.46    | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| GLP Capital, L.P.                                                                        | GLP CAPITAL LP GLP FINANCING II INC              | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     250000 | PA      | $226318.58    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     450000 | PA      | $467521.92    | 0.02%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   16024838 | OU      | $-134297.10   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                                                      | KILROY REALTY LP                                 | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     848000 | PA      | $708642.51    | 0.03%             | 2032-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE LIMITED                                                             | BHP BILLITON FINANCE LTD                         | CUSIP: N/A<br>LEI: 549300KZMIS43NMT0A66       | Long             | DBT              | CORP              | AU        |    2600000 | PA      | $3089426.13   | 0.14%             | 2035-09-04      | Fixed         | 3.64%                 | No            | 2                  | On Loan: No      |
| COVIVIO SA                                                                               | COVIVIO SA FRANCE                                | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1506176.33   | 0.07%             | 2032-06-05      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |   11700000 | PA      | $11689197.98  | 0.53%             | 2030-03-13      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1401000 | PA      | $1470313.97   | 0.07%             | 2034-04-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                  | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     135000 | PA      | $135531.95    | 0.01%             | 2028-02-26      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1299546 | OU      | $-25316.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     693000 | PA      | $838338.90    | 0.04%             | 2035-10-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                               | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $250413.48    | 0.01%             | 2030-06-12      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC                               | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151971.81    | 0.01%             | 2031-08-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | CREDIT AGRICOLE SA                               | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $593769.11    | 0.03%             | 2032-02-26      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     235000 | PA      | $235783.62    | 0.01%             | 2026-11-27      | Floating      | 4.22%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                 | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE     | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     305000 | PA      | $306368.73    | 0.01%             | 2027-02-05      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $90297.21     | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BNG BANK N.V.                                                                            | BNG BANK NV                                      | CUSIP: N/A<br>LEI: 529900GGYMNGRQTDOO93       | Long             | DBT              |  | NL        |    1600000 | PA      | $950394.06    | 0.04%             | 2032-07-21      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     624000 | PA      | $625634.88    | 0.03%             | 2026-10-05      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| NORDSTROM, INC.                                                                          | NORDSTROM INC                                    | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148212.32    | 0.01%             | 2027-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC                                                                          | WEA FINANCE LLC                                  | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    1209000 | PA      | $1170452.36   | 0.05%             | 2029-06-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                                                       | VENTAS REALTY LP                                 | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     556000 | PA      | $560668.18    | 0.03%             | 2043-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1068032.47   | 0.05%             | 2041-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1175216.30   | 0.05%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| TIKEHAU CAPITAL SCA                                                                      | TIKEHAU CAPITAL SCA                              | CUSIP: N/A<br>LEI: 969500BY8TEU16U3SJ94       | Long             | DBT              | CORP              | FR        |     300000 | PA      | $394914.94    | 0.02%             | 2030-03-14      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                     | JPMORGAN CHASE CO                                | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     966000 | PA      | $1082805.15   | 0.05%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                            | CORPORATE OFFICE PROPERTIES LP                   | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     500000 | PA      | $426720.95    | 0.02%             | 2033-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| JAPANESE YEN                                                                             | JAPANESE YEN                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | JP        |        827 | NS      | $5.36         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VE2<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   17325000 | PA      | $13347600.16  | 0.60%             | 2034-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     335000 | PA      | $263284.75    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORPORATION                                                                 | STATE STREET CORP                                | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3567379.10   | 0.16%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                             | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1549546.57   | 0.07%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                                                          | OCEANEERING INTERNATIONAL INC                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    2033000 | PA      | $2065698.77   | 0.09%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6239655 | OU      | $-191838.39   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                         | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     815000 | PA      | $740642.84    | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    4100000 | PA      | $2896008.27   | 0.13%             | 2029-03-22      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORPORATION                                                                       | NVIDIA CORP                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     160000 | PA      | $134930.20    | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                                                              | WALMART INC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    1473000 | PA      | $2094553.44   | 0.09%             | 2035-09-28      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178972.54    | 0.01%             | 2040-05-18      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIES EXPRESS PIPELINE LLC                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    1639000 | PA      | $1794113.32   | 0.08%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| NIKE, INC.                                                                               | NIKE INC                                         | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     920000 | PA      | $740389.38    | 0.03%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ACTION LOGEMENT SERVICES SAS                                                             | ACTION LOGEMENT SERVICES                         | CUSIP: N/A<br>LEI: 969500O2QYH3YW92C551       | Long             | DBT              | CORP              | FR        |     700000 | PA      | $846842.18    | 0.04%             | 2038-10-03      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORPORATION                                                                      | CHEVRON CORP                                     | CUSIP: 166764BZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $395630.30    | 0.02%             | 2040-05-11      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     186000 | PA      | $159409.97    | 0.01%             | 2039-08-01      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| AUTONATION, INC.                                                                         | AUTONATION INC                                   | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     385000 | PA      | $363154.44    | 0.02%             | 2032-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Hamburg Commercial Bank AG                                                               | HAMBURG COMMERCIAL BANK AG                       | CUSIP: N/A<br>LEI: TUKDD90GPC79G1KOE162       | Long             | DBT              | CORP              | DE        |     133000 | PA      | $160406.95    | 0.01%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                               | ROGERS COMMUNICATIONS INC                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     855000 | PA      | $985717.28    | 0.04%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                         | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     435000 | PA      | $436635.20    | 0.02%             | 2027-05-28      | Floating      | 4.42%                 | Yes           | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                    | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     105000 | PA      | $91909.66     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    8800000 | PA      | $8882817.94   | 0.40%             | 2030-10-01      | Floating      | 4.45%                 | Yes           | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                    | BOOKING HOLDINGS INC                             | CUSIP: 09857LAX6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     128000 | PA      | $164733.14    | 0.01%             | 2034-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                     | UNITED KINGDOM GILT                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    4600000 | PA      | $5916101.08   | 0.27%             | 2039-09-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RAM4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1002000 | PA      | $1086822.06   | 0.05%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17429937 | OU      | $-397399.44   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100404.20    | 0.00%             | 2027-10-22      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6446425 | OU      | $-205766.86   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     718000 | PA      | $649054.15    | 0.03%             | 2043-02-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VONTIER CORPORATION                                                                      | VONTIER CORP                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     655000 | PA      | $600746.45    | 0.03%             | 2031-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CORP                     | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     689000 | PA      | $655431.79    | 0.03%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: —       |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     429000 | PA      | $295479.90    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES FIN GROUP INC                          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1030626.82   | 0.05%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                  | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1819015.47   | 0.08%             | 2032-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     457000 | PA      | $402826.72    | 0.02%             | 2043-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                         | CUSIP: 92826CAU6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $118312.38    | 0.01%             | 2028-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| E.ON International Finance B.V.                                                          | E ON INTERNATIONAL FINANCE BV                    | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $557796.51    | 0.03%             | 2038-04-30      | Fixed         | 6.65%                 | Yes           | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 2682631698 | OU      | $49224.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                      | SYNCHRONY FINANCIAL                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1422000 | PA      | $1269945.84   | 0.06%             | 2031-10-28      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     300000 | PA      | $323445.94    | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORPORATION                                                                      | CHEVRON CORP                                     | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $92840.74     | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                              | NORTHERN STAR RESOURCES LTD                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $105457.23    | 0.00%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                    | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100529.06    | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                            | TRANSCANADA PIPELINES LTD                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     432000 | PA      | $513414.25    | 0.02%             | 2039-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA GROUP THE                                  | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     116000 | PA      | $118802.52    | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                          | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     205000 | PA      | $208058.74    | 0.01%             | 2035-07-30      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ONEOK, INC.                                                                              | ONEOK INC                                        | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     472000 | PA      | $498754.14    | 0.02%             | 2035-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC                                   | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1304000 | PA      | $1336173.10   | 0.06%             | 2033-03-09      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                             | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14690000 | PA      | $16398982.89  | 0.74%             | 2038-12-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| CaixaBank, S.A.                                                                          | CAIXABANK SA                                     | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     200000 | PA      | $251238.45    | 0.01%             | 2030-09-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BPIFRANCE SA                                                                             | BPIFRANCE SACA                                   | CUSIP: N/A<br>LEI: 969500STN7T9MRUMJ267       | Long             | DBT              |  | FR        |    1700000 | PA      | $2016476.12   | 0.09%             | 2034-05-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                                                         | SHELL INTERNATIONAL FINANCE BV                   | CUSIP: N/A<br>LEI: 213800ITMMKU4Z7I4F78       | Long             | DBT              | CORP              | NL        |    2929000 | PA      | $3027401.72   | 0.14%             | 2031-11-08      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                  | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50126.80     | 0.00%             | 2027-02-26      | Floating      | 4.14%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $247728.37    | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORPORATION                                                                   | SEALED AIR CORP                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    5844000 | PA      | $6143879.02   | 0.28%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                       | FORD MOTOR CO                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     605000 | PA      | $672393.13    | 0.03%             | 2031-07-16      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     281000 | PA      | $272910.04    | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                                                  | NOVO NORDISK FINANCE NETHERLANDS BV              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    1425000 | PA      | $1689114.30   | 0.08%             | 2032-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    1155000 | PA      | $1394153.36   | 0.06%             | 2032-07-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    6920000 | PA      | $4444371.15   | 0.20%             | 2036-02-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                                                   | REYNOLDS AMERICAN INC                            | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     648000 | PA      | $701042.28    | 0.03%             | 2041-08-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC.                                                                   | ACCENTURE CAPITAL INC                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     907000 | PA      | $907113.67    | 0.04%             | 2031-10-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     200000 | PA      | $210131.24    | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JAB Holdings B.V.                                                                        | JAB HOLDINGS BV                                  | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $185923.96    | 0.01%             | 2039-12-19      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   46790407 | OU      | $-518828.50   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                                                        | NATIONAL GRID PLC                                | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $371558.59    | 0.02%             | 2035-01-16      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT THIRTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1251050000 | PA      | $8216736.80   | 0.37%             | 2035-03-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CO LLC                   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     165000 | PA      | $161567.62    | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |   -3100002 | OU      | $58620.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                    | GILEAD SCIENCES INC                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     367000 | PA      | $270284.03    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                  | DAIMLER FINANCE NORTH AMERICA LLC                | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $118120.70    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                      | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    3408000 | PA      | $3669001.54   | 0.17%             | 2034-08-15      | Fixed         | 6.50%                 | 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        |    1000000 | PA      | $971500.56    | 0.04%             | 2034-11-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                         | PUBLIC STORAGE OPERATING CO                      | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205707.19    | 0.01%             | 2027-04-16      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                      | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     250000 | PA      | $232834.17    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   46431297 | OU      | $-806104.62   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                                           | ZF NORTH AMERICA CAPITAL INC                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1796047.70   | 0.08%             | 2030-04-14      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORPORATION                                                                   | CMS ENERGY CORP                                  | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86454.35     | 0.00%             | 2043-03-31      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NEL1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     389000 | PA      | $460941.29    | 0.02%             | 2032-09-26      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  804350000 | PA      | $5011779.40   | 0.23%             | 2034-03-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: N/A<br>LEI: 549300KW9NB55HTDK075       | Long             | DBT              | CORP              | CA        |     700000 | PA      | $916056.00    | 0.04%             | 2027-12-07      | Fixed         | 1.25%                 | 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        |    4800000 | PA      | $6120270.16   | 0.28%             | 2031-11-10      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                                                   | REYNOLDS AMERICAN INC                            | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     494000 | PA      | $585057.49    | 0.03%             | 2040-05-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: N/A<br>LEI: 54930058TO7MEKUHWL16       | Long             | DBT              |  | CA        |    6990000 | PA      | $4843272.55   | 0.22%             | 2034-05-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WPP FINANCE 2013                                                                         | WPP FINANCE 2013                                 | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |    2164000 | PA      | $2570354.71   | 0.12%             | 2033-09-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                  | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |    7141000 | PA      | $7711277.46   | 0.35%             | 2034-03-18      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13132000 | PA      | $13139372.44  | 0.59%             | 2026-07-31      | Floating      | 3.79%                 | No            | 2                  | On Loan: No      |
| LIBERTY UTILITIES CO.                                                                    | LIBERTY UTILITIES CO                             | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156768.40    | 0.01%             | 2034-01-31      | Fixed         | 5.87%                 | Yes           | 2                  | On Loan: No      |
| RCI BANQUE SA                                                                            | RCI BANQUE SA                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     625000 | PA      | $754027.48    | 0.03%             | 2029-07-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     401000 | PA      | $472961.28    | 0.02%             | 2040-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ELI LILLY AND COMPANY                                                                    | ELI LILLY CO                                     | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     800000 | PA      | $805393.69    | 0.04%             | 2028-10-15      | Floating      | 4.18%                 | 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      | $244158.01    | 0.01%             | 2030-02-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90369.82     | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| New South Wales Treasury Corporation                                                     | NEW SOUTH WALES TREASURY CORP                    | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              |  | AU        |    4100000 | PA      | $2365100.70   | 0.11%             | 2033-03-08      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                                                      | HALLIBURTON CO                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     960000 | PA      | $853068.36    | 0.04%             | 2043-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RAU6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      50000 | PA      | $75008.84     | 0.00%             | 2040-04-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                               | WARNERMEDIA HOLDINGS INC                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     769000 | PA      | $676720.00    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: —       |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   21651871 | OU      | $-670411.81   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| DSV Finance B.V.                                                                         | DSV FINANCE BV                                   | CUSIP: N/A<br>LEI: 529900RTQQ0IIS4B3E03       | Long             | DBT              | CORP              | NL        |    1650000 | PA      | $1970754.35   | 0.09%             | 2032-11-06      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                            | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     605000 | PA      | $590889.69    | 0.03%             | 2034-09-18      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |     258000 | PA      | $258170.09    | 0.01%             | 2029-08-14      | Floating      | 4.14%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                 | COX COMMUNICATIONS INC                           | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     911000 | PA      | $1054426.17   | 0.05%             | 2039-03-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| THE CIGNA GROUP                                                                          | CIGNA CORP                                       | CUSIP: 125523BH2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     115000 | PA      | $111993.18    | 0.01%             | 2042-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                                                      | NATWEST MARKETS PLC                              | CUSIP: N/A<br>LEI: RR3QWICWWIPCS8A4S074       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $214326.25    | 0.01%             | 2028-08-23      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                             | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $335415.49    | 0.02%             | 2035-05-11      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND DOLLAR                                                                       | NEW ZEALAND DOLLAR                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | NZ        |    -233713 | OU      | $1368.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   17162819 | OU      | $-519590.46   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                    | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     958000 | PA      | $1078272.50   | 0.05%             | 2039-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                                                  | NOVO NORDISK FINANCE                             | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |    4778000 | PA      | $5669545.36   | 0.26%             | 2033-05-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LIMITED                                                                        | AIRCASTLE LTD                                    | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1100000 | PA      | $1146518.26   | 0.05%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | COOPERATIEVE RABOBANK UA                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     351000 | PA      | $468741.28    | 0.02%             | 2041-05-23      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Volkswagen Leasing Gesellschaft mit beschraenkter Haftung                                | VOLKSWAGEN LEASING GMBH                          | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     385000 | PA      | $492023.02    | 0.02%             | 2031-09-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     787000 | PA      | $698949.76    | 0.03%             | 2041-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                                                     | ONEOK PARTNERS LP                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153206.65    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                  | EXXON MOBIL CORP                                 | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     300000 | PA      | $341338.49    | 0.02%             | 2028-06-26      | Fixed         | 0.52%                 | No            | 2                  | On Loan: No      |
| AETNA INC.                                                                               | AETNA INC                                        | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109970.62    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                               | HUNTSMAN INTERNATIONAL LLC                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     457000 | PA      | $439743.83    | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2426000 | PA      | $1868974.00   | 0.08%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Development Bank of Japan Inc.                                                           | DEVELOPMENT BANK OF JAPAN INC                    | CUSIP: EH0446219<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              |  | JP        |      50000 | PA      | $62034.40     | 0.00%             | 2027-11-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1644000 | PA      | $1647532.02   | 0.07%             | 2028-03-03      | Floating      | 4.56%                 | No            | 2                  | On Loan: —       |
| VISA INC.                                                                                | VISA INC                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     300000 | PA      | $289574.05    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            | 2                  | On Loan: —       |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: 683234SL3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              |  | CA        |     750000 | PA      | $636000.44    | 0.03%             | 2033-03-08      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                         | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $2591073.82   | 0.12%             | 2037-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                               | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    5201000 | PA      | $6276365.07   | 0.28%             | 2029-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | CA        |      13077 | NS      | $9656.81      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     200000 | PA      | $228176.35    | 0.01%             | 2030-04-08      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                               | NEXTERA ENERGY OPERATING PARTNERS LP             | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1548857.88   | 0.07%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: —       |
| THE TIMKEN COMPANY                                                                       | TIMKEN CO THE                                    | CUSIP: 887389AP9<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3505508.36   | 0.16%             | 2034-05-23      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ELEVANCE HEALTH INC                              | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     105000 | PA      | $98180.31     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469VB8<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |   10050000 | PA      | $7565535.21   | 0.34%             | 2033-06-02      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | MIZUHO FINANCIAL GROUP INC                       | CUSIP: BY7414224<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     300000 | PA      | $371683.30    | 0.02%             | 2032-09-05      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                  | DUKE ENERGY CORP                                 | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $121232.15    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT     | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |     250000 | PA      | $249985.00    | 0.01%             | 2026-04-14      | Floating      | 3.84%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                 | HYATT HOTELS CORP                                | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     450000 | PA      | $464142.15    | 0.02%             | 2034-06-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| FIRST AMERICAN FINANCIAL CORPORATION                                                     | FIRST AMERICAN FINANCIAL CORP                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96765.07     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                          | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1107371.34   | 0.05%             | 2027-07-15      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| New Zealand                                                                              | NEW ZEALAND GOVERNMENT BOND                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |    5324000 | PA      | $3177622.62   | 0.14%             | 2034-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                              | HOST HOTELS RESORTS LP                           | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    1481000 | PA      | $1501053.35   | 0.07%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    3500000 | PA      | $4121320.99   | 0.19%             | 2032-09-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                 | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     290000 | PA      | $349394.81    | 0.02%             | 2034-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION         | CUSIP: 21H060622<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25879000 | PA      | $26470903.45  | 1.19%             | 2056-02-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                                                            | ENBRIDGE INC                                     | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $84929.05     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1100000 | PA      | $1100693.00   | 0.05%             | 2028-11-22      | Floating      | 4.08%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $3011964.46   | 0.14%             | 2036-04-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                                                             | TPG OPERATING GROUP II LP                        | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     500000 | PA      | $519647.72    | 0.02%             | 2034-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                              | TYCO ELECTRONICS GROUP SA                        | CUSIP: 902133BB2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    1350000 | PA      | $1601283.15   | 0.07%             | 2033-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                                                             | GLAXOSMITHKLINE CAPITAL INC                      | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     300000 | PA      | $336030.65    | 0.02%             | 2038-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Vlaamse Gemeenschap                                                                      | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |    3100000 | PA      | $3673755.64   | 0.17%             | 2035-06-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                                            | ALPHABET INC                                     | CUSIP: 02079KBD8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1948000 | PA      | $2274342.95   | 0.10%             | 2034-11-06      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   51227942 | OU      | $-976756.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1111817.62   | 0.05%             | 2041-06-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                                              | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC        | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1684967.30   | 0.08%             | 2034-07-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WELLS FARGO CO                                   | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     589000 | PA      | $632336.52    | 0.03%             | 2030-08-14      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                               | EQUINIX EUROPE 2 FINANCING CORP LLC              | CUSIP: 29390XAD6<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     102000 | PA      | $117998.86    | 0.01%             | 2034-11-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                                                            | RCI BANQUE SA                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     150000 | PA      | $183017.20    | 0.01%             | 2030-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Province de Quebec                                                                       | PROVINCE OF QUEBEC CANADA                        | CUSIP: 74814ZFV0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              |  | CA        |    7937000 | PA      | $5934682.72   | 0.27%             | 2035-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1924649.05   | 0.09%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Province of Saskatchewan                                                                 | PROVINCE OF SASKATCHEWAN CANADA                  | CUSIP: ZB7805847<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              |  | CA        |    1200000 | PA      | $1447993.68   | 0.07%             | 2034-05-08      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $1415895.48   | 0.06%             | 2028-08-17      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                             | CUSIP: 822905AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3014280.00   | 0.14%             | 2030-11-06      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA            | CUSIP: BY8968392<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120775.76    | 0.01%             | 2032-09-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                                       | ALTRIA GROUP INC                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3125622.53   | 0.14%             | 2042-08-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $139853.64    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92508.98     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO BANK NV                                 | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |    7600000 | PA      | $9062311.95   | 0.41%             | 2031-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE. LTD.                                                | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD          | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    1382000 | PA      | $1316645.22   | 0.06%             | 2031-01-15      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC.                                                                       | NEWELL BRANDS INC                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     490000 | PA      | $490520.38    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     150000 | PA      | $195900.03    | 0.01%             | 2031-08-29      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| DXC CAPITAL FUNDING DESIGNATED ACTIVITY COMPANY                                          | DXC CAPITAL FUNDING DAC                          | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |     200000 | PA      | $204420.72    | 0.01%             | 2031-09-15      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    1600000 | PA      | $1600112.00   | 0.07%             | 2029-02-15      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                                                           | ENBRIDGE ENERGY PARTNERS LP                      | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     318000 | PA      | $373717.01    | 0.02%             | 2038-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                                                         | CINCINNATI FINANCIAL CORP                        | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     436000 | PA      | $466682.10    | 0.02%             | 2034-11-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                               | AMERICAN TOWER CORP                              | CUSIP: 03027XCK4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2618736.96   | 0.12%             | 2034-05-16      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2480000 | PA      | $2503629.09   | 0.11%             | 2030-03-14      | Floating      | 4.49%                 | Yes           | 2                  | On Loan: No      |
| Province of Ontario, Canada                                                              | PROVINCE OF ONTARIO CANADA                       | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              |  | CA        |     395000 | PA      | $277511.40    | 0.01%             | 2034-05-08      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| PSP Capital Inc.                                                                         | PSP CAPITAL INC                                  | CUSIP: N/A<br>LEI: 549300B456N0WEIC5249       | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1198116.75   | 0.05%             | 2034-07-02      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION            | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54834000 | PA      | $46536120.48  | 2.10%             | 2056-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                 | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    7600000 | PA      | $9255751.65   | 0.42%             | 2035-11-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |    2100000 | PA      | $2542129.87   | 0.11%             | 2031-04-16      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                              | TELECOM ITALIA CAPITAL SA                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1537000 | PA      | $1717174.86   | 0.08%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                     | GLENCORE FUNDING LLC                             | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150712.58    | 0.01%             | 2027-04-04      | Floating      | 4.72%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                         | PUBLIC STORAGE                                   | CUSIP: 74460DAE9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     300000 | PA      | $311519.09    | 0.01%             | 2032-01-24      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| CI FINANCIAL CORP.                                                                       | CI FINANCIAL CORP                                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    1766000 | PA      | $1603275.48   | 0.07%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                 | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     312000 | PA      | $305770.67    | 0.01%             | 2034-02-14      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                                                  | AGENCE FRANCE LOCALE                             | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |     300000 | PA      | $350072.59    | 0.02%             | 2034-03-20      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                            | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154639.63    | 0.01%             | 2033-03-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     602000 | PA      | $487343.74    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                                   | DBS GROUP HOLDINGS LTD                           | CUSIP: 24023KAP3<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    1750000 | PA      | $1756245.05   | 0.08%             | 2030-03-21      | Floating      | 4.34%                 | Yes           | 2                  | On Loan: No      |
| WALMART INC.                                                                             | WALMART INC                                      | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100441.00    | 0.00%             | 2027-04-28      | Floating      | 4.08%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   39135435 | OU      | $-137086.49   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CAISSE FRANCAISE DE FINANCEMENT LOCAL SA                                                 | CAISSE FRANCAISE DE FINANCEMENT LOCAL SA         | CUSIP: N/A<br>LEI: 549300E6W08778I4OW85       | Long             | DBT              | CORP              | FR        |   19300000 | PA      | $22930600.29  | 1.03%             | 2033-07-20      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| UNEDIC                                                                                   | UNEDIC ASSEO                                     | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $240691.28    | 0.01%             | 2033-11-25      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| NORDEA KIINNITYSLUOTTOPANKKI OYJ                                                         | NORDEA KIINNITYSLUOTTOPANKKI OYJ                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FI        |    3045000 | PA      | $3271094.74   | 0.15%             | 2033-02-28      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                                                                         | SANTANDER UK PLC                                 | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |     650000 | PA      | $785986.64    | 0.04%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                 | HYATT HOTELS CORP                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     300000 | PA      | $314382.30    | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC                                                                       | HAT HOLDINGS I LLC HAT HOLDINGS II LLC           | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |     528000 | PA      | $547470.33    | 0.02%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    2100000 | PA      | $2486943.10   | 0.11%             | 2034-01-23      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                 | DOW CHEMICAL CO THE                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     219000 | PA      | $174831.59    | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AVNET, INC.                                                                              | AVNET INC                                        | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     400000 | PA      | $363307.60    | 0.02%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| South Australian Government Financing Authority                                          | SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY  | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              |  | AU        |    3000000 | PA      | $1541875.37   | 0.07%             | 2036-05-23      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AEROPORTS DE PARIS SA                                                                    | AEROPORTS DE PARIS SA                            | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | DBT              | CORP              | FR        |    2200000 | PA      | $2629678.36   | 0.12%             | 2033-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CO LLC                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     315000 | PA      | $293004.01    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                       | CANADIAN NATURAL RESOURCES LTD                   | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1374000 | PA      | $1483615.14   | 0.07%             | 2037-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                  | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     160000 | PA      | $174665.93    | 0.01%             | 2041-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| Volkswagen Financial Services AG                                                         | VOLKSWAGEN FINANCIAL SERVICES AG                 | CUSIP: N/A<br>LEI: 529900SSGT49ZZSWYE62       | Long             | DBT              | CORP              | DE        |     190000 | PA      | $204058.02    | 0.01%             | 2030-02-12      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                         | CUSIP: 92826CAW2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    2961000 | PA      | $3504502.86   | 0.16%             | 2037-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    5700000 | PA      | $4016614.24   | 0.18%             | 2029-11-14      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development                                         | EUROPEAN BANK FOR RECONSTRUCTION                 | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    1478000 | PA      | $1479284.94   | 0.07%             | 2028-02-20      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 3434334162 | OU      | $-583989.80   | -0.03%            |  |  |  | No            | 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        |     886000 | PA      | $894109.89    | 0.04%             | 2030-01-22      | Floating      | 4.88%                 | Yes           | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                           | JEFFERIES GROUP LLC                              | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     181000 | PA      | $178644.26    | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                                                         | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $90516.68     | 0.00%             | 2036-04-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6144795 | OU      | $-109848.92   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $104482.46    | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     250000 | PA      | $293885.96    | 0.01%             | 2032-08-03      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| NORWEGIAN KRONE                                                                          | NORWEGIAN KRONE                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | NO        |       7628 | NS      | $794.64       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| AUTONATION, INC.                                                                         | AUTONATION INC                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1194993.97   | 0.05%             | 2035-03-15      | Fixed         | 5.89%                 | No            | 2                  | On Loan: —       |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    6438000 | PA      | $7121550.19   | 0.32%             | 2038-09-01      | Fixed         | 2.95%                 | Yes           | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                        | BERKSHIRE HATHAWAY ENERGY CO                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     491000 | PA      | $532118.08    | 0.02%             | 2036-04-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                               | HUNTSMAN INTERNATIONAL LLC                       | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6402219.40   | 0.29%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: —       |
| KEURIG DR PEPPER INC.                                                                    | KEURIG DR PEPPER INC                             | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     210000 | PA      | $210345.45    | 0.01%             | 2027-03-15      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                                 | WOODSIDE FINANCE LTD                             | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     120000 | PA      | $118614.27    | 0.01%             | 2034-09-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR CO., LTD.                                                                   | NISSAN MOTOR CO LTD                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     550000 | PA      | $544011.01    | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                   | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163201.28    | 0.01%             | 2043-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                                   | ASIAN DEVELOPMENT BANK                           | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |     200000 | PA      | $200986.00    | 0.01%             | 2026-08-27      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                | CNO FINANCIAL GROUP INC                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203565.00    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BMW International Investment B.V.                                                        | BMW INTERNATIONAL INVESTMENT BV                  | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |    1815000 | PA      | $2189403.35   | 0.10%             | 2033-01-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                                                              | EQUINOR ASA                                      | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    1492000 | PA      | $1475464.98   | 0.07%             | 2040-08-17      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                 | HYATT HOTELS CORP                                | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     450000 | PA      | $463665.41    | 0.02%             | 2031-12-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC                                   | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     965000 | PA      | $959087.36    | 0.04%             | 2035-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                         | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137988.29    | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $111491.46    | 0.01%             | 2032-07-06      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                        | HORACE MANN EDUCATORS CORP                       | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     240000 | PA      | $256721.56    | 0.01%             | 2028-09-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Stora Enso Oyj                                                                           | STORA ENSO OYJ                                   | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | DBT              | CORP              | FI        |     177000 | PA      | $218514.83    | 0.01%             | 2029-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                   | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     350000 | PA      | $318520.48    | 0.01%             | 2032-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT EPIC                                                   | AGENCE FRANCAISE DE DEVELOPPEMENT EPIC           | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              |  | FR        |    2500000 | PA      | $3010352.14   | 0.14%             | 2033-02-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                     | UNITED KINGDOM GILT                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    2567000 | PA      | $3515538.86   | 0.16%             | 2035-03-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109BX1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     245000 | PA      | $340081.83    | 0.02%             | 2039-12-05      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                                     | GLENCORE CAPITAL FINANCE DAC                     | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |    2500000 | PA      | $3095591.35   | 0.14%             | 2031-04-29      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIES EXPRESS PIPELINE LLC                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    5355000 | PA      | $5482052.73   | 0.25%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Volkswagen International Finance N.V.                                                    | VOLKSWAGEN INTERNATIONAL FINANCE NV              | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $123881.34    | 0.01%             | 2029-03-29      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    4219325 | OU      | $-101259.16   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   49322282 | OU      | $-1265774.63  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                          | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     855000 | PA      | $802371.65    | 0.04%             | 2034-07-15      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                              | WESTERN DIGITAL CORP                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95388.05     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                                                      | ALLY FINANCIAL INC                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     407000 | PA      | $410415.73    | 0.02%             | 2027-06-09      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Vlaamse Gemeenschap                                                                      | MINISTERIES VAN DE VLAAMSE GEMEENSCHAP           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              |  | BE        |     100000 | PA      | $115516.90    | 0.01%             | 2040-06-22      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                 | SOUTHERN CO GAS CAPITAL CORP                     | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51684.43     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                          | WESTERN MIDSTREAM OPERATING LP                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     320000 | PA      | $292824.51    | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION DEV        | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     750000 | PA      | $748335.03    | 0.03%             | 2029-01-24      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A1KW6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     221000 | PA      | $222040.19    | 0.01%             | 2028-03-14      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| Prologis International Funding II S.A.                                                   | PROLOGIS INTERNATIONAL FUNDING II SA             | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |     620000 | PA      | $732344.13    | 0.03%             | 2034-10-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Linde Finance B.V.                                                                       | LINDE FINANCE BV                                 | CUSIP: JK7722008<br>LEI: 5H8RMHHYTWIP1RKLCE38 | Long             | DBT              | CORP              | NL        |      90000 | PA      | $103951.28    | 0.00%             | 2028-04-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Suedzucker International Finance B.V.                                                    | SUDZUCKER INTERNATIONAL FINANCE BV               | CUSIP: N/A<br>LEI: 724500M1VGG79HOVI026       | Long             | DBT              | CORP              | NL        |    4500000 | PA      | $5428202.02   | 0.24%             | 2032-01-29      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                           | MARATHON PETROLEUM CORP                          | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     150000 | PA      | $129438.23    | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                                         | AMAZON COM INC                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     106000 | PA      | $96144.35     | 0.00%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2714031 | OU      | $-68449.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                                                             | PROCTER GAMBLE CO THE                            | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     104000 | PA      | $89794.22     | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                       | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     470000 | PA      | $423171.23    | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                                     | META PLATFORMS INC                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     660000 | PA      | $658990.31    | 0.03%             | 2034-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $1169137.71   | 0.05%             | 2042-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 026657BD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $4199316.17   | 0.19%             | 2032-03-19      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| RWE FINANCE US, LLC                                                                      | RWE FINANCE US LLC                               | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     500000 | PA      | $525000.25    | 0.02%             | 2034-04-16      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| LKQ CORPORATION                                                                          | LKQ CORP                                         | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     855000 | PA      | $894764.63    | 0.04%             | 2033-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| UNUM GROUP                                                                               | UNUM GROUP                                       | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     500000 | PA      | $498826.75    | 0.02%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    1106832 | OU      | $-18270.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                                                      | CHEVRON USA INC                                  | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      79000 | PA      | $80624.40     | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                                           | CITIGROUP INC                                    | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1922353.90   | 0.09%             | 2038-06-25      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY BOND                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1133000 | PA      | $1105471.63   | 0.05%             | 2044-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                      | PHILLIPS 66 CO                                   | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     450000 | PA      | $462312.58    | 0.02%             | 2033-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORPORATION                                                                  | BLACK HILLS CORP                                 | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1193000 | PA      | $1276318.15   | 0.06%             | 2034-05-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    2311000 | PA      | $2347705.66   | 0.11%             | 2031-07-08      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LVMH MOET HENNESSY LOUIS VUITTON SE                                                      | LVMH MOET HENNESSY LOUIS VUITTON SE              | CUSIP: YO0367764<br>LEI: IOG4E947OATN0KJYSD45 | Long             | DBT              | CORP              | FR        |   13100000 | PA      | $15570237.23  | 0.70%             | 2032-03-07      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                                   | CONOCOPHILLIPS CO                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     136000 | PA      | $111559.41    | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| Province of Manitoba                                                                     | PROVINCE OF MANITOBA CANADA                      | CUSIP: 563469FQ3<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              |  | CA        |    4000000 | PA      | $3054580.36   | 0.14%             | 2040-03-05      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| NIKE, INC.                                                                               | NIKE INC                                         | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     147000 | PA      | $117129.53    | 0.01%             | 2043-05-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Inc.                                                                      | CENOVUS ENERGY INC                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      53000 | PA      | $58138.07     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AGENCE FRANCE LOCALE SA                                                                  | AGENCE FRANCE LOCALE                             | CUSIP: N/A<br>LEI: 969500NMI4UP00IO8G47       | Long             | DBT              |  | FR        |    8200000 | PA      | $9646919.16   | 0.44%             | 2033-03-20      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| City of Montreal                                                                         | CITY OF MONTREAL CANADA                          | CUSIP: 614853FJ3<br>LEI: 549300N5ZBGB87CAZW93 | Long             | DBT              | MUN               | CA        |    3000000 | PA      | $2202385.26   | 0.10%             | 2035-09-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                               | FMG RESOURCES AUGUST 2006 PTY LTD                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    2474000 | PA      | $2576487.92   | 0.12%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    7599034 | OU      | $-226511.42   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Koninklijke Philips N.V.                                                                 | KONINKLIJKE PHILIPS NV                           | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     213000 | PA      | $241132.43    | 0.01%             | 2038-03-11      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                                                      | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     948000 | PA      | $1264377.38   | 0.06%             | 2038-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     260000 | PA      | $279233.70    | 0.01%             | 2039-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     695000 | PA      | $698271.18    | 0.03%             | 2028-03-14      | Floating      | 4.32%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN DOLLAR                                                                          | CANADIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |    -145702 | OU      | $2214.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                           | COMMONWEALTH BANK OF AUSTRALIA                   | CUSIP: 2027A1KV8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1003334.57   | 0.05%             | 2026-11-27      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                                     | SOFTBANK GROUP CORP                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $118418.90    | 0.01%             | 2029-09-19      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     833000 | PA      | $708982.22    | 0.03%             | 2040-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                   | GENERAL MOTORS FINANCIAL CO INC                  | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312414.45    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                 | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |    1825000 | PA      | $2104697.76   | 0.09%             | 2037-01-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GLP Capital, L.P.                                                                        | GLP CAPITAL LP GLP FINANCING II INC              | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     249000 | PA      | $242281.11    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                         | CUSIP: 92826CAT9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    3766000 | PA      | $4215191.08   | 0.19%             | 2034-06-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $108379.60    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| AON GLOBAL LIMITED.                                                                      | AON GLOBAL LTD                                   | CUSIP: 00185AAB0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      50000 | PA      | $41966.77     | 0.00%             | 2042-12-12      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Novo Nordisk Finance (Netherlands) B.V.                                                  | NOVO NORDISK FINANCE NETHERLANDS BV              | CUSIP: N/A<br>LEI: 549300X0PCJ6M2JZQW91       | Long             | DBT              | CORP              | NL        |     675000 | PA      | $797502.55    | 0.04%             | 2035-02-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                   | GENERAL MOTORS CO                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1884203.31   | 0.09%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                     | EDISON INTERNATIONAL                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99349.65     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ENI S.P.A.                                                                               | ENI SPA                                          | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    3900000 | PA      | $4880283.73   | 0.22%             | 2033-05-19      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                  | HELMERICH PAYNE INC                              | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     803000 | PA      | $724994.23    | 0.03%             | 2031-09-29      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                    | FREEPORT MCMORAN INC                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1768706.92   | 0.08%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                               | EQUINIX EUROPE 2 FINANCING CORP LLC              | CUSIP: 29390XAB0<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1402586.00   | 0.06%             | 2033-09-03      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 2845207336 | OU      | $-489710.74   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD.                                                                      | ATHENE HOLDING LTD                               | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1972669.41   | 0.09%             | 2034-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| ORIX CORPORATION                                                                         | ORIX CORP                                        | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | DBT              | CORP              | JP        |    7985000 | PA      | $9613878.25   | 0.43%             | 2031-10-22      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                  | HELMERICH PAYNE INC                              | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   10240000 | PA      | $10157601.48  | 0.46%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    5475270 | OU      | $-135662.57   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     590000 | PA      | $653796.26    | 0.03%             | 2038-05-16      | Fixed         | 6.38%                 | 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        |     235000 | PA      | $280498.72    | 0.01%             | 2027-10-29      | Floating      | 2.52%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     346000 | PA      | $317180.43    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                          | QUEENSLAND TREASURY CORP                         | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              |  | AU        |     400000 | PA      | $276425.79    | 0.01%             | 2036-07-21      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                                                    | SHELL FINANCE US INC                             | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     545000 | PA      | $470128.66    | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| JANUS HENDERSON US (HOLDINGS) INC.                                                       | JANUS HEND US HLDGS INC                          | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    1961000 | PA      | $1967983.85   | 0.09%             | 2034-09-10      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     921348 | OU      | $-27123.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                        | AUSTRALIAN DOLLAR                                | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | AU        |      13209 | NS      | $9253.86      | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| ORANGE SA                                                                                | ORANGE SA                                        | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | DBT              | CORP              | FR        |      50000 | PA      | $75651.15     | 0.00%             | 2028-11-20      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                                   | BUCKEYE PARTNERS LP                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1651415.66   | 0.07%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3928000 | PA      | $3932924.26   | 0.18%             | 2027-04-30      | Floating      | 3.77%                 | No            | 2                  | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT FIVE YEAR BOND                  | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1313000000 | PA      | $8281024.44   | 0.37%             | 2028-12-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT THIRTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1428800000 | PA      | $9440861.30   | 0.43%             | 2036-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: 961214FX6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     745000 | PA      | $746400.60    | 0.03%             | 2026-10-20      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                    | WHIRLPOOL CORP                                   | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    2083000 | PA      | $1960995.36   | 0.09%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                       | CUSIP: 45950KDB3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |     550000 | PA      | $550049.50    | 0.02%             | 2026-03-16      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                   | PNC FINANCIAL SERVICES GROUP INC THE             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     116000 | PA      | $109207.51    | 0.00%             | 2030-01-22      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      25000 | PA      | $26383.87     | 0.00%             | 2032-06-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NISSAN MOTOR ACCEPTANCE CO LLC                   | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     315000 | PA      | $315668.69    | 0.01%             | 2027-09-13      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| MCKESSON CORPORATION                                                                     | MCKESSON CORP                                    | CUSIP: 581557BC8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90546.04     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |    8700000 | PA      | $10381945.73  | 0.47%             | 2033-05-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| SOUTHERN GAS NETWORKS PLC                                                                | SOUTHERN GAS NETWORKS PLC                        | CUSIP: N/A<br>LEI: 549300SPX8573VZ2SK79       | Long             | DBT              | CORP              | GB        |     145000 | PA      | $174593.83    | 0.01%             | 2030-10-16      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Northern Territory Treasury Corporation                                                  | NORTHERN TERRITORY TREASURY CORP                 | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              |  | AU        |    1500000 | PA      | $991232.62    | 0.04%             | 2038-05-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                                                | REALTY INCOME CORP                               | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $3703426.84   | 0.17%             | 2030-07-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1050000 | PA      | $1054641.00   | 0.05%             | 2027-08-19      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   15431129 | OU      | $-432597.96   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                                                        | INTERNATIONAL FINANCE CORP                       | CUSIP: N/A<br>LEI: QKL54NQY28TCDAI75F60       | Long             | DBT              |  | US        |    1000000 | PA      | $635433.82    | 0.03%             | 2033-08-26      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | ROYALTY PHARMA PLC                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2893000 | PA      | $2248164.13   | 0.10%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| CDP FINANCIAL INC                                                                        | CDP FINANCIAL INC                                | CUSIP: YV7141240<br>LEI: N/A                  | Long             | DBT              |  | CA        |    1575000 | PA      | $1160857.78   | 0.05%             | 2034-06-02      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC.                                                                            | HSBC USA INC                                     | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     810000 | PA      | $814212.00    | 0.04%             | 2027-03-04      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                                  | ILE DE FRANCE MOBILITES                          | CUSIP: N/A<br>LEI: 969500A5KNK9VZQKNQ79       | Long             | DBT              |  | FR        |    1300000 | PA      | $1276904.48   | 0.06%             | 2034-05-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| EURO                                                                                     | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |     398850 | NS      | $474493.27    | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                                                               | APA INFRASTRUCTURE LTD                           | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1530472.92   | 0.07%             | 2033-03-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2951000 | PA      | $3207427.41   | 0.14%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| FOX CORPORATION                                                                          | FOX CORP                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3569451.24   | 0.16%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                                                  | BROOKFIELD FINANCE INC                           | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     355000 | PA      | $384035.44    | 0.02%             | 2034-01-05      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | DBT              | CORP              | JP        |     258000 | PA      | $310270.16    | 0.01%             | 2031-10-07      | Fixed         | 3.32%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                              | DCP MIDSTREAM OPERATING LP                       | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     732000 | PA      | $707404.90    | 0.03%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                              | INTERNATIONAL BUSINESS MACHINES CORP             | CUSIP: 459200LM1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     636000 | PA      | $747170.70    | 0.03%             | 2033-02-10      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     439000 | PA      | $421312.62    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                             | STANLEY BLACK DECKER INC                         | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     160000 | PA      | $154883.34    | 0.01%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CROWN AMERICAS LLC                                                                       | CROWN AMERICAS LLC                               | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     369000 | PA      | $376473.73    | 0.02%             | 2030-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                    | BOOKING HOLDINGS INC                             | CUSIP: 09857LBF4<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     250000 | PA      | $291485.11    | 0.01%             | 2037-11-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                                                                     | EXPERIAN FINANCE PLC                             | CUSIP: N/A<br>LEI: 635400RKRK5EGXSPC782       | Long             | DBT              | CORP              | GB        |     434000 | PA      | $517175.57    | 0.02%             | 2033-12-15      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                                                        | MERCK CO INC                                     | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2014718.69   | 0.09%             | 2044-05-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                                            | ALPHABET INC                                     | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     127000 | PA      | $85481.32     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| BLOCK, INC.                                                                              | BLOCK INC                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2244410.40   | 0.10%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| PFIZER INC.                                                                              | PFIZER INC                                       | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     150000 | PA      | $178427.28    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                    | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $959043.25    | 0.04%             | 2038-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Province of Alberta                                                                      | PROVINCE OF ALBERTA CANADA                       | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              |  | CA        |     100000 | PA      | $69444.81     | 0.00%             | 2034-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| FLEX LTD.                                                                                | FLEX LTD                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     972000 | PA      | $993037.52    | 0.04%             | 2032-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1682000 | PA      | $1429826.37   | 0.06%             | 2043-03-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                              | HOST HOTELS RESORTS LP                           | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1093929.92   | 0.05%             | 2034-07-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| COFIROUTE SA                                                                             | COFIROUTE SA                                     | CUSIP: N/A<br>LEI: 213800CP8292W9E8LJ69       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117228.51    | 0.01%             | 2033-03-06      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                             | ROCKIES EXPRESS PIPELINE LLC                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     605000 | PA      | $596177.47    | 0.03%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252BDK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $1400700.00   | 0.06%             | 2026-03-18      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     519000 | PA      | $497163.89    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2380213.66   | 0.11%             | 2026-03-27      | Floating      | 2.42%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                                                      | VIRGINIA ELECTRIC AND POWER CO                   | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     112000 | PA      | $92239.06     | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                                        | STORE CAPITAL CORP                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     278000 | PA      | $253231.41    | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                                                            | CORPORATE OFFICE PROPERTIES LP                   | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    1354000 | PA      | $1236507.42   | 0.06%             | 2031-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BLACKROCK, INC.                                                                          | BLACKROCK FUNDING INC                            | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     900000 | PA      | $924866.77    | 0.04%             | 2034-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development                                    | INTERNATIONAL BANK FOR RECONSTRUCTION            | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     100000 | PA      | $100036.01    | 0.00%             | 2026-06-15      | Floating      | 3.89%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     190000 | PA      | $188337.53    | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Republique Francaise                                                                     | FRENCH REPUBLIC GOVERNMENT BOND OAT              | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |    2734000 | PA      | $3242091.81   | 0.15%             | 2030-05-25      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| V.F. CORPORATION                                                                         | VF CORP                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    2836000 | PA      | $2586767.78   | 0.12%             | 2030-04-23      | Fixed         | 2.95%                 | No            | 2                  | On Loan: —       |
| CHUBB INA HOLDINGS LLC                                                                   | CHUBB INA HOLDINGS INC                           | CUSIP: 171239AD8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     200000 | PA      | $218839.10    | 0.01%             | 2031-06-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                 | DEVON ENERGY CORP                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3164000 | PA      | $2778727.85   | 0.13%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     376000 | PA      | $368303.75    | 0.02%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE, INC.                                                               | F G ANNUITIES LIFE INC                           | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     980000 | PA      | $988063.14    | 0.04%             | 2034-10-04      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| LEGGETT & PLATT, INCORPORATED                                                            | LEGGETT PLATT INC                                | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     805000 | PA      | $797203.52    | 0.04%             | 2029-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: —       |
| STELLANTIS FINANCE US INC.                                                               | STELLANTIS FINANCE US INC                        | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    1067000 | PA      | $1127531.97   | 0.05%             | 2032-09-12      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| WEA FINANCE LLC                                                                          | WEA FINANCE LLC                                  | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296038.47    | 0.01%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| DPL LLC                                                                                  | DPL INC                                          | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $197671.56    | 0.01%             | 2029-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Stellantis N.V.                                                                          | STELLANTIS NV                                    | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2800628.08   | 0.13%             | 2036-03-19      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                               | TORONTO DOMINION BANK THE                        | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $200758.00    | 0.01%             | 2026-07-17      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Aktiebolaget Svensk Exportkredit                                                         | SVENSK EXPORTKREDIT AB                           | CUSIP: N/A<br>LEI: 1FOLRR5RWTWWI397R131       | Long             | DBT              |  | SE        |    3150000 | PA      | $3847025.14   | 0.17%             | 2030-08-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Repubblica Italiana                                                                      | ITALY BUONI POLIENNALI DEL TESORO                | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     500000 | PA      | $627591.66    | 0.03%             | 2035-04-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Progress Energy, Inc.                                                                    | PROGRESS ENERGY INC                              | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105880.33    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA THE                          | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     920000 | PA      | $930465.70    | 0.04%             | 2029-08-01      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206462.52    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                                            | ALPHABET INC                                     | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    9886000 | PA      | $11620123.05  | 0.52%             | 2033-05-06      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $1703365.21   | 0.08%             | 2034-06-02      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |     700000 | PA      | $625303.24    | 0.03%             | 2035-07-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: ZK4883987<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2300000 | PA      | $1627087.46   | 0.07%             | 2028-05-12      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | SUMITOMO MITSUI FINANCIAL GROUP INC              | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1258000 | PA      | $1273073.09   | 0.06%             | 2029-07-09      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                               | ROGERS COMMUNICATIONS INC ONTARIO                | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     105000 | PA      | $99427.89     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TWENTY YEAR BOND                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1841300000 | PA      | $9357375.35   | 0.42%             | 2038-06-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| VINCI SA                                                                                 | VINCI SA                                         | CUSIP: F5879XPE2<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1189845.11   | 0.05%             | 2026-05-13      | Floating      | 2.28%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   42760314 | OU      | $-331870.24   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Post AG                                                                         | DEUTSCHE POST AG                                 | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | DBT              | CORP              | DE        |    1108000 | PA      | $1320893.16   | 0.06%             | 2036-03-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CRH SMW Finance Designated Activity Company                                              | CRH SMW FINANCE DAC                              | CUSIP: N/A<br>LEI: 54930044475SH442C864       | Long             | DBT              | CORP              | IE        |    3000000 | PA      | $3724732.34   | 0.17%             | 2035-07-11      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HUMANA INC.                                                                              | HUMANA INC                                       | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84397.07     | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV             | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |   13400000 | PA      | $15682113.03  | 0.71%             | 2037-02-22      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                                                   | REYNOLDS AMERICAN INC                            | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     275000 | PA      | $286093.69    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| APA CORPORATION                                                                          | APA CORP                                         | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      76000 | PA      | $62872.76     | 0.00%             | 2042-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                                                             | OVINTIV INC                                      | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    3938000 | PA      | $4157362.86   | 0.19%             | 2038-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                                   | BERKSHIRE HATHAWAY FINANCE CORP                  | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107997.57    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   40604828 | OU      | $-357027.62   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORPORATION                                                                | CNA FINANCIAL CORP                               | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     105000 | PA      | $105619.79    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS, INC.                                                                  | BATH BODY WORKS INC                              | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    5383000 | PA      | $5370658.93   | 0.24%             | 2036-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Allianz Finance II B.V.                                                                  | ALLIANZ FINANCE II BV                            | CUSIP: N/A<br>LEI: 529900C9NVPTCPDI1D65       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $800564.86    | 0.04%             | 2030-01-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                                                   | MACQUARIE BANK LTD                               | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    1005000 | PA      | $1012246.05   | 0.05%             | 2027-07-02      | Floating      | 4.60%                 | Yes           | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                           | VAR ENERGI ASA                                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     958000 | PA      | $1097153.80   | 0.05%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Volkswagen Bank Gesellschaft mit beschraenkter Haftung                                   | VOLKSWAGEN BANK GMBH                             | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $125727.05    | 0.01%             | 2031-05-03      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                    | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1666078.38   | 0.08%             | 2030-07-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS, L.P.                                                                   | NUSTAR LOGISTICS LP                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     450000 | PA      | $454498.65    | 0.02%             | 2027-04-28      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORP                             | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    2300000 | PA      | $1628988.76   | 0.07%             | 2029-01-15      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2154658.86   | 0.10%             | 2041-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD          | CUSIP: 05252BDN6<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1172000 | PA      | $1185616.73   | 0.05%             | 2029-12-16      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| ALBEMARLE CORPORATION                                                                    | ALBEMARLE CORP                                   | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     700000 | PA      | $708696.67    | 0.03%             | 2032-06-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   42760314 | OU      | $-222.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                  | CANADIAN IMPERIAL BANK OF COMMERCE               | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $108319.48    | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            | 2                  | On Loan: —       |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   35119322 | OU      | $-864859.02   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| AIRCASTLE LIMITED                                                                        | AIRCASTLE LTD                                    | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     550000 | PA      | $535252.05    | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS, INC.                                                                  | BATH BODY WORKS INC                              | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    4020000 | PA      | $4065618.96   | 0.18%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     456000 | PA      | $498979.17    | 0.02%             | 2033-12-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   47741612 | OU      | $-759484.22   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   46766447 | OU      | $-541347.91   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                                   | CVS HEALTH CORP                                  | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     805000 | PA      | $835920.58    | 0.04%             | 2039-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| COVIVIO SA                                                                               | COVIVIO SA FRANCE                                | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $584416.17    | 0.03%             | 2034-06-17      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                          | BP CAPITAL MARKETS AMERICA INC                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     150000 | PA      | $114308.95    | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2156281 | OU      | $-54525.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                          | NATIONAL AUSTRALIA BANK LTD                      | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2010425.40   | 0.09%             | 2028-06-13      | Floating      | 4.33%                 | Yes           | 2                  | On Loan: No      |
| Mercedes-Benz International Finance B.V.                                                 | MERCEDES BENZ INTERNATIONAL FINANCE BV           | CUSIP: N/A<br>LEI: 529900RUGCXMPEENHQ31       | Long             | DBT              | CORP              | NL        |      90000 | PA      | $111035.87    | 0.01%             | 2031-05-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                                                       | SUNCOR ENERGY INC                                | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     702000 | PA      | $774998.42    | 0.03%             | 2039-06-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                         | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |    4521000 | PA      | $5368006.53   | 0.24%             | 2032-02-17      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                   | KYNDRYL HOLDINGS INC                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     185000 | PA      | $177708.29    | 0.01%             | 2028-10-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   50654929 | OU      | $-1067488.73  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC.                                                                   | ACCENTURE CAPITAL INC                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     768000 | PA      | $755324.11    | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                           | JOHN DEERE CAPITAL CORP                          | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200907.33    | 0.01%             | 2027-06-11      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VEE0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     150000 | PA      | $160152.67    | 0.01%             | 2038-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS, INC.                                                                     | CONAGRA BRANDS INC                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $985988.11    | 0.04%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     530000 | PA      | $436784.38    | 0.02%             | 2042-08-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    2156281 | OU      | $-54563.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BLACKROCK FINANCE, INC.                                                                  | BLACKROCK INC                                    | CUSIP: 09247XAT8<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |     913000 | PA      | $931708.40    | 0.04%             | 2033-05-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY                                        | BRITISH TELECOMMUNICATIONS PLC                   | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     335000 | PA      | $479657.24    | 0.02%             | 2028-12-07      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                    | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $990769.04    | 0.04%             | 2040-10-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172CG2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94902.66     | 0.00%             | 2037-11-06      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                                    | GEORGIA POWER CO                                 | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     394000 | PA      | $374164.96    | 0.02%             | 2040-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                              | FRESENIUS MEDICAL CARE US FINANCE III INC        | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $1833954.74   | 0.08%             | 2031-12-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                      | SUMITOMO MITSUI TRUST BANK LTD                   | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     450000 | PA      | $454221.00    | 0.02%             | 2027-09-10      | Floating      | 4.71%                 | Yes           | 2                  | On Loan: No      |
| Reynolds American Inc.                                                                   | REYNOLDS AMERICAN INC                            | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     651000 | PA      | $666980.68    | 0.03%             | 2043-09-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | COOPERATIEVE RABOBANK UA                         | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1215573.98   | 0.05%             | 2034-07-26      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                      | KINDER MORGAN ENERGY PARTNERS LP                 | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     186000 | PA      | $179816.07    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                               | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     350000 | PA      | $351056.69    | 0.02%             | 2026-08-13      | Floating      | 4.60%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE GROUP LIMITED.                                                                 | MACQUARIE GROUP LTD                              | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | DBT              | CORP              | AU        |     649000 | PA      | $822239.56    | 0.04%             | 2030-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                                                         | PHILIP MORRIS INTERNATIONAL INC                  | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     298000 | PA      | $275261.80    | 0.01%             | 2043-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RCI BANQUE SA                                                                            | RCI BANQUE SA                                    | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     575000 | PA      | $707251.08    | 0.03%             | 2031-04-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AUTONATION, INC.                                                                         | AUTONATION INC                                   | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $132700.73    | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC.                                                                       | OMNICOM GROUP INC                                | CUSIP: 681919BM7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     448000 | PA      | $337254.32    | 0.02%             | 2041-03-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| VISA INC.                                                                                | VISA INC                                         | CUSIP: 92826CAV4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   13621000 | PA      | $16152675.08  | 0.73%             | 2033-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     403000 | PA      | $399435.74    | 0.02%             | 2043-10-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                            | SUN COMMUNITIES OPERATING LP                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     200000 | PA      | $181659.95    | 0.01%             | 2031-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES, INC.                                                                     | PPG INDUSTRIES INC                               | CUSIP: 693506BX4<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    2867000 | PA      | $3380234.17   | 0.15%             | 2032-03-04      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                                                    | TANGER PROPERTIES LP                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     422000 | PA      | $383390.58    | 0.02%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                                         | ARCELORMITTAL SA                                 | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | DBT              | CORP              | LU        |    3520000 | PA      | $4241358.80   | 0.19%             | 2031-12-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PVH CORP.                                                                                | PVH CORP                                         | CUSIP: 693656AD2<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |     150000 | PA      | $184039.19    | 0.01%             | 2029-07-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     638000 | PA      | $638236.48    | 0.03%             | 2027-01-31      | Floating      | 3.71%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     350000 | PA      | $272734.55    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                                                        | INTEL CORP                                       | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     535000 | PA      | $521983.93    | 0.02%             | 2043-02-10      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Investor Aktiebolag                                                                      | INVESTOR AB                                      | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | DBT              | CORP              | SE        |     200000 | PA      | $231916.80    | 0.01%             | 2032-06-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SELP Finance S.a r.l.                                                                    | SELP FINANCE SARL                                | CUSIP: N/A<br>LEI: 549300Y4VYEJE1MH6D45       | Long             | DBT              | CORP              | LU        |    1573000 | PA      | $1890962.51   | 0.09%             | 2032-01-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                       | INTERSTATE POWER AND LIGHT CO                    | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     250000 | PA      | $268178.72    | 0.01%             | 2039-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Reino de Espana                                                                          | SPAIN GOVERNMENT BOND                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     247000 | PA      | $305076.65    | 0.01%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| Land Niedersachsen                                                                       | LAND NIEDERSACHSEN                               | CUSIP: N/A<br>LEI: 391200ITQQZ7JMHXK080       | Long             | DBT              |  | DE        |     382000 | PA      | $414388.05    | 0.02%             | 2030-01-10      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| BLACKROCK, INC.                                                                          | BLACKROCK INC                                    | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | CORP              | US        |    7300000 | PA      | $8885769.50   | 0.40%             | 2035-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                | ARES CAPITAL CORP                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2624422.26   | 0.12%             | 2032-03-08      | Fixed         | 5.80%                 | No            | 2                  | On Loan: —       |
| Nordea Bank Abp                                                                          | NORDEA BANK ABP                                  | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     535000 | PA      | $537017.62    | 0.02%             | 2027-03-19      | Floating      | 4.43%                 | Yes           | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                                                 | UNITED MEXICAN STATES                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1000000 | PA      | $1039450.00   | 0.05%             | 2038-01-29      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206247.04    | 0.01%             | 2034-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                                                             | TELEFONICA EMISIONES SA                          | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |    1300000 | PA      | $1543979.89   | 0.07%             | 2036-01-24      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Canada                                                                                   | CANADIAN GOVERNMENT BOND                         | CUSIP: 135087N59<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1623000 | PA      | $1121579.71   | 0.05%             | 2032-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA                                                                  | ANHEUSER BUSCH INBEV SA NV                       | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      10000 | PA      | $10993.54     | 0.00%             | 2036-03-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WALMART INC                                                                              | WALMART INC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     286000 | PA      | $383213.30    | 0.02%             | 2039-01-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                                                      | BMW US CAPITAL LLC                               | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101375.01    | 0.00%             | 2031-08-13      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: —       |
| DELL INC.                                                                                | DELL INC                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     200000 | PA      | $213385.79    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                                | NATIONAL FUEL GAS CO                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     398000 | PA      | $364201.05    | 0.02%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Deutsche Bahn Aktiengesellschaft                                                         | DEUTSCHE BAHN FINANCE GMBH                       | CUSIP: N/A<br>LEI: 52990063S23N13HU4E98       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $115742.64    | 0.01%             | 2030-05-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Nokia Oyj                                                                                | NOKIA OYJ                                        | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    4825000 | PA      | $5180776.20   | 0.23%             | 2039-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                                 | SVENSKA HANDELSBANKEN AB                         | CUSIP: 86959LAT0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    3235000 | PA      | $3252634.57   | 0.15%             | 2028-05-23      | Floating      | 4.51%                 | Yes           | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                             | LINCOLN NATIONAL CORP                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $1349808.95   | 0.06%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP, LP                                                       | PIEDMONT OPERATING PARTNERSHIP LP                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1810740.84   | 0.08%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Japan                                                                                    | JAPAN GOVERNMENT TEN YEAR BOND                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 1408550000 | PA      | $9007743.91   | 0.41%             | 2027-06-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106140.18    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                     | UNITED KINGDOM GILT                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    8600000 | PA      | $11142981.87  | 0.50%             | 2040-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                | INVITATION HOMES OPERATING PARTNERSHIP LP        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     275000 | PA      | $282078.25    | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                  | BOARDWALK PIPELINES LP                           | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     500000 | PA      | $521709.28    | 0.02%             | 2034-08-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                                                             | PROVINCE OF BRITISH COLUMBIA CANADA              | CUSIP: 110709FY3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |    3000000 | PA      | $2376560.94   | 0.11%             | 2040-06-18      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MOTABILITY OPERATIONS GROUP PLC                                                          | MOTABILITY OPERATIONS GROUP PLC                  | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |    4148000 | PA      | $5002649.17   | 0.23%             | 2034-01-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EURO                                                                                     | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -5369297 | OU      | $-8469.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                          | TOYOTA MOTOR CREDIT CORP                         | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     305000 | PA      | $305258.93    | 0.01%             | 2026-05-15      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Northern Territory Treasury Corporation                                                  | NORTHERN TERRITORY TREASURY CORP                 | CUSIP: N/A<br>LEI: 254900V4FQ2K6E3VJ628       | Long             | DBT              |  | AU        |     200000 | PA      | $139748.50    | 0.01%             | 2037-04-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                                                    | BANCO SANTANDER SA                               | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $228018.67    | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            | 2                  | On Loan: No      |
| BMW International Investment B.V.                                                        | BMW INTERNATIONAL INVESTMENT BV                  | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |     650000 | PA      | $768340.68    | 0.03%             | 2034-08-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                        | ENTERPRISE PRODUCTS OPERATING LLC                | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     525000 | PA      | $631263.49    | 0.03%             | 2038-04-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                              | VERIZON COMMUNICATIONS INC                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     300000 | PA      | $288772.04    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Treasury Corporation Of Victoria                                                         | TREASURY CORP OF VICTORIA                        | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              |  | AU        |   13730000 | PA      | $7577205.58   | 0.34%             | 2034-11-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                    | BOSTON PROPERTIES LP                             | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1813000 | PA      | $1945383.70   | 0.09%             | 2034-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED.                                                                 | MASTERCARD INC                                   | CUSIP: 57636QAV6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     550000 | PA      | $624547.68    | 0.03%             | 2029-02-22      | Fixed         | 1.00%                 | 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        |    2500000 | PA      | $1764177.38   | 0.08%             | 2029-06-18      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| European Union                                                                           | EUROPEAN UNION                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              |  | BE        |    3000000 | PA      | $3548942.40   | 0.16%             | 2038-10-04      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                 | ADVANCE AUTO PARTS INC                           | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    4459000 | PA      | $3853125.79   | 0.17%             | 2032-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| HAT HOLDINGS I LLC                                                                       | HAT HOLDINGS I LLC HAT HOLDINGS II LLC           | CUSIP: 418751AD5<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    3858000 | PA      | $3598945.02   | 0.16%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| SNCF RESEAU SA                                                                           | SNCF RESEAU                                      | CUSIP: N/A<br>LEI: 969500VZN4KDEZ14C105       | Long             | DBT              |  | FR        |    2300000 | PA      | $2429029.77   | 0.11%             | 2034-03-30      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC.                                                                       | NEWELL BRANDS INC                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197686.04    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: —       |
| BANQUE ROYALE DU CANADA                                                                  | ROYAL BANK OF CANADA                             | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | DBT              | CORP              | CA        |     289000 | PA      | $365233.55    | 0.02%             | 2030-10-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                    | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     440000 | PA      | $414643.71    | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   53934440 | OU      | $-1073786.34  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Reino de Espana                                                                          | SPAIN GOVERNMENT BOND                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |    5588000 | PA      | $6883016.24   | 0.31%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                                                  | BAYER US FINANCE II LLC                          | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3269000 | PA      | $3004259.74   | 0.14%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| FMC CORPORATION                                                                          | FMC CORP                                         | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    3373000 | PA      | $2985670.04   | 0.13%             | 2033-05-18      | Fixed         | 5.65%                 | No            | 2                  | On Loan: —       |
| PARAMOUNT GLOBAL                                                                         | VIACOMCBS INC                                    | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     950000 | PA      | $926951.66    | 0.04%             | 2036-04-30      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Bundesrepublik Deutschland                                                               | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE         | CUSIP: BZ6363189<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     127000 | PA      | $150190.98    | 0.01%             | 2029-11-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                           | CITIZENS FINANCIAL GROUP INC                     | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     941000 | PA      | $899725.44    | 0.04%             | 2030-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                    | BOOKING HOLDINGS INC                             | CUSIP: 09857LBC1<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     250000 | PA      | $296112.64    | 0.01%             | 2036-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                            | TRANSCANADA PIPELINES LTD                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1270000 | PA      | $1337429.89   | 0.06%             | 2040-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                                                    | MACQUARIE AIRFINANCE HOLDINGS LTD                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2721000 | PA      | $2909559.45   | 0.13%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                       | AMERICAN HONDA FINANCE CORP                      | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150114.00    | 0.01%             | 2026-05-21      | Floating      | 4.34%                 | No            | 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        |    2300000 | PA      | $2309921.86   | 0.10%             | 2028-06-18      | Floating      | 4.31%                 | Yes           | 2                  | On Loan: —       |
| Neste Oyj                                                                                | NESTE OYJ                                        | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | DBT              | CORP              | FI        |     650000 | PA      | $796389.34    | 0.04%             | 2031-05-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                                      | COMCAST CORP                                     | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110093.24    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| European Financial Stability Facility SA                                                 | EUROPEAN FINANCIAL STABILITY FACILITY            | CUSIP: N/A<br>LEI: 222100OW6UHQXNHKN143       | Long             | DBT              |  | LU        |     700000 | PA      | $836893.80    | 0.04%             | 2030-05-07      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     450000 | PA      | $446258.84    | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                          | UNITEDHEALTH GROUP INC                           | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     283000 | PA      | $324033.52    | 0.01%             | 2038-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1208000 | PA      | $1100515.63   | 0.05%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                                                | PROLOGIS EURO FINANCE LLC                        | CUSIP: 74341EAN2<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              | CORP              | US        |     155000 | PA      | $157217.43    | 0.01%             | 2034-02-08      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Bayer Aktiengesellschaft                                                                 | BAYER AG                                         | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     120000 | PA      | $153308.42    | 0.01%             | 2033-05-26      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARAMOUNT GLOBAL                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     923000 | PA      | $744089.46    | 0.03%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| GLP Capital, L.P.                                                                        | GLP CAPITAL LP GLP FINANCING II INC              | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95638.46     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   37751810 | OU      | $-1145613.85  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                  | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     155000 | PA      | $142057.69    | 0.01%             | 2036-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                             | NOVARTIS CAPITAL CORP                            | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     105000 | PA      | $86954.11     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                                                             | HASBRO INC                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2174000 | PA      | $2309091.16   | 0.10%             | 2034-05-14      | Fixed         | 6.05%                 | No            | 2                  | On Loan: —       |
| BUCKEYE PARTNERS, L.P.                                                                   | BUCKEYE PARTNERS LP                              | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1086446.16   | 0.05%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                               | SIMON PROPERTY GROUP LP                          | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109229.25    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                | BAT CAPITAL CORP                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2572000 | PA      | $2887339.13   | 0.13%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                 | ADVANCE AUTO PARTS INC                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     595000 | PA      | $565705.83    | 0.03%             | 2027-10-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                                           | TEXAS INSTRUMENTS INC                            | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     265000 | PA      | $255446.33    | 0.01%             | 2032-08-16      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                 | DEVON ENERGY CORP                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    5679000 | PA      | $5597289.47   | 0.25%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| EURO                                                                                     | EURO                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -3117765 | OU      | $73959.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                                                              | DCP MIDSTREAM OPERATING LP                       | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1514156.14   | 0.07%             | 2036-11-03      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     224887 | OU      | $-7349.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNICREDIT, SOCIETA PER AZIONI                                                            | UNICREDIT SPA                                    | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |    2600000 | PA      | $3191960.56   | 0.14%             | 2034-03-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sixt SE                                                                                  | SIXT SE                                          | CUSIP: N/A<br>LEI: 5299004ZME6CSBR7WP07       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $120088.26    | 0.01%             | 2030-01-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NOV INC.                                                                                 | NOV INC                                          | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    1983000 | PA      | $1563206.65   | 0.07%             | 2042-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Acciona Energia Financiacion Filiales, S.A.U.                                            | ACCIONA ENERGIA FINANCIA                         | CUSIP: N/A<br>LEI: 254900CO48EPLIMJDK17       | Long             | DBT              | CORP              | ES        |    2900000 | PA      | $3682610.11   | 0.17%             | 2031-04-23      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                                                 | U S TREASURY NOTE                                | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1457000 | PA      | $1434348.20   | 0.06%             | 2032-10-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| E.ON SE                                                                                  | E ON SE                                          | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      65000 | PA      | $80580.66     | 0.00%             | 2033-08-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                           | MARATHON PETROLEUM CORP                          | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3919000 | PA      | $4190590.50   | 0.19%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AERCAP IRELAND CAPITAL DAC                       | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1450000 | PA      | $1185014.21   | 0.05%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Reino de Espana                                                                          | SPAIN GOVERNMENT BOND                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     574000 | PA      | $517713.75    | 0.02%             | 2037-07-30      | Fixed         | 0.85%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                    | ASHTEAD CAPITAL INC                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     700000 | PA      | $723509.79    | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| ESB FINANCE DESIGNATED ACTIVITY COMPANY                                                  | ESB FINANCE DAC                                  | CUSIP: N/A<br>LEI: 635400VCPRSU89DLMZ57       | Long             | DBT              | CORP              | IE        |     400000 | PA      | $499496.68    | 0.02%             | 2036-03-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                                                              | U S DOLLARS                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   48534818 | OU      | $-590731.66   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                                    | LAS VEGAS SANDS CORP                             | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2781000 | PA      | $2892793.25   | 0.13%             | 2034-08-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                                                        | JOHNSON JOHNSON                                  | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     130000 | PA      | $91470.54     | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| SA GESTION SECURITE DE STOCKS SECURITE                                                   | GESTION SECURITE DE STOCKS SECURITE SA           | CUSIP: N/A<br>LEI: 96950015LNMQ336X4W81       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $121840.27    | 0.01%             | 2030-06-29      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                                                      | OP CORPORATE BANK PLC                            | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    1900000 | PA      | $2264862.68   | 0.10%             | 2027-03-28      | Floating      | 2.42%                 | No            | 2                  | On Loan: No      |
| UNEDIC                                                                                   | UNEDIC ASSEO                                     | CUSIP: N/A<br>LEI: 969500V3L9W19NIA5E82       | Long             | DBT              | CORP              | FR        |    4600000 | PA      | $4815202.60   | 0.22%             | 2033-05-25      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| New Zealand                                                                              | NEW ZEALAND GOVERNMENT BOND                      | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   19282000 | PA      | $9680186.79   | 0.44%             | 2037-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Enexis Holding N.V.                                                                      | ENEXIS HOLDING NV                                | CUSIP: N/A<br>LEI: 7245009Q5867Q0YC9Q13       | Long             | DBT              | CORP              | NL        |    1360000 | PA      | $1387419.19   | 0.06%             | 2032-06-17      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                                         | ARCELORMITTAL SA                                 | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2507000 | PA      | $2807934.69   | 0.13%             | 2032-11-29      | Fixed         | 6.80%                 | No            | 2                  | On Loan: —       |
| AT&T INC.                                                                                | AT T INC                                         | CUSIP: 00206RBE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     100000 | PA      | $117133.93    | 0.01%             | 2044-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                                                            | NISOURCE INC                                     | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      84000 | PA      | $80223.98     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                         | BRIXMOR OPERATING PARTNERSHIP LP                 | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1386282.69   | 0.06%             | 2034-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                                                             | FISERV INC                                       | CUSIP: 337738BF4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     150000 | PA      | $186195.12    | 0.01%             | 2031-05-24      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                    | ANTHEM INC                                       | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     250000 | PA      | $263498.30    | 0.01%             | 2036-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| SLM CORPORATION                                                                          | SLM CORP                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $154779.15    | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | 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        |     900000 | PA      | $922241.13    | 0.04%             | 2032-03-23      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                                       | BOEING CO THE                                    | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     775000 | PA      | $865924.52    | 0.04%             | 2038-02-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                                                 | EUROPEAN INVESTMENT BANK                         | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              |  | LU        |    3600000 | PA      | $3207082.47   | 0.14%             | 2035-11-15      | Fixed         | 0.01%                 | No            | 2                  | On Loan: No      |
| YUM! Brands, Inc.                                                                        | YUM BRANDS INC                                   | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2671952.30   | 0.12%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Nestle Finance International Ltd. SA                                                     | NESTLE FINANCE INTERNATIONAL LTD                 | CUSIP: N/A<br>LEI: 0KLLMNHINTFDRMU6DI05       | Long             | DBT              | CORP              | LU        |     254000 | PA      | $247661.35    | 0.01%             | 2037-11-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                                                | SANOFI                                           | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1594664.35   | 0.07%             | 2030-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                          | INTER AMERICAN DEVELOPMENT BANK                  | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     400000 | PA      | $400289.52    | 0.02%             | 2027-04-12      | Floating      | 3.93%                 | No            | 2                  | On Loan: No      |
| ICADE SA                                                                                 | ICADE                                            | CUSIP: N/A<br>LEI: 969500UDH342QLTE1M42       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $109074.17    | 0.00%             | 2030-01-19      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CPPIB CAPITAL INC.                                                                       | CPPIB CAPITAL INC                                | CUSIP: 12593CAW1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $11987926.01  | 0.54%             | 2033-06-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ENERGY TRANSFER LP                               | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     568000 | PA      | $620896.12    | 0.03%             | 2036-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                      | INTESA SANPAOLO SPA                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1853000 | PA      | $2043536.11   | 0.09%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                    | NEXTERA ENERGY CAPITAL HOLDINGS INC              | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     464000 | PA      | $475259.32    | 0.02%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer