# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001752724-23-046971
**Filing Date:** 2023-2
**Character Count:** 153720
**Document Hash:** 5b8c72de47536504af8be6dc2bdc8e6f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046971.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046971

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 23683666

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 617-664-1465

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

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

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

## Series and Classes Contracts Data

### SPDR Bloomberg Investment Grade Floating Rate ETF (Series ID: S000034874)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000107256 | SPDR Bloomberg Investment Grade Floating Rate ETF | FLRN            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** SPDR Bloomberg Investment Grade Floating Rate ETF

- **b. EDGAR series identifier (if any):** S000034874

- **c. LEI of Series:** 549300QJ0FR0L0XRBI28

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3063240211.90

**Total Liabilities:** $60064041.45

**Net Assets:** $3003176170.45

**Cash Not Reported:** $278.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -15344.89000000 | **1-Year:** -151995.11000000 | **5-Year:** -107102.98000000 | **10-Year:** -11.86000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000107256 | 0.12%                | 0.43%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-967181.75              | $-4722760.35                               |
| Month 2  | $-303724.83              | $2842615.64                                |
| Month 3  | $-80025.81               | $3340943.56                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990470.00    | 0.03%             | 2026-05-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                   | Pfizer Inc                                                                      | CUSIP: 717081EQ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2555915.50   | 0.09%             | 2023-09-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                                     | CUSIP: 02665WDG3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5686000 | PA      | $5684351.06   | 0.19%             | 2023-05-10      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78016EZV2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7006000 | PA      | $6922698.66   | 0.23%             | 2024-07-29      | Floating      | 4.35%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR38<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10235000 | PA      | $10115455.20  | 0.34%             | 2025-04-07      | Floating      | 4.63%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                 | UBS Group AG                                                                    | CUSIP: 902613AN8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7000000 | PA      | $7016170.00   | 0.23%             | 2026-05-12      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                                                 | CUSIP: 4581X0DY1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  24544000 | PA      | $24412935.04  | 0.81%             | 2026-09-16      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  17075000 | PA      | $16690641.75  | 0.56%             | 2027-01-14      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GJJ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18746000 | PA      | $18544855.42  | 0.62%             | 2024-10-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC     | Baxter International Inc                                                        | CUSIP: 071813DB2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    451000 | PA      | $442200.99    | 0.01%             | 2024-11-29      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING     | Met Tower Global Funding                                                        | CUSIP: 58989VAA2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   5556000 | PA      | $5554222.08   | 0.18%             | 2023-01-17      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                                         | CUSIP: 064159YN0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  19200000 | PA      | $19161216.00  | 0.64%             | 2023-09-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78015K7K4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  12627000 | PA      | $12592654.56  | 0.42%             | 2023-10-26      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD     | United Overseas Bank Ltd                                                        | CUSIP: 91127KAG7<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   4000000 | PA      | $3995520.00   | 0.13%             | 2025-04-07      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP       | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAQ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  14145000 | PA      | $14154760.05  | 0.47%             | 2023-03-05      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP       | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAT4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5918000 | PA      | $5876041.38   | 0.20%             | 2024-04-26      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                                                 | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4851000 | PA      | $4768678.53   | 0.16%             | 2024-03-08      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP       | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AS3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   7279000 | PA      | $7282348.34   | 0.24%             | 2023-03-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| European Investment Bank     | European Investment Bank                                                        | CUSIP: 29878TCY8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  11758000 | PA      | $11757412.10  | 0.39%             | 2023-01-19      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  32646000 | PA      | $32659384.86  | 1.09%             | 2023-02-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY     | National Australia Bank Ltd/New York                                            | CUSIP: 6325C0EH0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | NUSS              | AU        |   6475000 | PA      | $6446639.50   | 0.21%             | 2025-06-09      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                | UBS AG/London                                                                   | CUSIP: 902674YG9<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  11718000 | PA      | $11698782.48  | 0.39%             | 2023-06-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK       | Credit Suisse AG/New York NY                                                    | CUSIP: 22550UAF8<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   7250000 | PA      | $6756347.50   | 0.22%             | 2025-02-21      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5212000 | PA      | $5042557.88   | 0.17%             | 2026-09-10      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER      | American Electric Power Co Inc                                                  | CUSIP: 025537AS0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   6006000 | PA      | $6000474.48   | 0.20%             | 2023-11-01      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                 | DNB Bank ASA                                                                    | CUSIP: 25601B2C8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   7650000 | PA      | $7592395.50   | 0.25%             | 2025-03-28      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                 | QUALCOMM Inc                                                                    | CUSIP: 747525AS2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   5753000 | PA      | $5754438.25   | 0.19%             | 2023-01-30      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTI             | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAY9<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   7985000 | PA      | $7881354.70   | 0.26%             | 2024-06-24      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HYE6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   9593000 | PA      | $9445075.94   | 0.31%             | 2024-10-18      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                                         | CUSIP: 0641596F8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4699000 | PA      | $4636503.30   | 0.15%             | 2024-07-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA           | Banco Santander SA                                                              | CUSIP: 05971KAN9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   8400000 | PA      | $8379168.00   | 0.28%             | 2024-05-24      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607RAE0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $759703.60    | 0.03%             | 2023-09-13      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                                | CUSIP: 06367WYQ0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7712000 | PA      | $7608890.56   | 0.25%             | 2024-07-09      | Floating      | 4.02%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP       | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAU3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2511000 | PA      | $2504320.74   | 0.08%             | 2024-09-11      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6285000 | PA      | $6188399.55   | 0.21%             | 2023-09-29      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GKT5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8148832.00   | 0.27%             | 2025-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP        | Truist Financial Corp                                                           | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  18056000 | PA      | $17664365.36  | 0.59%             | 2025-06-09      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| eBay Inc                     | eBay Inc                                                                        | CUSIP: 278642AT0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   5454000 | PA      | $5451654.78   | 0.18%             | 2023-01-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA      | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4718194.60   | 0.16%             | 2024-12-13      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  26768000 | PA      | $26344530.24  | 0.88%             | 2025-01-24      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                                | CUSIP: 06368EJS2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4725000 | PA      | $4719802.50   | 0.16%             | 2023-04-14      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY            | Eversource Energy                                                               | CUSIP: 30040WAM0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4437000 | PA      | $4412152.80   | 0.15%             | 2023-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                                             | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4580000 | PA      | $4364007.20   | 0.15%             | 2026-09-29      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development                             | CUSIP: 459058HC0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  20904000 | PA      | $20960440.80  | 0.70%             | 2024-08-06      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJJ5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4312000 | PA      | $4275520.48   | 0.14%             | 2024-06-18      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7415000 | PA      | $7168747.85   | 0.24%             | 2027-07-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN     | ANZ New Zealand Int'l Ltd/London                                                | CUSIP: 00182EBQ1<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   6125000 | PA      | $6060687.50   | 0.20%             | 2025-02-18      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                                                 | CUSIP: 37045XDC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8309000 | PA      | $8271027.87   | 0.28%             | 2023-11-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT        | Svensk Exportkredit AB                                                          | CUSIP: 87031CAA1<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  13390000 | PA      | $13430705.60  | 0.45%             | 2023-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE COR             | International Finance Corp                                                      | CUSIP: 45950KCW8<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |  15540000 | PA      | $15539223.00  | 0.52%             | 2023-06-30      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2B7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5288000 | PA      | $5238028.40   | 0.17%             | 2025-06-06      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp         | Westpac Banking Corp                                                            | CUSIP: 961214EB5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $849711.00    | 0.03%             | 2024-02-26      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II     | Principal Life Global Funding II                                                | CUSIP: 74256LER6<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4072000 | PA      | $4022118.00   | 0.13%             | 2024-08-23      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                                | CUSIP: 06367WYH0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  16897000 | PA      | $16900717.34  | 0.56%             | 2023-03-10      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                                | CUSIP: 06368EA44<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   7360000 | PA      | $7327468.80   | 0.24%             | 2023-12-08      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL       | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCE8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6493000 | PA      | $6485922.63   | 0.22%             | 2024-03-21      | Floating      | 5.34%                 | No            |                  2 | On Loan: —       |
| JACKSON NATL LIFE GLOBAL     | Jackson National Life Global Funding                                            | CUSIP: 46849LTN1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   8915000 | PA      | $8914910.85   | 0.30%             | 2023-01-06      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON          | Southern California Edison Co                                                   | CUSIP: 842400HA4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2514000 | PA      | $2511611.70   | 0.08%             | 2023-04-03      | Floating      | 4.96%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                                             | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   7500000 | PA      | $7427325.00   | 0.25%             | 2025-03-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC           | Roche Holdings Inc                                                              | CUSIP: 771196CA8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   9580000 | PA      | $9535932.00   | 0.32%             | 2025-03-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP              | Nordea Bank Abp                                                                 | CUSIP: 65558RAB5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3670000 | PA      | $3646879.00   | 0.12%             | 2025-06-06      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78016EYR2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6695000 | PA      | $6577168.00   | 0.22%             | 2025-01-21      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                   | 3M Co                                                                           | CUSIP: 88579YBE0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   2092000 | PA      | $2085765.84   | 0.07%             | 2024-02-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV      | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEK6<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  21055000 | PA      | $21096267.80  | 0.70%             | 2024-10-15      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC              | Chevron USA Inc                                                                 | CUSIP: 166756AK2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   4258000 | PA      | $4236710.00   | 0.14%             | 2023-08-11      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development                             | CUSIP: 459058KG7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  11865000 | PA      | $11808403.95  | 0.39%             | 2026-06-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP            | International Finance Corp                                                      | CUSIP: 45950VQM1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   4500000 | PA      | $4496940.00   | 0.15%             | 2024-04-03      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO     | Capital One Financial Corp                                                      | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10735000 | PA      | $10522661.70  | 0.35%             | 2024-12-06      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCL8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9108000 | PA      | $8914181.76   | 0.30%             | 2025-06-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN      | Shell International Finance BV                                                  | CUSIP: 822582CA8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   5411000 | PA      | $5411919.87   | 0.18%             | 2023-11-13      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8710875.00   | 0.29%             | 2024-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA         | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233851DM3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3876000 | PA      | $3878751.96   | 0.13%             | 2023-05-04      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp         | Bank of America Corp                                                            | CUSIP: 06051GHK8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2772000 | PA      | $2770724.88   | 0.09%             | 2024-07-23      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP               | Starbucks Corp                                                                  | CUSIP: 855244BB4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   6193000 | PA      | $6153798.31   | 0.20%             | 2024-02-14      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  14199000 | PA      | $13859785.89  | 0.46%             | 2024-11-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967NM9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15600000 | PA      | $15512796.00  | 0.52%             | 2026-03-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB     | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAK9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   4100000 | PA      | $4065970.00   | 0.14%             | 2025-06-10      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN     | MassMutual Global Funding II                                                    | CUSIP: 57629WDC1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  15939000 | PA      | $15808937.76  | 0.53%             | 2024-04-12      | Floating      | 4.10%                 | No            |                  2 | On Loan: —       |
| EUROPEAN BK RECON & DEV      | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEF7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  10530000 | PA      | $10533474.90  | 0.35%             | 2023-03-13      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280BR9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  19184000 | PA      | $19112251.84  | 0.64%             | 2024-05-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING      | Corebridge Global Funding                                                       | CUSIP: 00138MAA4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3454674.30   | 0.12%             | 2023-12-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QC55<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    604000 | PA      | $604205.36    | 0.02%             | 2023-07-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I      | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEF2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  11223000 | PA      | $11223561.15  | 0.37%             | 2023-01-13      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP             | Duke Energy Corp                                                                | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   6395000 | PA      | $6371402.45   | 0.21%             | 2023-06-10      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VGD0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7271000 | PA      | $7226501.48   | 0.24%             | 2024-03-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                                                    | CUSIP: 64952WEC3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6309000 | PA      | $6260042.16   | 0.21%             | 2024-04-26      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZM7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5330000 | PA      | $5237044.80   | 0.17%             | 2025-01-10      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK       | Korea Development Bank/The                                                      | CUSIP: 500630DK1<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   3620000 | PA      | $3609357.20   | 0.12%             | 2024-03-09      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp      | John Deere Capital Corp                                                         | CUSIP: 24422EUG2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3237000 | PA      | $3232241.61   | 0.11%             | 2023-06-07      | Floating      | 5.27%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJU0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3994000 | PA      | $3942317.64   | 0.13%             | 2025-01-13      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KJ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  17937000 | PA      | $17848570.59  | 0.59%             | 2025-03-14      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                                                    | CUSIP: 64952WEF6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499285.00    | 0.02%             | 2023-06-30      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                                            | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   7465000 | PA      | $7304875.75   | 0.24%             | 2026-06-03      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP       | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBG3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2850000 | PA      | $2844784.50   | 0.09%             | 2024-07-10      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                                     | CUSIP: 02665WDP3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3393000 | PA      | $3390489.18   | 0.11%             | 2023-09-08      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                                         | CUSIP: 24422EVT3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   8768000 | PA      | $8748184.32   | 0.29%             | 2023-07-10      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280CA5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4806000 | PA      | $4748183.82   | 0.16%             | 2025-03-11      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                | Citigroup Inc                                                                   | CUSIP: 172967MA6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2041000 | PA      | $2042183.78   | 0.07%             | 2024-06-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC           | Analog Devices Inc                                                              | CUSIP: 032654AT2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   6881000 | PA      | $6777440.95   | 0.23%             | 2024-10-01      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd         | Tencent Holdings Ltd                                                            | CUSIP: 88032XAJ3<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1690000 | PA      | $1689509.90   | 0.06%             | 2023-01-19      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP       | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CJ1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5500000 | PA      | $5516280.00   | 0.18%             | 2025-07-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC           | Roche Holdings Inc                                                              | CUSIP: 771196BZ4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   8975000 | PA      | $8959922.00   | 0.30%             | 2023-09-11      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EB81<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11283000 | PA      | $11366268.54  | 0.38%             | 2023-11-29      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965070.00    | 0.03%             | 2028-02-24      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY        | Wells Fargo & Co                                                                | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11233000 | PA      | $11172341.80  | 0.37%             | 2026-04-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD       | DBS Group Holdings Ltd                                                          | CUSIP: 24023KAG3<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   3425000 | PA      | $3397257.50   | 0.11%             | 2024-11-22      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                                                 | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   6000000 | PA      | $5981880.00   | 0.20%             | 2027-10-04      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GKW3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  16997000 | PA      | $17004308.71  | 0.57%             | 2023-03-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development                             | CUSIP: 45906M2B6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  13310000 | PA      | $13360977.30  | 0.44%             | 2024-06-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE       | American Honda Finance Corp                                                     | CUSIP: 02665WDV0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9075000 | PA      | $9070371.75   | 0.30%             | 2023-02-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                                | CUSIP: 06368FAB5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   8358000 | PA      | $8328496.26   | 0.28%             | 2023-09-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO        | Southern California Gas Co                                                      | CUSIP: 842434CV2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   3099000 | PA      | $3090105.87   | 0.10%             | 2023-09-14      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  19367000 | PA      | $18911100.82  | 0.63%             | 2026-03-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJP1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5908000 | PA      | $5851401.36   | 0.19%             | 2024-09-13      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                  | Truist Bank                                                                     | CUSIP: 89788JAD1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  14252000 | PA      | $14147960.40  | 0.47%             | 2024-01-17      | Floating      | 4.00%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 48129AAA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2223053.84   | 0.07%             | 2025-01-10      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II     | Principal Life Global Funding II                                                | CUSIP: 74256LEM7<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   3819000 | PA      | $3788027.91   | 0.13%             | 2024-04-12      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC              | AstraZeneca PLC                                                                 | CUSIP: 046353AS7<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   3751000 | PA      | $3750624.90   | 0.12%             | 2023-08-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAD0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4750000 | PA      | $4740642.50   | 0.16%             | 2024-03-11      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| General Mills Inc            | General Mills Inc                                                               | CUSIP: 370334CC6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   4844000 | PA      | $4856013.12   | 0.16%             | 2023-10-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXW9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13614000 | PA      | $13516659.90  | 0.45%             | 2024-03-08      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development                             | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  17000000 | PA      | $16989800.00  | 0.57%             | 2026-09-23      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                                                 | CUSIP: 4581X0DR6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   9350000 | PA      | $9364866.50   | 0.31%             | 2025-02-04      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                 | Enbridge Inc                                                                    | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   6407000 | PA      | $6393801.58   | 0.21%             | 2023-02-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                                                 | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3339104.58   | 0.11%             | 2027-02-26      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC           | BMW US Capital LLC                                                              | CUSIP: 05565EBV6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   9073000 | PA      | $8978187.15   | 0.30%             | 2024-08-12      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                                                    | CUSIP: 64953BAX6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5337052.50   | 0.18%             | 2024-06-06      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   7147000 | PA      | $6993982.73   | 0.23%             | 2026-06-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2M8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   6714000 | PA      | $6669821.88   | 0.22%             | 2024-05-17      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV      | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |  21175000 | PA      | $21086700.25  | 0.70%             | 2026-04-14      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2Q1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4917100.00   | 0.16%             | 2024-12-06      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC           | BMW US Capital LLC                                                              | CUSIP: 05565EBN4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  10273000 | PA      | $10213519.33  | 0.34%             | 2024-04-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC            | CPPIB Capital Inc                                                               | CUSIP: 22411VAV0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |   8200000 | PA      | $8336366.00   | 0.28%             | 2025-04-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCL0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7977000 | PA      | $7959689.91   | 0.27%             | 2023-09-28      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78016EZY6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7292000 | PA      | $7173942.52   | 0.24%             | 2024-10-07      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd         | Tencent Holdings Ltd                                                            | CUSIP: 88032WAJ5<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2300000 | PA      | $2299333.00   | 0.08%             | 2023-01-19      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I      | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEX3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $5282281.20   | 0.18%             | 2025-03-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC           | Vodafone Group PLC                                                              | CUSIP: 92857WBN9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4558000 | PA      | $4551846.70   | 0.15%             | 2024-01-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA      | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AC4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5560000 | PA      | $5532088.80   | 0.18%             | 2023-12-14      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KL2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   4225000 | PA      | $4176159.00   | 0.14%             | 2027-03-14      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                | UBS AG/London                                                                   | CUSIP: 902674YC8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  12830000 | PA      | $12761487.80  | 0.42%             | 2024-02-09      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1930740.00   | 0.06%             | 2027-09-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                                                | CUSIP: 83051GAP3<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2186000 | PA      | $2181584.28   | 0.07%             | 2023-09-01      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                                                    | CUSIP: 64952WES8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    780000 | PA      | $770530.80    | 0.03%             | 2025-04-21      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT     | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VAX7<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   9675000 | PA      | $9603018.00   | 0.32%             | 2024-09-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY             | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   5000000 | PA      | $4438050.00   | 0.15%             | 2027-11-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKB0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499750.00    | 0.02%             | 2023-12-29      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78015K7M0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   9289000 | PA      | $9220261.40   | 0.31%             | 2024-01-19      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA      | National Bank of Canada                                                         | CUSIP: 63307A2Q7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3408000 | PA      | $3363491.52   | 0.11%             | 2024-08-06      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJE6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   8677000 | PA      | $8672140.88   | 0.29%             | 2023-04-06      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18265000 | PA      | $18182442.20  | 0.61%             | 2024-03-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8098000 | PA      | $7782178.00   | 0.26%             | 2026-11-02      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                                             | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6927000 | PA      | $6732697.65   | 0.22%             | 2026-11-04      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYF5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16025000 | PA      | $15775971.50  | 0.53%             | 2024-09-10      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJY2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4640514.00   | 0.15%             | 2024-03-22      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK       | Asian Development Bank                                                          | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  27175000 | PA      | $27777741.50  | 0.92%             | 2026-06-16      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                 | Chevron Corp                                                                    | CUSIP: 166764BU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5085000 | PA      | $5089373.10   | 0.17%             | 2023-05-11      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING        | Athene Global Funding                                                           | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4945000 | PA      | $4816331.10   | 0.16%             | 2024-08-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP      | Simon Property Group LP                                                         | CUSIP: 828807DR5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   6390000 | PA      | $6336707.40   | 0.21%             | 2024-01-11      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| AT&T INC                     | AT&T Inc                                                                        | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  15332000 | PA      | $15254573.40  | 0.51%             | 2024-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC     | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   6222000 | PA      | $6163575.42   | 0.21%             | 2024-10-18      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC           | Roche Holdings Inc                                                              | CUSIP: 771196BR2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   5140000 | PA      | $5112552.40   | 0.17%             | 2024-03-05      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE               | Public Storage                                                                  | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |   8656000 | PA      | $8592378.40   | 0.29%             | 2024-04-23      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                                         | CUSIP: 24422EWC9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3157000 | PA      | $3131144.17   | 0.10%             | 2025-03-07      | Floating      | 4.80%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC       | Standard Chartered PLC                                                          | CUSIP: 853254CF5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   6245000 | PA      | $6100865.40   | 0.20%             | 2025-11-23      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO     | Inter-American Investment Corp                                                  | CUSIP: 44936HAA7<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |   3500000 | PA      | $3498530.00   | 0.12%             | 2024-03-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO     | Florida Power & Light Co                                                        | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  13848000 | PA      | $13824319.92  | 0.46%             | 2023-05-10      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD          | Macquarie Group Ltd                                                             | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   7500000 | PA      | $7119150.00   | 0.24%             | 2027-09-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BPCE SA                      | BPCE SA                                                                         | CUSIP: 05578AAW8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  11228000 | PA      | $10982892.76  | 0.37%             | 2025-01-14      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZF2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11872000 | PA      | $11684541.12  | 0.39%             | 2024-09-10      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                | Citigroup Inc                                                                   | CUSIP: 172967MB4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495285.00    | 0.02%             | 2026-07-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL       | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FAW7<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  13388000 | PA      | $13087171.64  | 0.44%             | 2025-02-04      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL       | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6168000 | PA      | $6160228.32   | 0.21%             | 2023-03-01      | Floating      | 4.77%                 | No            |                  2 | On Loan: —       |
| General Electric Co          | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1833473.52   | 0.06%             | 2026-05-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZC9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5250000 | PA      | $5239395.00   | 0.17%             | 2023-06-02      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC          | Dominion Energy Inc                                                             | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  12344000 | PA      | $12321533.92  | 0.41%             | 2023-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61747YEN1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13666000 | PA      | $13436001.22  | 0.45%             | 2026-02-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC     | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CR1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   5808000 | PA      | $5780121.60   | 0.19%             | 2023-10-18      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                                         | CUSIP: 0641598L3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7390000 | PA      | $7363469.90   | 0.25%             | 2023-09-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC              | PSP Capital Inc                                                                 | CUSIP: 69376P2C8<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |  12300000 | PA      | $12250185.00  | 0.41%             | 2025-03-03      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO     | Florida Power & Light Co                                                        | CUSIP: 341081GH4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   9665000 | PA      | $9589999.60   | 0.32%             | 2024-01-12      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co          | JPMorgan Chase & Co                                                             | CUSIP: 46647PAW6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7007000 | PA      | $6976939.97   | 0.23%             | 2024-07-23      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON          | Southern California Edison Co                                                   | CUSIP: 842400HC0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   7140000 | PA      | $7089448.80   | 0.24%             | 2024-04-01      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  19549260 | NS      | $19549260.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP       | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBM0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1770000 | PA      | $1752494.70   | 0.06%             | 2024-09-08      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA     | Export-Import Bank of Korea                                                     | CUSIP: 302154CU1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   7560000 | PA      | $7575044.40   | 0.25%             | 2023-06-01      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co          | JPMorgan Chase & Co                                                             | CUSIP: 46647PAQ9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3854000 | PA      | $3852342.78   | 0.13%             | 2024-04-23      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO     | Capital One Financial Corp                                                      | CUSIP: 14040HCR4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4125660.00   | 0.14%             | 2025-05-09      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAK7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5050000 | PA      | $4990056.50   | 0.17%             | 2025-04-11      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY      | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAR3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  11707000 | PA      | $11633714.18  | 0.39%             | 2024-01-12      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                                             | CUSIP: 025816CJ6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7582000 | PA      | $7542573.60   | 0.25%             | 2023-11-03      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP       | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBC2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   8381000 | PA      | $8328115.89   | 0.28%             | 2024-05-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL       | Protective Life Global Funding                                                  | CUSIP: 74368CBM5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6260485.00   | 0.21%             | 2025-03-28      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS            | Kommunalbanken AS                                                               | CUSIP: 50048MDB3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  15292000 | PA      | $15288177.00  | 0.51%             | 2023-10-27      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10476000 | PA      | $9999027.72   | 0.33%             | 2027-03-09      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBE9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3063000 | PA      | $3065481.03   | 0.10%             | 2023-10-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK     | Huntington National Bank/The                                                    | CUSIP: 44644MAE1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3742648.25   | 0.12%             | 2025-05-16      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78015K7E8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2987000 | PA      | $2986432.47   | 0.10%             | 2023-01-17      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP     | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFA5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3878650.80   | 0.13%             | 2024-10-18      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC     | Baxter International Inc                                                        | CUSIP: 071813CY3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3818468.50   | 0.13%             | 2023-12-01      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                | UBS AG/London                                                                   | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  12560000 | PA      | $12467307.20  | 0.42%             | 2024-08-09      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                 | Barclays PLC                                                                    | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10391000 | PA      | $10374686.13  | 0.35%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                 | ING Groep NV                                                                    | CUSIP: 456837AL7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4004720.00   | 0.13%             | 2023-10-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCS3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8230000 | PA      | $8053466.50   | 0.27%             | 2025-12-10      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK       | Credit Suisse AG/New York NY                                                    | CUSIP: 22550UAD3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |  11662000 | PA      | $11406718.82  | 0.38%             | 2023-08-09      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                                                 | CUSIP: 4581X0DT2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |  28360000 | PA      | $28307250.40  | 0.94%             | 2026-02-10      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                                         | CUSIP: 0641593W4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7105000 | PA      | $7041552.35   | 0.23%             | 2024-04-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                                                 | CUSIP: 37045XCE4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1516000.00   | 0.05%             | 2023-01-05      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  20355000 | PA      | $20049064.35  | 0.67%             | 2025-01-24      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                                         | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6099000 | PA      | $5931582.45   | 0.20%             | 2027-03-03      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10030650.00  | 0.33%             | 2027-06-09      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7081000 | PA      | $7116405.00   | 0.24%             | 2024-02-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE             | Societe Generale SA                                                             | CUSIP: 83368RBF8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   9240000 | PA      | $8896364.40   | 0.30%             | 2026-01-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development                             | CUSIP: 459058JQ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  28185000 | PA      | $28185845.55  | 0.94%             | 2023-01-13      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2K4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2746341.60   | 0.09%             | 2025-01-27      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT        | Svensk Exportkredit AB                                                          | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |  11000000 | PA      | $11161920.00  | 0.37%             | 2026-08-03      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                                                    | CUSIP: 64952WDZ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   9565000 | PA      | $9568347.75   | 0.32%             | 2023-02-02      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC            | CPPIB Capital Inc                                                               | CUSIP: 22411VAS7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |  22400000 | PA      | $22894816.00  | 0.76%             | 2026-03-11      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley               | Morgan Stanley                                                                  | CUSIP: 61744YAG3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9437000 | PA      | $9453797.86   | 0.31%             | 2024-05-08      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON       | Credit Agricole SA/London                                                       | CUSIP: 22535WAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6126000 | PA      | $6131819.70   | 0.20%             | 2023-04-24      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                 | Comcast Corp                                                                    | CUSIP: 20030NCX7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4892000 | PA      | $4894788.44   | 0.16%             | 2024-04-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                  | Truist Bank                                                                     | CUSIP: 89788JAC3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2447315.85   | 0.08%             | 2023-03-09      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Express Co          | American Express Co                                                             | CUSIP: 025816BX6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3505175.25   | 0.12%             | 2023-08-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                                                    | CUSIP: 64952WEL3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   4965000 | PA      | $4895936.85   | 0.16%             | 2025-01-14      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJS5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749062.50    | 0.02%             | 2023-06-13      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                                | CUSIP: 06368D3T9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3911000 | PA      | $3879360.01   | 0.13%             | 2025-06-07      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5020000 | PA      | $4855243.60   | 0.16%             | 2026-04-27      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY               | Morgan Stanley                                                                  | CUSIP: 61747YEP6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9405000 | PA      | $9347347.35   | 0.31%             | 2025-04-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK       | Asian Development Bank                                                          | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  10000000 | PA      | $10251800.00  | 0.34%             | 2027-04-06      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC       | CenterPoint Energy Inc                                                          | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  12548000 | PA      | $12394663.44  | 0.41%             | 2024-05-13      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| KFW                          | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JK1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |  18950000 | PA      | $19126235.00  | 0.64%             | 2024-02-12      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co          | American Express Co                                                             | CUSIP: 025816BT5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5237000 | PA      | $5237890.29   | 0.17%             | 2023-02-27      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                                                 | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5216000 | PA      | $5088677.44   | 0.17%             | 2024-10-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP     | Toyota Motor Credit Corp                                                        | CUSIP: 89236THV0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10093000 | PA      | $10047480.57  | 0.33%             | 2024-01-11      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRT3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   7618000 | PA      | $7579224.38   | 0.25%             | 2023-12-14      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                  | Southern Co/The                                                                 | CUSIP: 842587DK0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   7429000 | PA      | $7404261.43   | 0.25%             | 2023-05-10      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC            | NatWest Group PLC                                                               | CUSIP: 780097BH3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   4723000 | PA      | $4722574.93   | 0.16%             | 2024-06-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                                | CUSIP: 06368FAF6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5439000 | PA      | $5342403.36   | 0.18%             | 2025-01-10      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCR7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10300000 | PA      | $10220587.00  | 0.34%             | 2024-03-04      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                                                    | CUSIP: 64952WDV2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3598020.00   | 0.12%             | 2023-10-21      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                 | Enbridge Inc                                                                    | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   7475000 | PA      | $7408024.00   | 0.25%             | 2024-02-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP      | John Deere Capital Corp                                                         | CUSIP: 24422EVV8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   8631000 | PA      | $8534850.66   | 0.28%             | 2024-10-11      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0JY6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    730000 | PA      | $730365.00    | 0.02%             | 2023-03-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA      | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AK6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   7050000 | PA      | $7021095.00   | 0.23%             | 2024-04-05      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I      | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEQ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4871810.00   | 0.16%             | 2024-09-27      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd         | Tencent Holdings Ltd                                                            | CUSIP: 88032WAP1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1497090.00   | 0.05%             | 2024-04-11      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST       | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  25179000 | PA      | $24817933.14  | 0.83%             | 2025-07-07      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5295000 | PA      | $5134720.35   | 0.17%             | 2026-01-20      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC            | HSBC Holdings PLC                                                               | CUSIP: 404280DB2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12725000 | PA      | $12485642.75  | 0.42%             | 2026-03-10      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                    | CUSIP: 456837BD4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  12950000 | PA      | $12862328.50  | 0.43%             | 2026-03-28      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST      | GA Global Funding Trust                                                         | CUSIP: 36143L2K0<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $3885037.20   | 0.13%             | 2025-04-11      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK      | Inter-American Development Bank                                                 | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   9000000 | PA      | $8967240.00   | 0.30%             | 2027-04-12      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78016EZ91<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $494065.00    | 0.02%             | 2025-04-14      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp         | Bank of America Corp                                                            | CUSIP: 06051GHE2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10313000 | PA      | $10305471.51  | 0.34%             | 2024-03-05      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY      | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAT9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   6370000 | PA      | $6281329.60   | 0.21%             | 2025-01-10      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK     | European Investment Bank                                                        | CUSIP: 29878TFC3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  18400000 | PA      | $18776280.00  | 0.63%             | 2026-01-21      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE     | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAH0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   7925000 | PA      | $7919769.50   | 0.26%             | 2023-04-06      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZS4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6442000 | PA      | $6429824.62   | 0.21%             | 2024-03-08      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   5288000 | PA      | $5267112.40   | 0.18%             | 2024-01-10      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND      | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2B3<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   8644000 | PA      | $8546322.80   | 0.28%             | 2024-04-12      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                                            | CUSIP: 961214EV1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  11120000 | PA      | $10994900.00  | 0.37%             | 2024-11-18      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS            | Kommunalbanken AS                                                               | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |  21800000 | PA      | $22190656.00  | 0.74%             | 2026-06-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN     | MassMutual Global Funding II                                                    | CUSIP: 57629WDD9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2008421.22   | 0.07%             | 2023-06-02      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCF3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  11515000 | PA      | $11511775.80  | 0.38%             | 2023-01-27      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY             | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BS7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4361000 | PA      | $4363529.38   | 0.15%             | 2023-02-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                                                    | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  13970000 | PA      | $13513181.00  | 0.45%             | 2026-06-09      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BOC Aviation Ltd             | BOC Aviation Ltd                                                                | CUSIP: 09681LAH3<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $1999000.00   | 0.07%             | 2023-09-26      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG     | New York Life Global Funding                                                    | CUSIP: 64952WDM2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3794544.60   | 0.13%             | 2023-01-10      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO       | General Motors Financial Co Inc                                                 | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7600008.00   | 0.25%             | 2025-04-07      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    330000 | PA      | $312658.50    | 0.01%             | 2027-09-10      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV     | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522N2A7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $3961400.00   | 0.13%             | 2026-04-15      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL     | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2C2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   4402000 | PA      | $4392183.54   | 0.15%             | 2024-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP       | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CP7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6500000 | PA      | $6487195.00   | 0.22%             | 2025-09-12      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN     | MassMutual Global Funding II                                                    | CUSIP: 57629WDF4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4367607.75   | 0.15%             | 2024-10-21      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE      | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 654740BR9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4075632.00   | 0.14%             | 2024-03-08      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                                            | CUSIP: 961214EK5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  10710000 | PA      | $10709036.10  | 0.36%             | 2023-01-13      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC          | NatWest Markets PLC                                                             | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5320000 | PA      | $5226048.80   | 0.17%             | 2024-08-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                  | BNG Bank NV                                                                     | CUSIP: 05591F2L3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |   5000000 | PA      | $5087750.00   | 0.17%             | 2026-08-05      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13899000 | PA      | $13517194.47  | 0.45%             | 2026-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development                             | CUSIP: 459058JJ3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  33050000 | PA      | $33099575.00  | 1.10%             | 2025-09-18      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd         | Tencent Holdings Ltd                                                            | CUSIP: 88032XAP9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2175000 | PA      | $2170780.50   | 0.07%             | 2024-04-11      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG       | Credit Suisse Group AG                                                          | CUSIP: 225401AH1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1755000 | PA      | $1656842.85   | 0.06%             | 2024-06-12      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP       | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBY4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  20141000 | PA      | $19688431.73  | 0.66%             | 2026-05-22      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GJU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18772000 | PA      | $18486290.16  | 0.62%             | 2025-04-22      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK       | Korea Development Bank/The                                                      | CUSIP: 500630CZ9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $500120.00    | 0.02%             | 2023-02-18      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967NR8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12974650.00  | 0.43%             | 2025-05-24      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                   | Cigna Corp                                                                      | CUSIP: 125523AC4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   8037000 | PA      | $8048492.91   | 0.27%             | 2023-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6842000 | PA      | $6492989.58   | 0.22%             | 2027-10-21      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK       | Nordic Investment Bank                                                          | CUSIP: 65562QBR5<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |  15420000 | PA      | $15765408.00  | 0.52%             | 2026-05-12      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP       | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAY3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4873000 | PA      | $4811112.90   | 0.16%             | 2024-10-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP     | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFB3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5495000 | PA      | $5476207.10   | 0.18%             | 2023-08-07      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                                     | CUSIP: 6325C0EC1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7295000 | PA      | $7139032.90   | 0.24%             | 2027-01-12      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC     | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6135000 | PA      | $6118435.50   | 0.20%             | 2024-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GKF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  14378000 | PA      | $14169375.22  | 0.47%             | 2025-02-04      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA         | Royal Bank of Canada                                                            | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4743000 | PA      | $4582971.18   | 0.15%             | 2027-01-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2X4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3732833.70   | 0.12%             | 2023-11-13      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp         | Westpac Banking Corp                                                            | CUSIP: 961214DT7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4652000 | PA      | $4651627.84   | 0.15%             | 2023-01-11      | Floating      | 4.48%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN GROUP AMERICA     | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BQ4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $6016846.00   | 0.20%             | 2024-06-07      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                                             | CUSIP: 025816CU1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6486000 | PA      | $6453310.56   | 0.21%             | 2024-05-03      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                  | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3D4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5452205.00   | 0.18%             | 2024-06-14      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO          | American Express Co                                                             | CUSIP: 025816CR8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7485000 | PA      | $7458652.80   | 0.25%             | 2025-03-04      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp         | Bank of America Corp                                                            | CUSIP: 06051GHB8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1019860.24   | 0.03%             | 2026-02-05      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                 | ING Groep NV                                                                    | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    345000 | PA      | $332124.60    | 0.01%             | 2027-04-01      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV     | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAG1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   8000000 | PA      | $7997200.00   | 0.27%             | 2027-08-16      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP         | Bank of America Corp                                                            | CUSIP: 06051GKN8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10525000 | PA      | $10431432.75  | 0.35%             | 2026-04-02      | Floating      | 5.65%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                | Citigroup Inc                                                                   | CUSIP: 172967MW8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12607000 | PA      | $12377174.39  | 0.41%             | 2025-05-01      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK        | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QCN6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7882000 | PA      | $7881763.54   | 0.26%             | 2023-01-06      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK       | Credit Suisse AG/New York NY                                                    | CUSIP: 22550UAB7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |  16018000 | PA      | $15260668.96  | 0.51%             | 2024-02-02      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE     | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2R7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  10049000 | PA      | $9980767.29   | 0.33%             | 2024-09-13      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY      | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688AAM4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3735000 | PA      | $3735298.80   | 0.12%             | 2023-01-10      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                                         | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11039000 | PA      | $10653738.90  | 0.35%             | 2026-09-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCX2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17635000 | PA      | $17295173.55  | 0.58%             | 2026-02-24      | Floating      | 5.12%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2296527.10   | 0.08%             | 2026-12-09      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                                | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10992000 | PA      | $10629044.16  | 0.35%             | 2026-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PDD5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8913330.00   | 0.30%             | 2025-06-14      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP            | Atmos Energy Corp                                                               | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |  13719000 | PA      | $13709671.08  | 0.46%             | 2023-03-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp         | Westpac Banking Corp                                                            | CUSIP: 961214EA7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4239000 | PA      | $4241797.74   | 0.14%             | 2023-05-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC      | Bayer US Finance II LLC                                                         | CUSIP: 07274NAG8<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   8739000 | PA      | $8739436.95   | 0.29%             | 2023-12-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC           | BMW US Capital LLC                                                              | CUSIP: 05565EBY0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4650937.20   | 0.15%             | 2025-04-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK       | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HVD1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   7200000 | PA      | $7188840.00   | 0.24%             | 2023-06-22      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK     | European Investment Bank                                                        | CUSIP: 29878TFB5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  19000000 | PA      | $19034770.00  | 0.63%             | 2024-03-05      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP         | Westpac Banking Corp                                                            | CUSIP: 961214FB4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  11390000 | PA      | $11382368.70  | 0.38%             | 2025-08-26      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD          | Macquarie Group Ltd                                                             | CUSIP: 55608JBB3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  22208000 | PA      | $21657907.84  | 0.72%             | 2025-10-14      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                  | Swedbank AB                                                                     | CUSIP: 87020PAR8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   4525000 | PA      | $4483370.00   | 0.15%             | 2025-04-04      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES       | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   3429000 | PA      | $3427422.66   | 0.11%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                                         | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3620000 | PA      | $3500033.20   | 0.12%             | 2026-03-02      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK     | European Investment Bank                                                        | CUSIP: 29878TDJ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |  12900000 | PA      | $12901548.00  | 0.43%             | 2023-01-30      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA           | Banco Santander SA                                                              | CUSIP: 05964HAH8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5610000 | PA      | $5607980.40   | 0.19%             | 2023-04-12      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD           | Macquarie Bank Ltd                                                              | CUSIP: 55608PBH6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3375000 | PA      | $3369093.75   | 0.11%             | 2023-04-06      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP       | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBE6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4009514.75   | 0.13%             | 2025-04-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK       | Asian Development Bank                                                          | CUSIP: 04517PBG6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   9150000 | PA      | $9352398.00   | 0.31%             | 2026-08-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                                     | CUSIP: 6325C0DU2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2355000 | PA      | $2355211.95   | 0.08%             | 2023-04-12      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST      | GA Global Funding Trust                                                         | CUSIP: 36143L2E4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $5721721.25   | 0.19%             | 2024-09-13      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS       | Verizon Communications Inc                                                      | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10331000 | PA      | $10413544.69  | 0.35%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                     | AT&T Inc                                                                        | CUSIP: 00206RGD8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  14273000 | PA      | $14345078.65  | 0.48%             | 2024-06-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY             | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   8950000 | PA      | $8877147.00   | 0.30%             | 2023-11-08      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAW0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5792000 | PA      | $5790609.92   | 0.19%             | 2023-01-17      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA      | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AA8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4031920.00   | 0.13%             | 2023-06-14      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2M0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3428565.00   | 0.11%             | 2025-03-30      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC           | Spire Missouri Inc                                                              | CUSIP: 84859DAB3<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $3986337.90   | 0.13%             | 2024-12-02      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II           | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   9135000 | PA      | $8737536.15   | 0.29%             | 2026-06-04      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYQ1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10385000 | PA      | $10205858.75  | 0.34%             | 2024-10-21      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PCG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8704000 | PA      | $8539668.48   | 0.28%             | 2025-06-01      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC       | Standard Chartered PLC                                                          | CUSIP: 853254CK4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   6125000 | PA      | $6025775.00   | 0.20%             | 2026-03-30      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE        | United Parcel Service Inc                                                       | CUSIP: 911312BJ4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   5544000 | PA      | $5542115.04   | 0.18%             | 2023-04-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL             | Bank of Montreal                                                                | CUSIP: 06368FAH2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4806000 | PA      | $4780624.32   | 0.16%             | 2024-03-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO          | JPMorgan Chase & Co                                                             | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11795000 | PA      | $11691793.75  | 0.39%             | 2026-04-26      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED             | ASB Bank Ltd                                                                    | CUSIP: 00216LAB9<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   5845000 | PA      | $5856456.20   | 0.20%             | 2023-06-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING        | Athene Global Funding                                                           | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  20811000 | PA      | $20418088.32  | 0.68%             | 2024-05-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD           | Macquarie Bank Ltd                                                              | CUSIP: 55608PBK9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   7165000 | PA      | $7169012.40   | 0.24%             | 2025-03-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA       | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505AY9<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   5975000 | PA      | $5926662.25   | 0.20%             | 2025-06-09      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING        | Athene Global Funding                                                           | CUSIP: 04685A3H2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3688550.25   | 0.12%             | 2025-01-07      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc        | DuPont de Nemours Inc                                                           | CUSIP: 26078JAH3<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   3142000 | PA      | $3138763.74   | 0.10%             | 2023-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL       | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15936160.00  | 0.53%             | 2023-11-03      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                                         | CUSIP: 808513BM6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  15037000 | PA      | $14965724.62  | 0.50%             | 2024-03-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA          | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4214000 | PA      | $4137895.16   | 0.14%             | 2025-01-10      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP          | Charles Schwab Corp/The                                                         | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6411000 | PA      | $6208476.51   | 0.21%             | 2026-05-13      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                | UBS AG/London                                                                   | CUSIP: 902674YT1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   3605000 | PA      | $3568913.95   | 0.12%             | 2025-01-13      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA           | Banco Santander SA                                                              | CUSIP: 05964HAD7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6249000 | PA      | $6251937.03   | 0.21%             | 2023-02-23      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND          | Bank of New Zealand                                                             | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   4950000 | PA      | $4850802.00   | 0.16%             | 2027-01-27      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Institutional Liquid Reserves Fund                                 | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        |  40455426 | NS      | $40463517.39  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BANK      | National Australia Bank Ltd                                                     | CUSIP: 6325C0EA5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |  16530000 | PA      | $16328499.30  | 0.54%             | 2025-01-12      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP     | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBA7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3694000 | PA      | $3701942.10   | 0.12%             | 2023-07-19      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                | Citigroup Inc                                                                   | CUSIP: 172967LL3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8372000 | PA      | $8377106.92   | 0.28%             | 2024-05-17      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I      | Metropolitan Life Global Funding I                                              | CUSIP: 59217GGW3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   8207000 | PA      | $8162846.34   | 0.27%             | 2024-01-07      | Floating      | 4.01%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP       | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AZ7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  19327000 | PA      | $19353477.99  | 0.64%             | 2023-07-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO     | Capital One Financial Corp                                                      | CUSIP: 14040HBV6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $4575000.00   | 0.15%             | 2023-01-30      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP      | International Bank for Reconstruction & Development                             | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |  18136000 | PA      | $18192947.04  | 0.61%             | 2027-08-19      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS       | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAF0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   5999000 | PA      | $5924312.45   | 0.20%             | 2024-05-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-23

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer